Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models.

Xinyu He Warren B. Powell

Published in: SIAM J. Optim. (2018)

Keyphrases

stochastic optimization
learning process
accurate models
prior knowledge
learning algorithm
supervised learning
learning tasks
learning models
hidden variables
parametric models
learned models
reinforcement learning
optimal solution
optimization problems
multistage
belief revision