A Bayesian approach to stochastic root finding.

Rolf Waeber Peter I. Frazier Shane G. Henderson

Published in: WSC (2011)

Keyphrases

information systems
case study
genetic algorithm
stochastic process
databases
monte carlo
multi agent
stochastic programming
markov processes
stochastic optimization
stochastic processes
dynamic programming
evolutionary algorithm
multiscale
knowledge base
machine learning
data mining