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The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression.

Warren R. ScottPeter I. FrazierWarren B. Powell
Published in: SIAM J. Optim. (2011)
Keyphrases
  • gaussian process regression
  • gaussian process
  • maximum likelihood
  • steepest descent method
  • training data
  • high dimensional
  • human computer interaction
  • parameter space
  • parameter values