A Gaussian Process Based Algorithm for Stochastic Simulation Optimization with Input Distribution Uncertainty.

Haowei Wang Szu Hui Ng Xun Zhang

Published in: WSC (2020)

Keyphrases

stochastic simulation
gaussian process
probabilistic model
dynamic programming
input data
optimal solution
learning algorithm
expectation maximization
bayesian framework
worst case
simulated annealing
k means
energy function
dynamical systems
latent variables
simple examples