Dynamic sample budget allocation in model-based optimization

Jiaqiao Hu (), Hyeong Chang (), Michael Fu () and Steven Marcus ()

Journal of Global Optimization, 2011, vol. 50, issue 4, 575-596

Keywords: Markov decision processes; Max k-armed bandit; Global optimization (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10898-009-9490-3

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