5 search results - page 1 / 1 » A Knowledge-Gradient Policy for Sequential Information Colle... |
SIAMCO
2008
13 years 4 months ago
2008
In a sequential Bayesian ranking and selection problem with independent normal populations and common known variance, we study a previously introduced measurement policy which we ...
IOR
2011
12 years 11 months ago
2011
We derive a knowledge gradient policy for an optimal learning problem on a graph, in which we use sequential measurements to refine Bayesian estimates of individual edge values i...
SIAMCO
2011
12 years 11 months ago
2011
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...
CDC
2009
IEEE
13 years 5 months ago
2009
IEEE
Classification problems in critical applications such as health care or security often require very high reliability because of the high costs of errors. In order to achieve this r...
WINE
2005
Springer
13 years 10 months ago
2005
Springer
This paper takes the first steps towards designing incentive compatible mechanisms for hierarchical decision making problems involving selfish agents. We call these Stackelberg p...