2 search results - page 1 / 1 » The knowledge-gradient stopping rule for ranking and selecti... |
WSC
2008
13 years 7 months ago
2008
We consider the ranking and selection of normal means in a fully sequential Bayesian context. By considering the sampling and stopping problems jointly rather than separately, we ...
IOR
2011
13 years 7 days 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...