The Knowledge-Gradient Policy for Correlated Normal Beliefs

The Knowledge-Gradient Policy for Correlated Normal Beliefs
Peter Frazier, Warren Powell, and Savas Dayanik, 2009

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BibTeX Entry

@Article{Frazier+PD:2009,
  author =       "Frazier, Peter and Powell, Warren and Dayanik, Savas",
  title =        "The Knowledge-Gradient Policy for Correlated Normal Beliefs",
  journal =      "INFORMS Journal on Computing",
  year =         "2009",
  volume =    "21",
  number =    "4",
  pages =     "599--613",
  url = "http://joc.journal.informs.org/cgi/reprint/21/4/599",
  bib2html_rescat = "Stochastic Optimisation",
}