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Volumn , Issue , 2010, Pages 1099-1109

Calibrating simulation models using the knowledge gradient with continuous parameters

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS PARAMETERS; EXPECTED VALUES; KRIGING; PARAMETER SETTING; RANKING AND SELECTION; SIMULATION MODEL; TEST SURFACES;

EID: 79951666282     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2010.5679082     Document Type: Conference Paper
Times cited : (12)

References (14)
  • 1
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    • Cressie, N.1
  • 2
    • 70449498873 scopus 로고    scopus 로고
    • The knowledge gradient policy for correlated normal beliefs
    • Frazier, P., W. B. Powell, and S. Dayanik. 2009. The knowledge gradient policy for correlated normal beliefs. INFORMS Journal on Computing 21:599-613.
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    • Frazier, P.1    Powell, W.B.2    Dayanik, S.3
  • 3
    • 33644791173 scopus 로고    scopus 로고
    • Global optimization of stochastic black-box systems via sequential kriging meta-models
    • Huang, D., T. Allen, W. Notz, and N. Zeng. 2006. Global optimization of stochastic black-box systems via sequential kriging meta-models,. Journal of Global Optimization 34:441-446.
    • (2006) Journal of Global Optimization , vol.34 , pp. 441-446
    • Huang, D.1    Allen, T.2    Notz, W.3    Zeng, N.4
  • 4
    • 0000561424 scopus 로고    scopus 로고
    • Efficient Global Optimization of Expensive Black-Box Functions
    • Jones, D., M. Schonlau, and W. Welch. 1998. Efficient global optimization of expensive black-box functions. Journal of Global Optimization 13:455-492. (Pubitemid 128507405)
    • (1998) Journal of Global Optimization , vol.13 , Issue.4 , pp. 455-492
    • Jones, D.R.1    Schonlau, M.2    Welch, W.J.3
  • 6
    • 84998710865 scopus 로고
    • A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise
    • Kushner, H. J. 1964. A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise. Journal of Basic Engineering 86:97-106.
    • (1964) Journal of Basic Engineering , vol.86 , pp. 97-106
    • Kushner, H.J.1
  • 7
    • 0001977314 scopus 로고    scopus 로고
    • Bayesian Algorithms for One-Dimensional Global Optimization
    • Locatelli, M. 1997, January. Bayesian algorithms for one-dimensional global optimization. Journal of Global Optimization 10 (1): 57-76. (Pubitemid 127502305)
    • (1997) Journal of Global Optimization , vol.10 , Issue.1 , pp. 57-76
    • Locatelli, M.1
  • 8
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    • Principles of geostatistics
    • Matheron, G. 1963. Principles of geostatistics. Economic Geology 58:1246-1266.
    • (1963) Economic Geology , vol.58 , pp. 1246-1266
    • Matheron, G.1
  • 10
    • 0012499686 scopus 로고
    • Application of bayesian approach to numerical methods of global and stochastic optimization
    • June
    • Mockus, J. 1993, June. Application of bayesian approach to numerical methods of global and stochastic optimization. Journal of Global Optimization 4 (4): 347-365.
    • (1993) Journal of Global Optimization , vol.4 , Issue.4 , pp. 347-365
    • Mockus, J.1
  • 14
    • 34250385862 scopus 로고
    • Single-step bayesian search method for an extremum of functions of a single variable
    • January
    • Zhilinskas, A. G. 1975, January. Single-step bayesian search method for an extremum of functions of a single variable. Cybernetics and Systems Analysis 11 (1): 160-166.
    • (1975) Cybernetics and Systems Analysis , vol.11 , Issue.1 , pp. 160-166
    • Zhilinskas, A.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.