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isPartOf:"Discussion Paper / Tilburg University, Center for Economic Research"
~accessRights:"restricted"
~isPartOf:"Operations research"
~subject:"Bayes-Statistik"
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Bayesian optimization allowing for common random numbers
Pearce, Michael Arthur Leopold
;
Poloczek, Matthias
; …
- In:
Operations research
70
(
2022
)
6
,
pp. 3457-3472
Persistent link: https://www.econbiz.de/10014307875
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2
A generalized Black-Litterman model
Chen, Shea D.
;
Lim, Andrew E. B.
- In:
Operations research
68
(
2020
)
2
,
pp. 381-410
Persistent link: https://www.econbiz.de/10012213340
Saved in:
3
Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
Xie, Jing
;
Frazier, Peter I.
;
Chick, Stephen E.
- In:
Operations research
64
(
2016
)
2
,
pp. 542-559
Persistent link: https://www.econbiz.de/10011485629
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