The Knowledge-Gradient Policy for Correlated Normal Beliefs

Peter Frazier
Peter Frazier
[email protected]
Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
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,
Warren Powell
Warren Powell
[email protected]
Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
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,
Savas Dayanik
Savas Dayanik
[email protected]
Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
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Peter Frazier

[email protected]

Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544

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Warren Powell

[email protected]

Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544

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Savas Dayanik

[email protected]

Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544

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Published Online:19 May 2009https://doi.org/10.1287/ijoc.1080.0314

Supplemental Material

ijoc.1080.0314-sm-frazier_powell_dayanik.pdf (160 KB)

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cover image INFORMS Journal on Computing

Volume 21, Issue 4

Fall 2009

Pages 517-656

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Received:January 01, 2008
Accepted:November 01, 2008
Published Online:May 19, 2009

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Peter Frazier, Warren Powell, Savas Dayanik, (2009) The Knowledge-Gradient Policy for Correlated Normal Beliefs. INFORMS Journal on Computing 21(4):599-613.

https://doi.org/10.1287/ijoc.1080.0314

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The Knowledge-Gradient Policy for Correlated Normal Beliefs

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