Knowledge Gradient: Capturing Value of Information in Iterative Decisions under Uncertainty
Many real-life problems that involve decisions under uncertainty are often sequentially repeated and can be approached iteratively. Knowledge Gradient (KG) formulates the decision-under-uncertainty problem into repeatedly estimating the value of information observed from each possible decisions and...
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| Autore principale: | |
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| Natura: | Artigo |
| Lingua: | Inglês |
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MDPI AG
2022-11-01
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| Serie: | Mathematics |
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| Accesso online: | https://www.mdpi.com/2227-7390/10/23/4527 |
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