Sequential Design for Optimal Stopping Problems

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Sequential Design for Optimal Stopping Problems

16 September 2013

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Papers citing "Sequential Design for Optimal Stopping Problems"

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Title
Non-smooth Bayesian Optimization in Tuning Problems Hengrui Luo J. Demmel Younghyun Cho Xin Li Yang Liu 70 13 0 15 Sep 2021
mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms M. Ludkovski 60 7 0 01 Dec 2020
Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems Ruimeng Hu OOD 73 13 0 11 Jan 2019
Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation Xiong Lyu M. Binois M. Ludkovski 61 24 0 18 Jul 2018
A Bayesian optimization approach to find Nash equilibria Victor Picheny M. Binois A. Habbal 86 35 0 08 Nov 2016
Sequential Design for Ranking Response Surfaces Ruimeng Hu M. Ludkovski 74 26 0 03 Sep 2015