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20102022
most citedThe Parametric Cost Function Approximation: A new approach for multistage stochastic programming

7 citations · 7 across the 3 of their papers we have counts for

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stat.ML2016

Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models

Xinyu He, Warren B. Powell

We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameter…