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cs.GT2024
Local hedging approximately solves Pandora's box problems with nonobligatory inspection
Ziv Scully, Laura Doval
We consider search problems with nonobligatory inspection and single-item or combinatorial selection. A decision maker is presented with a number of items, each of which contains a…
cs.LG2024★ 1 cited
Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index
Qian Xie, Raul Astudillo, Peter I. Frazier +2
Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite re…