Robust Bayesian target value optimization
We consider the problem of finding an input to a stochastic black box function such that the scalar output of the black box function is as close as possible to a target value in the sense of the expected squared error. While the optimization of stochastic black boxes is classic in (robust) Bayesian...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier Ltd
2023
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |