{"id":"https://openalex.org/W2103438028","doi":"https://doi.org/10.1109/wsc.2012.6465237","title":"Tutorial: Optimization via simulation with Bayesian statistics and dynamic programming","display_name":"Tutorial: Optimization via simulation with Bayesian statistics and dynamic programming","publication_year":2012,"publication_date":"2012-12-01","ids":{"openalex":"https://openalex.org/W2103438028","doi":"https://doi.org/10.1109/wsc.2012.6465237","mag":"2103438028"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2012.6465237","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2012.6465237","pdf_url":null,"source":{"id":"https://openalex.org/S4363608782","display_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039019367","display_name":"Peter I. Frazier","orcid":"https://orcid.org/0000-0002-3501-3341"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Peter Frazier","raw_affiliation_strings":["Cornell University, Ithaca, NY, USA","Cornell Univ, Ithaca, NY, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Cornell University, Ithaca, NY, USA","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"Cornell Univ, Ithaca, NY, USA","institution_ids":["https://openalex.org/I205783295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5039019367"],"corresponding_institution_ids":["https://openalex.org/I205783295"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"2","issue":null,"first_page":"1","last_page":"16"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13197","display_name":"Spreadsheets and End-User Computing","score":0.9929999709129333,"subfield":{"id":"https://openalex.org/subfields/1712","display_name":"Software"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7513405680656433},{"id":"https://openalex.org/keywords/prior-probability","display_name":"Prior probability","score":0.65176922082901},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.614231288433075},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5982844233512878},{"id":"https://openalex.org/keywords/ranking","display_name":"Ranking (information retrieval)","score":0.5411393642425537},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.5207579135894775},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4981958866119385},{"id":"https://openalex.org/keywords/bayesian-experimental-design","display_name":"Bayesian experimental design","score":0.45241284370422363},{"id":"https://openalex.org/keywords/bayesian-optimization","display_name":"Bayesian optimization","score":0.4394257366657257},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.4350179135799408},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.42523178458213806},{"id":"https://openalex.org/keywords/bayesian-statistics","display_name":"Bayesian statistics","score":0.4161697030067444},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.32414013147354126},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3184547424316406},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.2838314175605774},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.17506766319274902}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7513405680656433},{"id":"https://openalex.org/C177769412","wikidata":"https://www.wikidata.org/wiki/Q278090","display_name":"Prior probability","level":3,"score":0.65176922082901},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.614231288433075},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5982844233512878},{"id":"https://openalex.org/C189430467","wikidata":"https://www.wikidata.org/wiki/Q7293293","display_name":"Ranking (information retrieval)","level":2,"score":0.5411393642425537},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5207579135894775},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4981958866119385},{"id":"https://openalex.org/C99173435","wikidata":"https://www.wikidata.org/wiki/Q4874469","display_name":"Bayesian experimental design","level":5,"score":0.45241284370422363},{"id":"https://openalex.org/C2778049539","wikidata":"https://www.wikidata.org/wiki/Q17002908","display_name":"Bayesian optimization","level":2,"score":0.4394257366657257},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.4350179135799408},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.42523178458213806},{"id":"https://openalex.org/C101112237","wikidata":"https://www.wikidata.org/wiki/Q4874481","display_name":"Bayesian statistics","level":4,"score":0.4161697030067444},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.32414013147354126},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3184547424316406},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.2838314175605774},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.17506766319274902},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/wsc.2012.6465237","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2012.6465237","pdf_url":null,"source":{"id":"https://openalex.org/S4363608782","display_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.309.5860","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.309.5860","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://people.orie.cornell.edu/pfrazier/pub/2012_Frazier_WSCtutorial.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.416.3086","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.3086","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.informs-sim.org/wsc12papers/includes/files/inv174.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.800000011920929,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320338279","display_name":"Air Force Office of Scientific Research","ror":"https://ror.org/011e9bt93"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":64,"referenced_works":["https://openalex.org/W92685995","https://openalex.org/W184184803","https://openalex.org/W1492655370","https://openalex.org/W1542118577","https://openalex.org/W1576452626","https://openalex.org/W1601081659","https://openalex.org/W1746819321","https://openalex.org/W1964187450","https://openalex.org/W1965288387","https://openalex.org/W1982568031","https://openalex.org/W1986412858","https://openalex.org/W1988520084","https://openalex.org/W1989230941","https://openalex.org/W2001863269","https://openalex.org/W2006258746","https://openalex.org/W2007492057","https://openalex.org/W2042852892","https://openalex.org/W2045656233","https://openalex.org/W2052514130","https://openalex.org/W2057564132","https://openalex.org/W2058879737","https://openalex.org/W2072302356","https://openalex.org/W2089425220","https://openalex.org/W2098432798","https://openalex.org/W2099201756","https://openalex.org/W2108353709","https://openalex.org/W2110674418","https://openalex.org/W2122203560","https://openalex.org/W2124550001","https://openalex.org/W2134487161","https://openalex.org/W2135234083","https://openalex.org/W2136908412","https://openalex.org/W2146879621","https://openalex.org/W2148043048","https://openalex.org/W2152074842","https://openalex.org/W2155927283","https://openalex.org/W2160756606","https://openalex.org/W2162865918","https://openalex.org/W2163286960","https://openalex.org/W2164639320","https://openalex.org/W2170078560","https://openalex.org/W2181317554","https://openalex.org/W2183060819","https://openalex.org/W2317531417","https://openalex.org/W2326628520","https://openalex.org/W2487144912","https://openalex.org/W2499226730","https://openalex.org/W2505813108","https://openalex.org/W2795495912","https://openalex.org/W2798261169","https://openalex.org/W3140349921","https://openalex.org/W3140571750","https://openalex.org/W3142656137","https://openalex.org/W3147291860","https://openalex.org/W3149369476","https://openalex.org/W4205812638","https://openalex.org/W4206483080","https://openalex.org/W4211049957","https://openalex.org/W4232383088","https://openalex.org/W4239835841","https://openalex.org/W4244276361","https://openalex.org/W4246270964","https://openalex.org/W6675200109","https://openalex.org/W6681952518"],"related_works":["https://openalex.org/W2081420412","https://openalex.org/W2201259905","https://openalex.org/W2184215046","https://openalex.org/W3006221667","https://openalex.org/W71369400","https://openalex.org/W2377114023","https://openalex.org/W2014606110","https://openalex.org/W2726962346","https://openalex.org/W2103438028","https://openalex.org/W1991029817"],"abstract_inverted_index":{"Bayesian":[0,25,104],"statistics":[1],"comprises":[2],"a":[3],"powerful":[4],"set":[5],"of":[6,37,65,87,92,103,115,119],"methods":[7,18,26,67,76,105],"for":[8,19,33,107,127,144],"analyzing":[9],"simulated":[10,39],"systems.":[11,40],"Combined":[12],"with":[13,68,77,94,123],"dynamic":[14,43,59],"programming":[15,60],"and":[16,121,130],"other":[17,56],"sequential":[20],"decision":[21],"making":[22],"under":[23],"uncertainty,":[24],"have":[27,51],"been":[28],"used":[29,106],"to":[30,140],"design":[31],"algorithms":[32,50],"finding":[34],"the":[35,42,63,85,90,109,116],"best":[36],"several":[38],"When":[41],"program":[44],"can":[45,137],"be":[46,138],"solved":[47],"exactly,":[48],"these":[49,134],"optimal":[52],"average-case":[53,73,79],"performance.":[54,74],"In":[55],"situations,":[57],"this":[58],"analysis":[61],"supports":[62],"development":[64],"approximate":[66],"sub-optimal":[69],"but":[70],"nevertheless":[71],"good":[72,78],"These":[75],"performance":[80,97],"are":[81],"particularly":[82],"useful":[83],"when":[84],"cost":[86],"simulation":[88],"prevents":[89],"use":[91],"procedures":[93],"worst-case":[95],"statistical":[96],"guarantees.":[98],"We":[99],"provide":[100],"an":[101,112],"overview":[102],"selecting":[108],"best,":[110],"providing":[111],"in-depth":[113],"treatment":[114],"simpler":[117],"case":[118],"ranking":[120],"selection":[122],"independent":[124],"priors":[125,142],"appropriate":[126,143],"smaller-scale":[128],"problems,":[129],"then":[131],"discussing":[132],"how":[133],"same":[135],"ideas":[136],"applied":[139],"correlated":[141],"large-scale":[145],"problems.":[146]},"counts_by_year":[{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}