Introductory Material

Slide Presentations

A two-day masterclass at Lancaster University in 2014, geared toward PhD students:
2011 INFORMS tutorial slides on optimal learning, with Warren Powell.
The difference between EGO and KG, excerpted from the 2011 INFORMS tutorial describes

Videos

Using machine machine learning and optimization to improve Yelp's website (staring at 18:30 in the video, with slides), filmed as part of a Cornell College of Engineering webinar.

How we use information to make decisions, filmed at Cornell in 2009.

Tutorial articles and book chapters

Optimal Learning, geared for advanced undergraduates.
Optimization via Simulation with Bayesian Statistics and Dynamic Programming, with slides.
Two 2010 survey articles for the Wiley Encyclopedia of Operations Research and Management Science:
- Decision-Theoretic Foundations of Simulation Optimization
- Learning with Dynamic Programming

Other material

A list of optimal learning problems.