| Article ID: | iaor2002867 |
| Country: | Netherlands |
| Volume: | 21 |
| Issue: | 5 |
| Start Page Number: | 243 |
| End Page Number: | 248 |
| Publication Date: | Dec 1997 |
| Journal: | Operations Research Letters |
| Authors: | Ewerhart Christian |
We show that in almost all decisions under uncertainty Bayesian optimization necessarily yields a decision which is optimal with respect to a full-support belief.