@article{discretizationfreeknowledgegradient,
  title = {Discretization-free Knowledge Gradient Methods for Bayesian Optimization},
  author = {Jian Wu and Peter I. Frazier},
  year = {2017},
  eprint = {1707.06541},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1707.06541v2},
}