Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1994). Adaptive Design in Discrete Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-059
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Abstract
We present adaptive assignment rules for the design of the necessary simulations when solving discrete stochastic optimization problems. The rules are constructed in such a way, that the expected size of confidence sets for the optimizer is as small as possible.
Item Type: | Monograph (IIASA Working Paper) |
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Research Programs: | Optimization under Uncertainty (OPT) |
Depositing User: | IIASA Import |
Date Deposited: | 15 Jan 2016 02:04 |
Last Modified: | 27 Aug 2021 17:14 |
URI: | https://pure.iiasa.ac.at/4152 |
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