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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) |
|---|---|
| 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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