@techreport{iiasa4152, month = {July}, type = {IIASA Working Paper}, title = {Adaptive Design in Discrete Stochastic Optimization}, address = {IIASA, Laxenburg, Austria}, publisher = {WP-94-059}, year = {1994}, url = {https://pure.iiasa.ac.at/id/eprint/4152/}, 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.}, author = {Pflug, G. C.} }