relation: https://pure.iiasa.ac.at/id/eprint/4152/
title: Adaptive Design in Discrete Stochastic Optimization
creator: Pflug, G.C.
description: 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.
publisher: WP-94-059
date: 1994-07
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://pure.iiasa.ac.at/id/eprint/4152/1/WP-94-059.pdf
identifier:   Pflug, G.C. <https://pure.iiasa.ac.at/view/iiasa/229.html> ORCID: https://orcid.org/0000-0001-8215-3550 <https://orcid.org/0000-0001-8215-3550>  (1994).  Adaptive Design in Discrete Stochastic Optimization.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-059