TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4152
UR  - https://pure.iiasa.ac.at/id/eprint/4152/
A1  - Pflug, G.C.
Y1  - 1994/07//
N2  - 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.
PB  - WP-94-059
M1  - working_paper
TI  - Adaptive Design in Discrete Stochastic Optimization
AV  - public
EP  - 12
ER  -