RT Monograph
SR 00
A1 Pflug, G.C.
T1 Adaptive Design in Discrete Stochastic Optimization
YR 1994
FD 1994-07
SP 12
AB 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
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4152/