%A G.C. Pflug %T Adaptive Design in Discrete Stochastic Optimization %X 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. %C IIASA, Laxenburg, Austria %D 1994 %I WP-94-059 %L iiasa4152