"5002","22","archive","351",,,"disk0/00/00/50/02","2016-01-15 02:08:11","2021-08-27 17:15:51","2016-01-15 02:08:11","monograph",,,"show","","","2",,,"Futschik","A.","","",,,"",,,,,"","","Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization","pub","","iis_met","prog_opt",,,"Approximate solutions for discrete stochastic optimization problems  are often obtained via simulation. It is reasonable to complement  these solutions by confidence regions for the argmin-set. We address the question, how a certain total number of random draws  should be distributed among the set of alternatives. We propose a one-step allocation rule which turns out to be  asymptotically optimal in the case of normal errors for two goals: To minimize the costs caused by using only an approximate solution  and to minimize the expected size of the confidence sets.","1996-03","published","WP-96-023",,,,,,,"",,,,,"",,,,,"",,,,,"","",,"","WP-96-023",,,"10",,,"229","public","working_paper",,,,,,"IIASA, Laxenburg, Austria",,"18",,,,,,,,,,,,,,,,,,"","","","",,"","",,,,,,,"",,,,,"FALSE",,,"info:eu-repo/semantics/book",
"5002",,,,,,,,,,,,,,,,,,,"Pflug","G.C.","","","1361","0000-0001-8215-3550",,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,