<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization"^^ . "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" . . . "WP-96-023"^^ . . . . . . . . . . "G.C."^^ . "Pflug"^^ . "G.C. Pflug"^^ . . "A."^^ . "Futschik"^^ . "A. Futschik"^^ . . . . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Text)"^^ . . . "WP-96-023.pdf"^^ . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Other)"^^ . . . . . . "small.jpg"^^ . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization (Other)"^^ . . . . . . "WP-96-023.pdf"^^ . . "HTML Summary of #5002 \n\nAsymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization\n\n" . "text/html" . .