A new approach to discrete stochastic optimization problems

European Journal of Operational Research

Volumn 172, Issue 3, 2006, Pages 761-782

  Lin, Xiaocang ^a   Lee, Loo Hay ^b  

^a National University of Singapore ^*  (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Nested partition search; Optimal computing budget allocation; Ordinal optimization

Indexed keywords

COMPUTATIONAL METHODS; EVALUATION; OPERATIONS RESEARCH; OPTIMIZATION; RESOURCE ALLOCATION; SAMPLING;

NESTED PARTITION SEARCH; OPTIMAL COMPUTING BUDGET ALLOCATION; ORDINAL OPTIMIZATION;

STOCHASTIC PROGRAMMING;

EID: 33645915124     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2004.11.006     Document Type: Article

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