A sequential sampling procedure for stochastic programming

Operations Research

Volumn 59, Issue 4, 2011, Pages 898-913

  Bayraksan, Güzin ^a   Morton, David P ^b  

^a University of Arizona   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Programming: stochastic; Simulation: efficiency; Statistics: sampling

Indexed keywords

CANDIDATE SOLUTION; FEASIBLE SOLUTION; LIMIT POINTS; OPTIMALITY; POINT ESTIMATE; SAMPLE SIZES; SAMPLING PROBLEMS; SEQUENTIAL SAMPLING; SIMULATION: EFFICIENCY; TERMINATION CRITERIA;

STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

SAMPLING;

EID: 80053262880     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1110.0926     Document Type: Article

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