Optimal budget allocation for sample average approximation

Operations Research

Volumn 61, Issue 3, 2013, Pages 762-776

  Royset, Johannes O ^a   Szechtman, Roberto ^a  

^a NAVAL POSTGRADUATE SCHOOL   (United States)

Author keywords

Optimal budget allocation; Sample average approximation; Stochastic programming

Indexed keywords

ALLOCATION POLICIES; BUDGET ALLOCATION; CONVERGENCE RATES; OPTIMAL SOLUTIONS; OPTIMIZATION ALGORITHMS; OPTIMIZATION ERRORS; SAMPLE AVERAGE APPROXIMATION; SUPERLINEAR CONVERGENCE;

ALGORITHMS; OPTIMAL SYSTEMS; OPTIMIZATION; STOCHASTIC PROGRAMMING;

BUDGET CONTROL;

EID: 84880081672     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.2013.1163     Document Type: Article

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