Stratified filtered sampling in stochastic optimization
نویسندگان
چکیده
منابع مشابه
Stratified filtered sampling in stochastic optimization
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distribution of performance associated with the strategy, and define an appropriate stratified sampling plan. An algorithm we call filtered search allows us to implement this plan efficiently. We demonstrate the approach’s a...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Decision Sciences
سال: 2000
ISSN: 1173-9126
DOI: 10.1155/s117391260000002x