Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/090773143
Reference39 articles.
1. Assessing solution quality in stochastic programs
2. A Sequential Sampling Procedure for Stochastic Programming
3. Optimal and sub-optimal stopping rules for the Multistart algorithm in global optimization
4. On when to stop sampling for the maximum
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