Stratified filtered sampling in stochastic optimization

DOI10.1155/S117391260000002XzbMath0981.90048MaRDI QIDQ1568373

Robert Rush, Thomas R. Willemain, John M. Mulvey, John E. Mitchell

Publication date: 21 June 2000

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121685

zbMATH Keywords

stochastic optimizationperformance evaluationvariance reductionstratified sampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Stochastic programming (90C15)

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