The Sample Average Approximation Method for Stochastic Discrete Optimization (Q2784421)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Sample Average Approximation Method for Stochastic Discrete Optimization |
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The Sample Average Approximation Method for Stochastic Discrete Optimization (English)
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23 April 2002
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stochastic programming
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discrete optimization
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Monte Carlo sampling
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law of large numbers
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large deviations theory
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sample average approximation
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stopping rules
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stochastic knapsack problem
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convergence rates
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computational complexity
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