Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming

DOI10.1137/S1052623498332403zbMath1017.90067MaRDI QIDQ2784414

Victoria C. P. Chen

Publication date: 23 April 2002

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

finite projective geometrycontinuous state spacespace-filling designevent space

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Continuous-time Markov processes on general state spaces (60J25) Stochastic programming (90C15) Dynamic programming (90C39)

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