Application of statistical criteria to optimality testing in stochastic programming
In this paper the stochastic adaptive method has been developed to solve stochastic linear problems by a finite sequence of Monte‐Carlo sampling estimators. The method is grounded on adaptive regulation of the size of Monte‐Carlo samples and the statistical termination procedure, taking into conside...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2006-12-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | http://www.mla.vgtu.lt/index.php/TEDE/article/view/8013 |