Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F12%3A00386463" target="_blank" >RIV/67985556:_____/12:00386463 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems

Original language description

We apply stratified sampling with equiprobable strata and a single observation drawn from each stratum to the approximate computation of stochastic programming problems. We determine the convergence rate of the approximation error both when computing expectations and when approximating stochastic programming problems.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Bulletin of the Czech Econometric Society

ISSN

1212-074X

e-ISSN

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Volume of the periodical

19

Issue of the periodical within the volume

30

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

17

Pages from-to

153-169

UT code for WoS article

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EID of the result in the Scopus database

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