0386463 20240111140825.220130111235959.9 Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems 17 s. cav_un_epca*02930251212-074XBulletin of the Czech Econometric Society1930 (2012)153-169 Stochastic programming approximation stratified sampling cav_un_auth*0101206 Šmíd Martin Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2013/E/smid-unit stratified sampling as a tool for approximation of stochastic optimization problems.pdf 192 KB GAP402/11/0150 GA ČR cav_un_auth*0273629 GAP402/10/0956 GA ČR cav_un_auth*0263482 GA402/09/0965 GA ČR cav_un_auth*0253176 CEZ:AV0Z10750506 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. 2013 BB 1 RVO:67985556 http://hdl.handle.net/11104/0216183 2012 192 KB cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 19 č. 30 2012 153 169