| bibtype |
J -
Journal Article
|
| ARLID |
0386463 |
| utime |
20240111140825.2 |
| mtime |
20130111235959.9 |
| title
(primary) (eng) |
Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0293025 |
| ISSN |
1212-074X |
| title
|
Bulletin of the Czech Econometric Society |
| volume_id |
19 |
| volume |
30 (2012) |
| page_num |
153-169 |
|
| keyword |
Stochastic programming |
| keyword |
approximation |
| keyword |
stratified sampling |
| author
(primary) |
| ARLID |
cav_un_auth*0101206 |
| name1 |
Šmíd |
| name2 |
Martin |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/11/0150 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0273629 |
|
| project |
| project_id |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| project |
| project_id |
GA402/09/0965 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253176 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| reportyear |
2013 |
| RIV |
BB |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0216183 |
| arlyear |
2012 |
| mrcbU56 |
192 KB |
| mrcbU63 |
cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 19 č. 30 2012 153 169 |
|