The sample average approximation method for stochastic discrete optimization

Keyphrases

• Averaging Functions 50%
• Computational Complexity 50%
• Convergence Rate 50%
• Discrete Optimization 100%
• Discrete Optimization Problem 50%
• Monte Carlo Simulation 50%
• Numerical Examples 50%
• Optimization Problem 50%
• Rule Complexity 50%
• Sample Average 100%
• Sample Average Approximation 100%
• Simulation Method 50%
• Stochastic Knapsack 50%
• Stopping Criterion 50%
• Stopping Rule 50%
• Value Function 50%

Mathematics

• Approximation Method 100%
• Convergence Rate 33%
• Monte Carlo 33%
• Numerical Example 33%
• Random Sample 33%
• Sample Average 100%
• Stochastics 100%
• Stopping Rule 33%

INIS

• approximations 100%
• convergence 33%
• monte carlo method 33%
• optimization 100%
• randomness 33%
• simulation 33%
• stochastic processes 100%
• values 33%