Confident estimation for multistage measurement sampling and aggregation.

Edith Cohen Nick G. Duffield Carsten Lund Mikkel Thorup

Published in: SIGMETRICS (2008)

Keyphrases

multistage
production system
importance sampling
stochastic programming
single stage
dynamic programming
stochastic optimization
lot sizing
random sampling
optimal policy
monte carlo
parameter estimation
objective function
particle filter
metaheuristic
estimation error