Estimation of the Necessary Sample Size for Approximation of Stochastic Optimization Problems with Probabilistic Criteria.
Sergey V. IvanovIrina D. ZhenevskayaPublished in: MOTOR (2019)
Keyphrases
- sample size
- stochastic optimization problems
- random variables
- model selection
- small sample size
- uniform sampling
- upper bound
- bayesian networks
- statistical power
- random sampling
- probabilistic model
- small sample
- pac learning
- control policies
- confidence intervals
- statistical hypothesis testing
- covariance matrix
- worst case
- probability distribution
- random sample
- optimization problems
- small samples
- evolutionary algorithm
- real time
- progressive sampling