| Article ID: | iaor20043335 |
| Country: | Netherlands |
| Volume: | 32 |
| Issue: | 1 |
| Start Page Number: | 59 |
| End Page Number: | 67 |
| Publication Date: | Jan 2004 |
| Journal: | Operations Research Letters |
| Authors: | Prkopa Andrs, Hou Xiaoling |
| Keywords: | stochastic processes |
An LP is considered where the technology coefficients are unknown and random samples are taken to estimate them. A stochastic programming problem is formulated to find the optimal sample sizes where it is required that a confidence interval should cover the unknown deterministic optimum value by a given probability and the cost of sampling be minimum.