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A Class of stochastic optimization problems with application to selective data editing

Doc: 02/2010

We present a new class of stochastic optimization problems where the solutions belong to an infinite-dimensional space of random variables. We prove existence of the solutions and show that under convexity conditions, a duality method can be used. The search for a good selective editing strategy is stated as a problem in this class, setting the expected workload as the objective function to minimize and imposing quality constraints.

 

Palabras clave / Key words: Stochasting Programming, Optimization in Banach Spaces, Selective Editing, Score Function

A Class of stochastic optimization problems with application to selective data editing (Pdf 296 KB)
Ignacio Arbués, Margarita González, Pedro Revilla