Separability in optimal allocation
成果类型：
Article
署名作者：
Fox, BL
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.48.1.173.12454
发表日期：
2000
页码：
173-176
关键词：
摘要：
The optimal allocation for stratification, parameterized by the respective sampling strategy to use in each stratum, is derived directly from the notion of efficiency. Especially with simulation, there are often opportunities to maximize efficiency (myopically) within each stratum. To maximize efficiency globally, first maximize the efficiency of the sampling strategy for each stratum separately and then use the optimal allocation given these respective maximizers. Given any other allocation, maximizing the efficiency of the sampling strategy in each stratum separately does not give the highest efficiency attainable with that allocation except in degenerate cases. Given a class l of deterministic rounding strategies, the rounding of the (continuous) optimal allocation over l, which maximizes efficiency, cannot be improved by a strategy that randomizes over l.