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On the Probability of Correct Selection by Distributed Voting in Stochastic Optimization

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  • H. S. Chang

    (Sogang University)

Abstract

This note presents a lower bound on the probability of correct selection for a weighted plurality voting with a single sample performance in approximately solving stochastic optimization problems. It is shown that the lower bound increases exponentially with the number of distributed sampling agents under some condition.

Suggested Citation

  • H. S. Chang, 2005. "On the Probability of Correct Selection by Distributed Voting in Stochastic Optimization," Journal of Optimization Theory and Applications, Springer, vol. 125(1), pages 231-240, April.
  • Handle: RePEc:spr:joptap:v:125:y:2005:i:1:d:10.1007_s10957-004-1725-3
    DOI: 10.1007/s10957-004-1725-3
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    References listed on IDEAS

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    1. Y-C Ho & C G Cassandras & C-H Chen & L Dai, 2000. "Ordinal optimisation and simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 51(4), pages 490-500, April.
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