Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?

Holger Heitsch, Hernan Leövey, Werner Römisch. Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?. Comp. Opt. and Appl., 65(3):567-603, 2016. [doi]

Authors

Holger Heitsch

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Hernan Leövey

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Werner Römisch

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