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]
@article{HeitschLR16,
title = {Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?},
author = {Holger Heitsch and Hernan Leövey and Werner Römisch},
year = {2016},
doi = {10.1007/s10589-016-9843-z},
url = {http://dx.doi.org/10.1007/s10589-016-9843-z},
researchr = {https://researchr.org/publication/HeitschLR16},
cites = {0},
citedby = {0},
journal = {Comp. Opt. and Appl.},
volume = {65},
number = {3},
pages = {567-603},
}