Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362): Difference between revisions
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scientific article
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English | Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? |
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Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (English)
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15 December 2016
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stochastic programming
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two-stage
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scenario
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quasi-Monte Carlo
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effective dimension
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dimension reduction
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