Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q343823 |
||
Property / author | |||
Property / author: Holger Heitsch / rank | |||
Revision as of 09:09, 13 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? |
scientific article |
Statements
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (English)
0 references
15 December 2016
0 references
stochastic programming
0 references
two-stage
0 references
scenario
0 references
quasi-Monte Carlo
0 references
effective dimension
0 references
dimension reduction
0 references