Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Algorithm 823 / rank | |||
Normal rank | |||
Revision as of 10:54, 29 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
