Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362)
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scientific article; zbMATH DE number 6663695
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| English | Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? |
scientific article; zbMATH DE number 6663695 |
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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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0.952070415019989
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0.8753789067268372
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0.7859642505645752
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0.7859642505645752
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0.7831233143806458
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