Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938)

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scientific article; zbMATH DE number 7240103
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    Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
    scientific article; zbMATH DE number 7240103

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      Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (English)
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      26 August 2020
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      two-stage stochastic programming
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      mixed-integer
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      randomized quasi-Monte Carlo
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      convergence rate
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      electricity portfolio optimization
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