Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs

DOI10.1007/s10107-020-01538-6zbMath1478.90068OpenAlexW3042629719MaRDI QIDQ2235151

Werner Römisch, Hernan Leövey

Publication date: 20 October 2021

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-020-01538-6

zbMATH Keywords

samplingstochastic programmingHaar measurequasi-Monte Carlotwo-stagemixed integer

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Mixed integer programming (90C11) Stochastic programming (90C15) Numerical integration (65D30)

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