Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
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- A Class of Statistics with Asymptotically Normal Distribution
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- A sequential sampling procedure for stochastic programming
- Algorithms for stochastic mixed-integer programming models
- Bases in function spaces, sampling, discrepancy, numerical integration
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- Dimension-wise integration of high-dimensional functions with applications to finance
- Estimating Mean Dimensionality of Analysis of Variance Decompositions
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- High dimensional integration of kinks and jumps -- smoothing by preintegration
- High-dimensional integration: The quasi-Monte Carlo way
- Hot new directions for quasi-Monte Carlo research in step with applications
- Lectures on Polytopes
- Lectures on stochastic programming. Modeling and theory.
- Lifting projections of convex polyhedra
- Measure theory
- Mersenne twister
- On decompositions of multivariate functions
- On the \(L_2\)-discrepancy for anchored boxes
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- On the dimension of projected polyhedra
- On the distribution of points in a cube and the approximate evaluation of integrals
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Quasi-Monte Carlo methods in financial engineering: an equivalence principle and dimension reduction
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- Remark on algorithm 659
- Remarks on a Multivariate Transformation
- Scrambled net variance for integrals of smooth functions
- Stochastic programming with integer variables
- Tensor Analysis of ANOVA Decomposition
- The effective dimension and quasi-Monte Carlo integration
- The sample average approximation method for stochastic discrete optimization
- The smoothing effect of integration in \(\mathbb R^d\) and the ANOVA decomposition
- The smoothing effect of the ANOVA decomposition
- The zero set of a real analytic function
- Theory of Reproducing Kernels
- Variance reduction via lattice rules
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