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

DOI10.1007/S10107-020-01538-6zbMATH Open1478.90068OpenAlexW3042629719MaRDI QIDQ2235151FDOQ2235151

Werner Römisch, Hernan Leovey

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

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zbMATH Keywords

samplingquasi-Monte Carlostochastic programmingHaar measuretwo-stagemixed integer

Mathematics Subject Classification ID

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

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