Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
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Publication:2349126
DOI10.1007/s10107-015-0898-xzbMath1328.90092OpenAlexW2077499284MaRDI QIDQ2349126
Publication date: 19 June 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0898-x
Stochastic programming (90C15) Normal numbers, radix expansions, Pisot numbers, Salem numbers, good lattice points, etc. (11K16) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)
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