Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
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Publication:2374362
DOI10.1007/s10589-016-9843-zzbMath1384.90067arXiv1306.3815OpenAlexW2335954934MaRDI QIDQ2374362
Werner Römisch, Hernan Leövey, Holger Heitsch
Publication date: 15 December 2016
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.3815
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