Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization

DOI10.1007/978-3-030-43465-6_17MaRDI QIDQ5117938zbMATH OpenOpenAlexFDO

Authors Werner Römisch, Hernan Leovey

Publication date 26 August 2020

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-43465-6_17

zbMATH Keywords

convergence rateelectricity portfolio optimizationmixed-integerrandomized quasi-Monte Carlotwo-stage stochastic programming

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

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Cited in

(1)

• Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning

Describes a project that uses

Uses Software

• TOMS659
• itsmr
• sobol.cc
• MersenneTwister

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