Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
DOI10.1007/978-3-030-43465-6_17OpenAlexW3021737829MaRDI QIDQ5117938FDOQ5117938
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
convergence ratetwo-stage stochastic programmingmixed-integerrandomized quasi-Monte Carloelectricity portfolio optimization
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