Browsing by Author "Leövey, Hernan"

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2013-08-12Zeitschriftenartikel

A first look at quasi-Monte Carlo for lattice field theory problems

Jansen, Karl; Leövey, Hernan; Nube, A.; Griewank, Andreas; Mueller-Preussker, M.

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the ...
2020-07-14Zeitschriftenartikel

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

Leövey, Hernan; Römisch, Werner

We consider randomized QMC methods for approximating the expected recourse in two-stage stochastic optimization problems containing mixed-integer decisions in the second stage. It is known that the second-stage optimal ...