2012-09-24Buch
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Heitsch, Holger; Leövey, Hernan; Römisch, Werner
Quasi-Monte Carlo algorithms are studied for designing discrete approximationsof two-stage linear stochastic programs. Their integrands are piecewiselinear, but neither smooth nor lie in the function spaces considered for ...