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H. Heitsch

  1. Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
    2013/06/17 by Holger Heitsch, H. Heitsch, H. Leövey +4 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Risk and Portfolio Optimization #math.OC