W. Römisch
- Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
2013/06/17 by H. Heitsch, Holger Heitsch, Heitsch, H. +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
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
2015/03/28 by H. Leövey, Hernan Leövey, W. Römisch +1 · 1 citation
Decision Sciences · Mathematics · #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design