most citedAre Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?

1 citations · 1 across the 1 of their papers we have counts for

collaborators

2 papers

math.CO2020

An enumerative formula for the spherical cap discrepancy

Holger Heitsch, René Henrion

The spherical cap discrepancy is a widely used measure for how uniformly a sample of points on the sphere is distributed. Being hard to compute, this discrepancy measure is typical…

math.OC2013★ 1 cited

Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?

H. Heitsch, H. Leövey, W. Römisch

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth no…