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

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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…