Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938)
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scientific article; zbMATH DE number 7240103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization |
scientific article; zbMATH DE number 7240103 |
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Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (English)
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26 August 2020
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two-stage stochastic programming
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mixed-integer
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randomized quasi-Monte Carlo
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convergence rate
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electricity portfolio optimization
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