Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
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Publication:5117938
DOI10.1007/978-3-030-43465-6_17OpenAlexW3021737829MaRDI QIDQ5117938
Publication date: 26 August 2020
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-43465-6_17
convergence ratemixed-integertwo-stage stochastic programmingrandomized quasi-Monte Carloelectricity portfolio optimization
Uses Software
Cites Work
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