{"id":"https://openalex.org/W2077499284","doi":"https://doi.org/10.1007/s10107-015-0898-x","title":"Quasi-Monte Carlo methods for linear two-stage stochastic programming problems","display_name":"Quasi-Monte Carlo methods for linear two-stage stochastic programming problems","publication_year":2015,"publication_date":"2015-03-28","ids":{"openalex":"https://openalex.org/W2077499284","doi":"https://doi.org/10.1007/s10107-015-0898-x","mag":"2077499284"},"language":"en","primary_location":{"id":"doi:10.1007/s10107-015-0898-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-015-0898-x","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042104231","display_name":"Hernan Le\u00f6vey","orcid":null},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"education","lineage":["https://openalex.org/I39343248"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"H. Le\u00f6vey","raw_affiliation_strings":["Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany","Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany#TAB#"],"affiliations":[{"raw_affiliation_string":"Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany","institution_ids":["https://openalex.org/I39343248"]},{"raw_affiliation_string":"Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany#TAB#","institution_ids":["https://openalex.org/I39343248"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087450694","display_name":"Werner R\u00f6misch","orcid":null},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"education","lineage":["https://openalex.org/I39343248"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"W. R\u00f6misch","raw_affiliation_strings":["Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany","Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany#TAB#"],"affiliations":[{"raw_affiliation_string":"Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany","institution_ids":["https://openalex.org/I39343248"]},{"raw_affiliation_string":"Institute of Mathematics, Humboldt-University Berlin, Berlin, Germany#TAB#","institution_ids":["https://openalex.org/I39343248"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5042104231"],"corresponding_institution_ids":["https://openalex.org/I39343248"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":4.5418,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.94777448,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"151","issue":"1","first_page":"315","last_page":"345"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9865000247955322,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8637017011642456},{"id":"https://openalex.org/keywords/sobol-sequence","display_name":"Sobol sequence","score":0.7141321897506714},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.6490607261657715},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5022172927856445},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.5021986961364746},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4693520963191986},{"id":"https://openalex.org/keywords/differentiable-function","display_name":"Differentiable function","score":0.4549727439880371},{"id":"https://openalex.org/keywords/piecewise","display_name":"Piecewise","score":0.4507647454738617},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.4493989944458008},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.43645480275154114},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.38666507601737976},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2623216509819031},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.16070380806922913},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.15151041746139526},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12831270694732666}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8637017011642456},{"id":"https://openalex.org/C49740808","wikidata":"https://www.wikidata.org/wiki/Q7550116","display_name":"Sobol sequence","level":3,"score":0.7141321897506714},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.6490607261657715},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5022172927856445},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.5021986961364746},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4693520963191986},{"id":"https://openalex.org/C202615002","wikidata":"https://www.wikidata.org/wiki/Q783507","display_name":"Differentiable function","level":2,"score":0.4549727439880371},{"id":"https://openalex.org/C164660894","wikidata":"https://www.wikidata.org/wiki/Q2037833","display_name":"Piecewise","level":2,"score":0.4507647454738617},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.4493989944458008},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.43645480275154114},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.38666507601737976},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2623216509819031},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.16070380806922913},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.15151041746139526},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12831270694732666},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10107-015-0898-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-015-0898-x","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":66,"referenced_works":["https://openalex.org/W87152119","https://openalex.org/W113936797","https://openalex.org/W598051755","https://openalex.org/W1493969319","https://openalex.org/W1511560458","https://openalex.org/W1533955387","https://openalex.org/W1593038947","https://openalex.org/W1602773783","https://openalex.org/W1646309082","https://openalex.org/W1788645602","https://openalex.org/W1965230003","https://openalex.org/W1971362449","https://openalex.org/W1978501336","https://openalex.org/W1980609382","https://openalex.org/W1981743146","https://openalex.org/W1991555781","https://openalex.org/W1998160729","https://openalex.org/W1998213879","https://openalex.org/W2002274796","https://openalex.org/W2004971474","https://openalex.org/W2009147603","https://openalex.org/W2011200438","https://openalex.org/W2014551121","https://openalex.org/W2014641274","https://openalex.org/W2016770622","https://openalex.org/W2023711160","https://openalex.org/W2032889006","https://openalex.org/W2033560593","https://openalex.org/W2040396531","https://openalex.org/W2042083287","https://openalex.org/W2043419861","https://openalex.org/W2051718289","https://openalex.org/W2054110366","https://openalex.org/W2059141990","https://openalex.org/W2065021724","https://openalex.org/W2065230098","https://openalex.org/W2067529211","https://openalex.org/W2076530146","https://openalex.org/W2079366547","https://openalex.org/W2087595964","https://openalex.org/W2093625674","https://openalex.org/W2094199988","https://openalex.org/W2095595785","https://openalex.org/W2100179204","https://openalex.org/W2101589741","https://openalex.org/W2110930696","https://openalex.org/W2111524489","https://openalex.org/W2113753459","https://openalex.org/W2123755623","https://openalex.org/W2132851968","https://openalex.org/W2135732339","https://openalex.org/W2146736312","https://openalex.org/W2151194818","https://openalex.org/W2183868163","https://openalex.org/W2228579993","https://openalex.org/W2294586855","https://openalex.org/W2621481764","https://openalex.org/W2798056406","https://openalex.org/W2953314483","https://openalex.org/W2964286331","https://openalex.org/W3140959975","https://openalex.org/W4234552994","https://openalex.org/W4247165901","https://openalex.org/W4248381180","https://openalex.org/W4249513058","https://openalex.org/W4300580367"],"related_works":["https://openalex.org/W2469054640","https://openalex.org/W72011800","https://openalex.org/W4300764195","https://openalex.org/W2010380803","https://openalex.org/W2883727740","https://openalex.org/W3139925765","https://openalex.org/W4297105707","https://openalex.org/W4327852309","https://openalex.org/W1510139796","https://openalex.org/W2076304939"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":5},{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}