## Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs

We consider randomized QMC methods for approximating the expected recourse in two-stage stochastic optimization problems containing mixed-integer decisions in the second stage. It is known that the second-stage optimal value function is piecewise linear-quadratic with possible kinks and discontinuities at the boundaries of certain convex polyhedral sets. This structure is exploited to provide conditions implying … Read more