We start by arguing through numerical examples as to why entropy measure valued solutions are the appropriate solution concept for systems of conservation laws in several space dimensions. Two classes of numerical schemes are presented that can be shown to converge to entropy measure valued solutions. The first class are finite volume schemes based on entropy conservative fluxes and numerical diffusion operators, using a ENO reconstruction. The second class are space-time shock capturing discontinuous Galerkin (STDG) schemes. The schemes are compared on a set of numerical experiments. The lecture concludes with a discussion of efficient ways to compute measure valued solutions using multi-level monte carlo methods, that were originally developed for uncertainty quantification in conservation laws.