Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Year of publication: |
2024
|
---|---|
Authors: | Jiang, Jie ; Peng, Shen |
Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 313.2024, 2 (1.3.), p. 616-627
|
Subject: | Chance constrained optimization | Discretization | Distributional robustness | Statistical robustness | Stochastic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
-
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander, (2021)
-
On distributionally robust multiperiod stochastic optimization
Analui, Bita, (2014)
-
Distributionally robust optimization with infinitely constrained ambiguity sets
Chen, Zhi, (2019)
- More ...
-
General sum games with joint chance constraints
Peng, Shen, (2018)
-
Yu, Yanfang, (2010)
-
Ling, Ling, (2014)
- More ...