Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jie Jiang, Shen Peng
| Year of publication: |
2024
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|---|---|
| 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
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| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.10.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456605