On approximations of data-driven chance constrained programs over Wasserstein balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Zhi ; Kuhn, Daniel ; Wiesemann, Wolfram |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 51.2023, 3, p. 226-233
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| Subject: | Distributionally robust optimization | Ambiguous chance constraints | Wasserstein distance | Conditional value-at-risk | Bonferroni's inequality | ALSO-X approximation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Einkommensverteilung | Income distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2023.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014374834