Strong formulations for distributionally robust chance-constrained programs with left-hand side uncertainty under Wasserstein ambiguity
Year of publication: |
2023
|
---|---|
Authors: | Nam Hoai Nguyen ; Kilinç-Karzan, Fatma ; Küçükyavuz, Simge ; Lee, Dabeen |
Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 5.2023, 2, p. 211-232
|
Subject: | chance constraints | distributional robustness | quantile strengthening | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Statistische Verteilung | Statistical distribution |
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