Strong formulations for distributionally robust chance-constrained programs with left-hand side uncertainty under Wasserstein ambiguity
Nam Ho-Nguyen, Fatma Kilinç-Karzan, Simge Küçükyavuz, Dabeen Lee
| Year of publication: |
2023
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoo.2022.0083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014291950