Technical note: data-driven chance constrained programs over Wasserstein balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Zhi ; Kuhn, Daniel ; Wiesemann, Wolfram |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 1, p. 410-424
|
| Subject: | ambiguous chance constraints | distributionally robust optimization | Optimization | Wasserstein distance | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014505137