Wasserstein distributionally robust chance-constrained program with moment information
Zunhao Luo, Yunqiang Yin, Dujuan Wang, T.C.E Cheng, Chin-Chia Wu
| Year of publication: |
2023
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|---|---|
| Authors: | Luo, Zunhao ; Yin, Yunqiang ; Wang, Dujuan ; Cheng, T. C. E. ; Wu, Chin-Chia |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 152.2023, p. 1-22
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| Subject: | Distributionally robust optimization | Moment-based ambiguity set | Wasserstein ambiguity set | Multi-dimensional knapsack problem | Surgery block allocation problem | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Ganzzahlige Optimierung | Integer programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Allokation | Allocation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2023.106150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266492