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  • Search: subject:"ALSO-X approximation"
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ALSO-X approximation 1 Ambiguous chance constraints 1 Bonferroni's inequality 1 Conditional value-at-risk 1 Decision under uncertainty 1 Distributionally robust optimization 1 Einkommensverteilung 1 Entscheidung unter Unsicherheit 1 Income distribution 1 Mathematical programming 1 Mathematische Optimierung 1 Risikomaß 1 Risk measure 1 Robust statistics 1 Robustes Verfahren 1 Theorie 1 Theory 1 Wasserstein distance 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Zhi 1 Kuhn, Daniel 1 Wiesemann, Wolfram 1
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Operations research letters 1
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ECONIS (ZBW) 1
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On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research letters 51 (2023) 3, pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
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