Wasserstein distributionally robust chance-constrained program with moment information (Q6164346): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 19:02, 30 December 2024

scientific article; zbMATH DE number 7706559

Language	Label	Description	Also known as
English	Wasserstein distributionally robust chance-constrained program with moment information	scientific article; zbMATH DE number 7706559

Statements

scholarly article

0 references

Wasserstein distributionally robust chance-constrained program with moment information (English)

0 references

0 references

0 references

0 references

Cheng, T. C. Edwin

0 references

0 references

Computers \& Operations Research

0 references

publication date

4 July 2023

0 references

zbMATH Keywords

distributionally robust optimization

0 references

moment-based ambiguity set

0 references

Wasserstein ambiguity set

0 references

multi-dimensional knapsack problem

0 references

surgery block allocation problem

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cor.2023.106150

0 references

Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation

0 references

Lectures on Modern Convex Optimization

0 references

On distributionally robust chance-constrained linear programs

0 references

Distributionally robust scheduling on parallel machines under moment uncertainty

0 references

A Robust Optimization Perspective on Stochastic Programming

0 references

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

0 references

Distributionally robust optimization for sequential decision-making

0 references

Distributionally Robust Stochastic Knapsack Problem

0 references

Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity

0 references

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

0 references

Optimal Allocation of Surgery Blocks to Operating Rooms Under Uncertainty

0 references

On the Complexity of Nonoverlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems

0 references

Ambiguous chance constrained problems and robust optimization

0 references

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

0 references

Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach

0 references

The Distributionally Robust Chance-Constrained Vehicle Routing Problem

0 references

Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

0 references

Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity

0 references

Data-driven distributionally robust chance-constrained optimization with Wasserstein metric

0 references

Data-driven chance constrained stochastic program

0 references

Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems

0 references

Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization

0 references

Frameworks and results in distributionally robust optimization

0 references

Data-driven distributionally robust capacitated facility location problem

0 references

A distributionally robust optimization approach for outpatient colonoscopy scheduling

0 references

A distributionally robust optimization approach for stochastic elective surgery scheduling with limited intensive care unit capacity

0 references

Chance-Constrained Binary Packing Problems

0 references

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems

0 references

Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning

0 references

Wasserstein distributionally robust shortest path problem

0 references

Distributionally Robust Convex Optimization

0 references

On distributionally robust chance constrained programs with Wasserstein distance

0 references

Optimized Bonferroni approximations of distributionally robust joint chance constraints

0 references

Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics

0 references

Branch and Price for Chance-Constrained Bin Packing

0 references

Data-driven risk-averse stochastic optimization with Wasserstein metric

0 references

Distributionally robust joint chance constraints with second-order moment information

0 references

Identifiers

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.COR.2023.106150

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6164346

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6164346&oldid=39737523"