Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
From MaRDI portal
Publication:6114933
DOI10.1016/J.EJCO.2022.100030zbMath1530.90063arXiv2101.08746OpenAlexW4281921893MaRDI QIDQ6114933
Ruiwei Jiang, Simge Küçükyavuz
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.08746
applicationschance-constrained programsdistributionally robustambiguity setsmixed integer conic formulations
Convex programming (90C25) Mixed integer programming (90C11) Stochastic programming (90C15) Combinatorial optimization (90C27) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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