Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints (Q6151903)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints |
scientific article; zbMATH DE number 7803342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints |
scientific article; zbMATH DE number 7803342 |
Statements
Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints (English)
0 references
12 February 2024
0 references
distributionally robust optimization
0 references
Wasserstein metric
0 references
ambiguous chance constraints
0 references
conditional value at risk
0 references
second-order moment constraint
0 references
0 references
0 references
0 references
0 references
0 references
