Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints (Q6151903)
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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)
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12 February 2024
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distributionally robust optimization
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Wasserstein metric
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ambiguous chance constraints
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conditional value at risk
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second-order moment constraint
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