Complex chance-constrained optimization under Wasserstein ball

DOI10.1016/J.ORL.2026.107516MaRDI QIDQ7347074zbMATH OpenFDO

Authors Raneem Madani, Abdel Lisser, Zeno Toffano

Publication date 14 September 2026

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ORL.2026.107516

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

• A proximal difference-of-convex algorithm for sample average approximation of chance constrained programming
• A second-order cone programming approach for linear programs with joint probabilistic constraints
• An introduction to copulas.
• Chance-constrained programming
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Dependence modeling with copulas
• Distributionally robust chance-constrained Markov decision processes with random payoff
• Distributionally Robust Stochastic Optimization with Wasserstein Distance
• scientific article; zbMATH DE number 3613366 (Why is no real title available?)
• Linear programming in complex space
• Nonlinear programming in complex space: Sufficient conditions and duality
• On distributionally robust chance constrained programs with Wasserstein distance
• On distributionally robust chance-constrained linear programs
• Proceedings of the Princeton Symposium on Mathematical Programming
• Robust Beamforming via Worst-Case SINR Maximization

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