Convexification of fractional distributionally robust probability maximization problems under phi-divergence ambiguity

DOI10.1007/S10957-026-02993-5MaRDI QIDQ7239726zbMATH OpenFDO

Authors H. N. Nguyen, Miguel A. Lejeune

Publication date 8 May 2026

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-026-02993-5

zbMATH Keywords

Chi-squaredistributionally robust adaptive chance constraintfractional programmingHellingerKullback-Leiblerphi-divergenceprobability maximizationtotal-variation

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Mathematical programming (90Cxx)

Cites work

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• Robust Beamforming via Worst-Case SINR Maximization
• Robust omega ratio optimization using regular vines

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