Distributionally robust optimal uncertainty quantification under Phi-divergence ambiguity

DOI10.1016/J.EJOR.2026.02.036MaRDI QIDQ7233836zbMATH OpenFDO

Authors H. N. Nguyen, Miguel A. Lejeune

Publication date 27 April 2026

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2026.02.036

zbMATH Keywords

alternative convex search algorithmbiconvex second-order cone programmingchance constraintdistributionally robust optimal uncertainty quantificationphi-divergence

Mathematics Subject Classification ID

Stochastic programming (90C15) Robustness in mathematical programming (90C17) Nonconvex programming, global optimization (90C26) Fractional programming (90C32)

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