Integer programming approaches for distributionally robust chance constraints with adjustable risks

DOI10.1016/J.COR.2025.106974MaRDI QIDQ6974919zbMATH OpenFDO

Authors Yiling Zhang

Publication date 5 June 2025

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.COR.2025.106974

zbMATH Keywords

adjustable riskchance-constrained programmingdistributionally robust optimizationmixed-integer programmingWasserstein metric

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cited in

(1)

• Distributionally robust optimal uncertainty quantification under Phi-divergence ambiguity

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