Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933)
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scientific article; zbMATH DE number 7711249
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English | Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness |
scientific article; zbMATH DE number 7711249 |
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Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (English)
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12 July 2023
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chance-constrained programs
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mixed integer conic formulations
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distributionally robust
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ambiguity sets
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applications
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