Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls (Q6198751)
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scientific article; zbMATH DE number 7821768
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| English | Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls |
scientific article; zbMATH DE number 7821768 |
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Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls (English)
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20 March 2024
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distributionally robust optimization
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ambiguous chance constraints
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Wasserstein distance
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0.8659003376960754
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0.8562718629837036
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0.854322612285614
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0.8506055474281311
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