Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball (Q6844266)
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scientific article; zbMATH DE number 8172550
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| English | Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball |
scientific article; zbMATH DE number 8172550 |
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Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball (English)
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16 March 2026
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distributionally robust optimization problem
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chance constraints
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probabilistic envelope constraints
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Wasserstein distance
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sequential convex approximation
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