Distributionally robust joint chance constrained problem under moment uncertainty

DOI10.1155/2014/487178zbMath1442.90136OpenAlexW2114237910WikidataQ59051660 ScholiaQ59051660MaRDI QIDQ2336465

Ke-wei Ding

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/487178

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty

Uses Software

• YALMIP

Cites Work

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• Second-order cone programming
• Distributionally robust joint chance constraints with second-order moment information
• On distributionally robust chance-constrained linear programs
• Ambiguous chance constrained problems and robust optimization
• From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
• Theory and Applications of Robust Optimization
• Lectures on Stochastic Programming
• Chance Constrained Programming with Joint Constraints
• Convex Approximations of Chance Constrained Programs
• Stochastic finance. An introduction in discrete time

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