Distributionally robust joint chance constrained problem under moment uncertainty
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Publication:2336465
DOI10.1155/2014/487178zbMath1442.90136OpenAlexW2114237910WikidataQ59051660 ScholiaQ59051660MaRDI QIDQ2336465
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
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- Theory and Applications of Robust Optimization
- Lectures on Stochastic Programming
- Chance Constrained Programming with Joint Constraints
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- Stochastic finance. An introduction in discrete time
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