Distributionally robust joint chance constrained problem under moment uncertainty
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Publication:2336465
DOI10.1155/2014/487178zbMATH Open1442.90136OpenAlexW2114237910WikidataQ59051660 ScholiaQ59051660MaRDI QIDQ2336465FDOQ2336465
Authors: Kewei 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
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Cites Work
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Theory and applications of robust optimization
- Robust optimization
- Stochastic finance. An introduction in discrete time
- 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
- On duality theory of conic linear problems.
- Lectures on Stochastic Programming
- Convex Approximations of Chance Constrained Programs
- Chance Constrained Programming with Joint Constraints
- Title not available (Why is that?)
Cited In (19)
- Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty
- Distributionally Robust Chance Constrained Geometric Optimization
- Distributionally robust chance constrained problems under general moments information
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
- Distributionally robust chance constraints for non-linear uncertainties
- Safe approximations for distributionally robust joint chance constrained program
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Distributionally robust joint chance constraints with second-order moment information
- Robust approximations to joint chance-constrained problems
- Convex approximations of chance constrained programs for least squares inequality
- On deterministic reformulations of distributionally robust joint chance constrained optimization problems
- Rectangular chance constrained geometric optimization
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Distributionally robust joint chance-constrained support vector machines
- Distributionally robust maximum probability shortest path problem
- Distributionally robust chance constrained problem under interval distribution information
- Ambiguous joint chance constraints under mean and dispersion information
- Robust optimization approximation for joint chance constrained optimization problem
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