Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information

DOI10.1137/17M1158707zbMath1401.90140arXiv1610.00035OpenAlexW3105174740WikidataQ129113545 ScholiaQ129113545MaRDI QIDQ4687246

Yiling Zhang, Ruiwei Jiang, Siqian Shen

Publication date: 11 October 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.00035

zbMATH Keywords

submodularitybin packingdistributionally robust optimizationextended polymatroidchance-constrained binary programconic integer program

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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