Bicriteria Approximation of Chance-Constrained Covering Problems
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Publication:5131473
DOI10.1287/opre.2019.1866zbMath1456.90117OpenAlexW3005844577MaRDI QIDQ5131473
Publication date: 8 November 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2019.1866
approximation algorithmconvex relaxationdistributionally robust optimizationchance-constrained problem
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Robustness in mathematical programming (90C17)
Related Items (12)
ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs ⋮ Relaxation schemes for the joint linear chance constraint based on probability inequalities ⋮ Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball ⋮ On approximations of data-driven chance constrained programs over Wasserstein balls ⋮ Distributionally robust optimal power flow with contextual information ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric ⋮ Chance-constrained set covering with Wasserstein ambiguity ⋮ Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory ⋮ On distributionally robust chance constrained programs with Wasserstein distance ⋮ Data-driven distributionally robust chance-constrained optimization with Wasserstein metric ⋮ Special issue: Global solution of integer, stochastic and nonconvex optimization problems
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