Distributionally robust chance constraints for non-linear uncertainties
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Publication:5962718
DOI10.1007/S10107-014-0842-5zbMATH Open1347.90064OpenAlexW1983609582MaRDI QIDQ5962718FDOQ5962718
Publication date: 23 February 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0842-5
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Cited In (32)
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
- Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
- On approximations of data-driven chance constrained programs over Wasserstein balls
- Distributionally robust chance constrained problems under general moments information
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems
- Distributionally robust joint chance-constrained programming with Wasserstein metric
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Scheduling jobs with normally distributed processing times on parallel machines
- Distributional Robustness Analysis for Nonlinear Uncertainty Structures
- Globalized distributionally robust optimization problems under the moment-based framework
- On distributionally robust chance constrained programs with Wasserstein distance
- Distributionally robust joint chance constraints with second-order moment information
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Data-Driven Robust Resource Allocation with Monotonic Cost Functions
- Exact algorithms for the chance-constrained vehicle routing problem
- Robust optimization with order statistic uncertainty set
- Distributionally robust joint chance constrained problem under moment uncertainty
- Chance-constrained set covering with Wasserstein ambiguity
- Probabilistic Guarantees in Robust Optimization
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Distributionally robust maximum probability shortest path problem
- Distributionally robust chance constrained problem under interval distribution information
- Bicriteria Approximation of Chance-Constrained Covering Problems
- An exact algorithm for linear integer programming problems with distributionally robust chance constraints
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- An Inner-Outer Approximation Approach to Chance Constrained Optimization
- Frameworks and results in distributionally robust optimization
- A survey of nonlinear robust optimization
- Robust optimization approximation for ambiguous P-model and its application
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