Distributionally robust chance constraints for non-linear uncertainties
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Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 3365056 (Why is no real title available?)
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- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Geometric algorithms and combinatorial optimization
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- Optimization under probabilistic envelope constraints
- Optimization with Stochastic Dominance Constraints
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Robust Mean-Covariance Solutions for Stochastic Optimization
- Robust convex optimization
- Robust optimization
- Robust solutions of uncertain linear programs
- Second order cone programming approaches for handling missing and uncertain data
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Cited in
(38)- Data-driven robust resource allocation with monotonic cost functions
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
- Distributionally robust optimization
- Distributionally robust chance constrained problems under general moments information
- On approximations of data-driven chance constrained programs over Wasserstein balls
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- Probabilistic guarantees in robust optimization
- Distributionally robust joint chance-constrained programming with Wasserstein metric
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- An inner-outer approximation approach to chance constrained optimization
- Bicriteria approximation of chance-constrained covering problems
- Scheduling jobs with normally distributed processing times on parallel machines
- Distributional Robustness Analysis for Nonlinear Uncertainty Structures
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- On distributionally robust chance constrained programs with Wasserstein distance
- Optimization under probabilistic envelope constraints
- Globalized distributionally robust optimization problems under the moment-based framework
- Distributionally robust joint chance constraints with second-order moment information
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Distributionally robust optimization and its tractable approximations
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- On deterministic reformulations of distributionally robust joint chance constrained optimization problems
- 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
- Data-driven approximation of distributionally robust chance constraints using Bayesian credible intervals
- 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
- 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
- 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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