Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness

DOI10.1016/j.ejco.2022.100030zbMath1530.90063arXiv2101.08746OpenAlexW4281921893MaRDI QIDQ6114933

Ruiwei Jiang, Simge Küçükyavuz

Publication date: 12 July 2023

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.08746

zbMATH Keywords

applicationschance-constrained programsdistributionally robustambiguity setsmixed integer conic formulations

Mathematics Subject Classification ID

Convex programming (90C25) Mixed integer programming (90C11) Stochastic programming (90C15) Combinatorial optimization (90C27) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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