Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
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Publication:6151903
DOI10.1016/j.ins.2023.119812MaRDI QIDQ6151903
Zohreh Hosseini Nodeh, Panos M. Pardalos, Michael Römer, Rashed Khanjani Shiraz, Ali Babapour-Azar
Publication date: 12 February 2024
Published in: Information Sciences (Search for Journal in Brave)
Wasserstein metricconditional value at riskdistributionally robust optimizationambiguous chance constraintssecond-order moment constraint
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