Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints

DOI10.1016/J.INS.2023.119812MaRDI QIDQ6151903zbMATH OpenFDO

Authors Rashed Khanjani Shiraz, Zohreh Hosseini Nodeh, Ali Babapour-Azar, Michael Römer, Panos M. Pardalos

Publication date 12 February 2024

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INS.2023.119812

zbMATH Keywords

ambiguous chance constraintsconditional value at riskdistributionally robust optimizationsecond-order moment constraintWasserstein metric

Mathematics Subject Classification ID

Numerical analysis (65-XX) Mathematical programming (90Cxx)

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Cites work

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Cited in

(3)

• Wasserstein distributionally robust chance-constrained program with moment information
• Distributionally robust joint chance-constrained programming with Wasserstein metric
• Wasserstein support vector machine: support vector machines made fair

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