A distributionally robust perspective on uncertainty quantification and chance constrained programming

2015/03/20 by Grani A. Hanasusanto, Vladimir Roitch, Daniel Kuhn +2 · 161 citations
Decision Sciences · Mathematics · #Ambiguity #Combinatorics #Computer science #Conic section #Fuzzy Systems and Optimization #Independence (probability theory) #Mathematical optimization #Mathematics #Probabilistic and Robust Engineering Design #Probability distribution #Risk and Portfolio Optimization #Robust optimization #Set (abstract data type) #Unimodality

paper · open access · doi:10.1007/s10107-015-0896-z

published in Mathematical Programming 151(1), 35-62 (Springer Science+Business Media)

openalex publication_date 2015/03/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Citations

• Data-driven robust optimization
• On Distributionally Robust Chance-Constrained Linear Programs
• Robust Estimation of a Location Parameter

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