Distributionally robust joint chance constraints with second-order moment information

2011/11/09 by Steve Zymler, Daniel Kuhn, Daniel Kühn +2 · 645 citations
Computer Science · Decision Sciences · Engineering · Mathematics · #Applied mathematics #Approximation algorithm #Benchmark (surveying) #CVAR #Constraint (computer-aided design) #Context (archaeology) #Convex optimization #Expected shortfall #Mathematical optimization #Mathematics #Moment (physics) #Optimization and Variational Analysis #Regular polygon #Risk and Portfolio Optimization #Robust optimization #Scaling #Semidefinite programming #Water resources management and optimization

paper · open access · doi:10.1007/s10107-011-0494-7

published in Mathematical Programming 137(1-2), 167-198 (Springer Science+Business Media)

openalex publication_date 2011/11/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Citations

• On Distributionally Robust Chance-Constrained Linear Programs

Cited by

• On distributionally robust chance constrained programs with Wasserstein distance
• Distributionally Robust Optimization with Moment Ambiguity Sets
• ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
• Data-Driven Analysis of First-Order Methods via Distributionally Robust Optimization
• Tutorials on Advanced Optimization Methods
• Robustifying Conditional Portfolio Decisions via Optimal Transport
• Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming
• Conformal Prediction in The Loop: A Feedback-Based Uncertainty Model for Trajectory Optimization
• Exploiting Model Sparsity in Adaptive MPC: A Compressed Sensing Viewpoint
• Robust Stochastic Optimization with Rare-Event Modeling
• The Empirical Likelihood Approach to Quantifying Uncertainty in Sample Average Approximation
• On Distributionally Robust Chance Constrained Programs with Wasserstein Distance
• Robust Sum Secrecy Rate Optimization for MIMO Two-way Full Duplex Systems
• Wasserstein Distributionally Robust Optimization: Theory and\n Applications in Machine Learning
• Distributionally Robust Safety Verification of Neural Networks via Worst-Case CVaR
• Robust and Secure Computation Offloading and Trajectory Optimization for Multi-UAV MEC Against Aerial Eavesdropper
• From Generalized Gauss Bounds to Distributionally Robust Fault Detection with Unimodality Information
• Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity
• Distributionally Robust Stochastic Optimization with Wasserstein Distance
• Harmonizing SAA and DRO
• Decomposition Algorithm for Distributionally Robust Optimization using Wasserstein Metric
• A Data-Driven Distributionally Robust Bound on the Expected Optimal Value of Uncertain Mixed 0-1 Linear Programming
• Chance-Constrained AC Optimal Power Flow -- A Polynomial Chaos Approach
• A Study of Distributionally Robust Multistage Stochastic Optimization
• Distributionally Robust Optimization with Confidence Bands for Probability Density Functions
• Distributionally Robust Stochastic Optimization with Dependence Structure
• Workload Balancing Among Heathcare Workers Under Uncertain Service Time Using Distributionally Robust Optimization
• Robust Task Offloading for UAV-enabled Secure MEC Against Aerial Eavesdropper
• Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem
• Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets
• A robust optimal control problem with moment constraints on distribution: theoretical analysis and an algorithm
• Safe Convex Learning under Uncertain Constraints
• Safe Learning under Uncertain Objectives and Constraints
• SINR Maximizing Distributionally Robust Adaptive Beamforming
• Bilevel Transmission Expansion Planning with Joint Chance-Constrained Dispatch
• Distributionally Robust Optimization for Aerial Multi-access Edge Computing via Cooperation of UAVs and HAPs
• Robustness assessment of climate policies towards carbon neutrality: A DRO-IAMS approach
• A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics
• Understanding Distributional Ambiguity via Non-robust Chance Constraint
• Distributionally Robust Bottleneck Combinatorial Problems: Uncertainty Quantification and Robust Decision Making
• On meeting capital requirements with a chance-constrained optimization model. [europepmc]
• Data Consistency for Data-Driven Smart Energy Assessment. [europepmc]
• Optimization of a molten iron scheduling problem with uncertain processing time using variable neighborhood search algorithm. [europepmc]
• Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning. [europepmc]
• Sinkhorn Distributionally Robust Conditional Quantile Prediction with Fixed Design. [europepmc]
• Omnichannel pricing and inventory strategies considering live streaming selling: A data-driven distributionally robust optimization approach. [europepmc]