Distributionally robust joint chance constraints with second-order moment information

2011/11/09 by Steve Zymler, Daniel Kuhn, Daniel Kühn +2 · 21 citations
Decision Sciences · Engineering · Computer Science · #Risk and Portfolio Optimization #Water resources management and optimization #Optimization and Variational Analysis

paper · doi:10.1007/s10107-011-0494-7

Citations

• On Distributionally Robust Chance-Constrained Linear Programs

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