Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation

Published:2024-03 Issue:2 Volume:313 Page:616-627
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Jiang Jie^ORCID,Peng Shen^ORCID

Funder

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference52 articles.

1. Convergence of probability measures;Billingsley,1999

2. On distributionally robust chance-constrained linear programs;Calafiore;Journal of Optimization Theory and Applications,2006

3. Data-driven chance constrained programs over Wasserstein balls;Chen;Operations Research,2022

4. A sparse chance constrained portfolio selection model with multiple constraints;Chen;Journal of Global Optimization,2020

5. Data-driven robust chance constrained problems: a mixture model approach;Chen;Journal of Optimization Theory and Applications,2018

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP