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Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information - MaRDI portal

Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (Q4687246)

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scientific article; zbMATH DE number 6951772
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Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
scientific article; zbMATH DE number 6951772

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    Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (English)
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    11 October 2018
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    chance-constrained binary program
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    distributionally robust optimization
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    conic integer program
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    submodularity
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    extended polymatroid
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    bin packing
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