Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint (Q5737728)

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scientific article; zbMATH DE number 6724130
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Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
scientific article; zbMATH DE number 6724130

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    Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint (English)
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    30 May 2017
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    distributionally robust chance constraint
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    approximation of ambiguity set
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    continuity of robust probability function
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    convergence analysis
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