On approximations of data-driven chance constrained programs over Wasserstein balls (Q6106524)
From MaRDI portal
scientific article; zbMATH DE number 7705444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximations of data-driven chance constrained programs over Wasserstein balls |
scientific article; zbMATH DE number 7705444 |
Statements
On approximations of data-driven chance constrained programs over Wasserstein balls (English)
0 references
3 July 2023
0 references
distributionally robust optimization
0 references
ambiguous chance constraints
0 references
Wasserstein distance
0 references
conditional value-at-risk
0 references
Bonferroni's inequality
0 references
also-X approximation
0 references
0 references
0 references
0 references
0 references
0 references
