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Wasserstein distributionally robust chance-constrained program with moment information - MaRDI portal

Wasserstein distributionally robust chance-constrained program with moment information (Q6164346)

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scientific article; zbMATH DE number 7706559
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Wasserstein distributionally robust chance-constrained program with moment information
scientific article; zbMATH DE number 7706559

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    Wasserstein distributionally robust chance-constrained program with moment information (English)
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    4 July 2023
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    distributionally robust optimization
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    moment-based ambiguity set
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    Wasserstein ambiguity set
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    multi-dimensional knapsack problem
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    surgery block allocation problem
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