Distributionally robust chance constrained problem under interval distribution information
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Publication:1670537
DOI10.1007/s11590-017-1160-7zbMath1396.90062OpenAlexW2622294357MaRDI QIDQ1670537
Ming-hui Wang, Ke-wei Ding, Nan-Jing Huang
Publication date: 5 September 2018
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-017-1160-7
Related Items (3)
Distributionally robust chance constrained problems under general moments information ⋮ New safe approximation of ambiguous probabilistic constraints for financial optimization problem ⋮ Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration
Cites Work
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