Data-driven distributionally robust chance-constrained optimization with Wasserstein metric

DOI10.1007/s10898-020-00966-0zbMath1465.90055OpenAlexW3122086209MaRDI QIDQ2022288

Miguel A. Lejeune, Ran Ji

Publication date: 28 April 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-020-00966-0

zbMATH Keywords

Wasserstein metricchance-constrained programmingmixed-integer programmingdistributionally robust optimization

Mathematics Subject Classification ID

Mixed integer programming (90C11) Robustness in mathematical programming (90C17)

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