Distributionally robust polynomial chance-constraints under mixture ambiguity sets
DOI10.1007/s10107-019-01434-8zbMath1469.41005arXiv1803.11500OpenAlexW2973367427WikidataQ127252618 ScholiaQ127252618MaRDI QIDQ2220666
Tillmann Weisser, Jean-Bernard Lasserre
Publication date: 25 January 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.11500
Semidefinite programming (90C22) Numerical methods involving duality (49M29) Approximation methods and heuristics in mathematical programming (90C59) Reasoning under uncertainty in the context of artificial intelligence (68T37) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Approximation with constraints (41A29)
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