Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
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Publication:5737728
DOI10.1137/15M1036592zbMath1471.90101MaRDI QIDQ5737728
Shao-Yan Guo, Huifu Xu, Li-wei Zhang
Publication date: 30 May 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
convergence analysisapproximation of ambiguity setcontinuity of robust probability functiondistributionally robust chance constraint
Minimax problems in mathematical programming (90C47) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Robustness in mathematical programming (90C17)
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