On approximations of data-driven chance constrained programs over Wasserstein balls
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Publication:6106524
DOI10.1016/j.orl.2023.02.008zbMath1525.90289arXiv2206.00231OpenAlexW4321768970MaRDI QIDQ6106524
Zhi Chen, Wolfram Wiesemann, Daniel Kuhn
Publication date: 3 July 2023
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.00231
Bonferroni's inequalityWasserstein distanceconditional value-at-riskdistributionally robust optimizationambiguous chance constraintsalso-X approximation
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