Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints

DOI10.1016/j.ins.2023.119812MaRDI QIDQ6151903

Zohreh Hosseini Nodeh, Panos M. Pardalos, Michael Römer, Rashed Khanjani Shiraz, Ali Babapour-Azar

Publication date: 12 February 2024

Published in: Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Wasserstein metricconditional value at riskdistributionally robust optimizationambiguous chance constraintssecond-order moment constraint

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Numerical analysis (65-XX)

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