Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls

DOI10.1287/opre.2022.2330arXiv1809.00210MaRDI QIDQ6198751

Wolfram Wiesemann, Daniel Kuhn, Zhi Chen

Publication date: 20 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.00210

zbMATH Keywords

Wasserstein distancedistributionally robust optimizationambiguous chance constraints

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (1)

A distributionally robust chance-constrained model for humanitarian relief network design

This page was built for publication: Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls