Data-Driven Chance Constrained Optimization under Wasserstein Ambiguity Sets.

Ashish Ranjan Hota Ashish Cherukuri John Lygeros

Published in: ACC (2019)

Keyphrases

data driven
chance constrained
stochastic programming
robust optimization
multistage
chance constraints
linear program
mathematical programming
optimization problems
computationally tractable
objective function
computational complexity
input output
multiple objectives