Safe Approximations for Distributionally Robust Joint Chance Constrained Program.

Chenchen Wu Dachuan Xu Jiawei Zhang

Published in: Asia Pac. J. Oper. Res. (2015)

Keyphrases

robust optimization
chance constrained
stochastic programming
computationally tractable
mathematical programming
chance constraints
multistage
linear program
knapsack problem
semidefinite programming
chance constrained programming
special case
fuzzy logic
rough sets
linear programming