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Wasserstein distributionally robust chance-constrained program with moment information.

Zunhao LuoYunqiang YinDujuan WangT. C. E. ChengChin-Chia Wu
Published in: Comput. Oper. Res. (2023)
Keyphrases
  • robust optimization
  • chance constrained
  • stochastic programming
  • decision making
  • computational complexity
  • decision theory