Distributionally robust chance constrained games under Wasserstein ball.

Tian Xia Jia Liu Abdel Lisser

Published in: Oper. Res. Lett. (2023)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
chance constraints
multistage
linear program
decision theory
artificial intelligence
fuzzy systems
lot sizing
computationally tractable
chance constrained programming