On approximations of data-driven chance constrained programs over Wasserstein balls.
Zhi ChenDaniel KuhnWolfram WiesemannPublished in: Oper. Res. Lett. (2023)
Keyphrases
- chance constrained
- data driven
- computationally tractable
- stochastic programming
- robust optimization
- chance constraints
- reverse logistics
- chance constrained programming
- multistage
- knapsack problem
- artificial intelligence
- mathematical programming
- rough sets
- greedy algorithm
- third party
- linear program
- sufficient conditions
- np hard
- genetic algorithm