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Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints.

Shaoyan GuoHuifu XuLiwei Zhang
Published in: Optim. Methods Softw. (2017)
Keyphrases
  • approximation schemes
  • robust optimization
  • probability distribution
  • chance constraints
  • higher order
  • constraint satisfaction
  • approximation algorithms
  • linear constraints
  • bayesian networks
  • constrained optimization