Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.

Ran Ji Miguel A. Lejeune

Published in: J. Glob. Optim. (2021)

Keyphrases

robust optimization
chance constrained
data driven
stochastic programming
mathematical programming
chance constraints
lot sizing
multistage
decision theory
semidefinite programming
chance constrained programming
linear program
computationally tractable
special case
linear programming