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Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity.
Nam Ho-Nguyen
Fatma Kilinç-Karzan
Simge Küçükyavuz
Dabeen Lee
Published in:
Math. Program. (2022)
Keyphrases
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robust optimization
chance constrained
stochastic programming
mathematical programming
chance constraints
chance constrained programming
lot sizing
decision theory
semidefinite programming
combinatorial optimization