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Consistency of Distributionally Robust Risk- and Chance-Constrained Optimization under Wasserstein Ambiguity Sets.
Ashish Cherukuri
Ashish Ranjan Hota
Published in:
ACC (2021)
Keyphrases
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robust optimization
chance constrained
chance constraints
stochastic programming
chance constrained programming
mathematical programming
multistage
linear program
decision theory
combinatorial optimization
lot sizing
optimization problems
linear programming
computationally tractable