A Solution Approach to Distributionally Robust Joint-Chance-Constrained Assignment Problems.
Shanshan WangJinlin LiSanjay MehrotraPublished in: INFORMS J. Optim. (2022)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- mathematical programming
- chance constrained programming
- multistage
- chance constraints
- lot sizing
- linear program
- special case
- state space
- dynamic programming
- semidefinite programming
- evolutionary algorithm
- computationally tractable
- lower bound
- decision making