Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
نویسندگان
چکیده
منابع مشابه
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
We study joint chance constraints where the distribution of the uncertain parameters is onlyknown to belong to an ambiguity set characterized by the mean and support of the uncertaintiesand by an upper bound on their dispersion. This setting gives rise to pessimistic (optimistic)ambiguous chance constraints, which require the corresponding classical chance constraints to bes...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2017
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2016.1583