Robust reformulations of ambiguous chance constraints with discrete probability distributions
نویسندگان
چکیده
منابع مشابه
Ambiguous chance constrained problems and robust optimization
In this paper we study ambiguous chance constrained problems where the distributions of the random parameters in the problem are themselves uncertain. We focus primarily on the special case where the uncertainty set Q of the distributions is of the form Q = {Q : ρp(Q, Q0) ≤ β}, where ρp denotes the Prohorov metric. The ambiguous chance constrained problem is approximated by a robust sampled pro...
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ژورنال
عنوان ژورنال: An International Journal of Optimization and Control: Theories & Applications (IJOCTA)
سال: 2019
ISSN: 2146-5703,2146-0957
DOI: 10.11121/ijocta.01.2019.00611