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Data-driven chance constrained stochastic program

Data-driven chance constrained stochastic program

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1796144613

Data-driven chance constrained stochastic program

About this item

Full title

Data-driven chance constrained stochastic program

Author / Creator

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

Journal title

Mathematical programming, 2016-07, Vol.158 (1-2), p.291-327

Language

English

Formats

Publication information

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

More information

Scope and Contents

Contents

In this paper, we study data-driven chance constrained stochastic programs, or more specifically, stochastic programs with distributionally robust chance constraints (DCCs) in a data-driven setting to provide robust solutions for the classical chance constrained stochastic program facing ambiguous probability distributions of random parameters. We...

Alternative Titles

Full title

Data-driven chance constrained stochastic program

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_1796144613

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1796144613

Other Identifiers

ISSN

0025-5610

E-ISSN

1436-4646

DOI

10.1007/s10107-015-0929-7

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