Data-driven chance constrained stochastic program
Data-driven chance constrained stochastic program
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Berlin/Heidelberg: Springer Berlin Heidelberg
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Language
English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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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...
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Full title
Data-driven chance constrained stochastic program
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TN_cdi_proquest_journals_1796144613
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1796144613
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ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-015-0929-7