Ambiguous risk constraints with moment and unimodality information
Ambiguous risk constraints with moment and unimodality information
About this item
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Author / Creator
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Language
English
Formats
Publication information
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Scope and Contents
Contents
Optimization problems face random constraint violations when uncertainty arises in constraint parameters. Effective ways of controlling such violations include risk constraints, e.g., chance constraints and conditional Value-at-Risk constraints. This paper studies these two types of risk constraints when the probability distribution of the uncertai...
Alternative Titles
Full title
Ambiguous risk constraints with moment and unimodality information
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_journals_1967996328
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1967996328
Other Identifiers
ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-017-1212-x
