Robust reformulations of ambiguous chance constraints with discrete probability distributions
This paper proposes robust reformulations of ambiguous chance constraints when the underlying family of distributions is discrete and supported in a so-called ``p-box'' or ``p-ellipsoidal'' uncertainty set. Using the robust optimization paradigm, the deterministic counterparts of...
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| Format: | Article |
| Language: | English |
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Balikesir University
2019-07-01
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| Series: | An International Journal of Optimization and Control: Theories & Applications |
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| Online Access: | http://www.ijocta.org/index.php/files/article/view/611 |