Distributionally robust joint chance constraints with second-order moment information (2011)

First Author: Zymler S

Attributed to: Scenario-Free Stochastic Programming funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s10107-011-0494-7

Publication URI: http://dx.doi.org/10.1007/s10107-011-0494-7

Type: Journal Article/Review

Parent Publication: Mathematical Programming

Issue: 1-2