Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls

In the era of modern business analytics, data-driven optimization has emerged as a popular modeling paradigm to transform data into decisions. By constructing an ambiguity set of the potential data-generating distributions and subsequently hedging against all member distributions within this ambigui...

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Veröffentlicht in:	Operations research 2024-01, Vol.72 (1), p.410-424
1. Verfasser:	Chen, Zhi
Format:	Artikel
Sprache:	eng
Schlagworte:	ambiguous chance constraints Constraints distributionally robust optimization Integer programming Mixed integer Numerical analysis Optimization Uncertainty Wasserstein distance
Online-Zugang:	Volltext
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