Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.
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| Title: | Data-driven distributionally robust chance-constrained optimization with Wasserstein metric. |
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| Authors: | Ji, Ran1, rji2@gmu.edu, Lejeune, Miguel A.2 |
| Source: | Journal of Global Optimization; Apr2021, Vol. 79 Issue 4, p779-811, 33p |
| Database: | Applied Science & Technology Source |
| ISSN: | 09255001 |
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| DOI: | 10.1007/s10898-020-00966-0 |