Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.

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Bibliographic Details
Title: Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.
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
Description
ISSN:09255001
DOI:10.1007/s10898-020-00966-0