Data-driven distributionally robust chance-constrained optimization with Wasserstein metric - Ji, Ran; Lejeune, Miguel A. (Journal of global optimization, 2021)
Keywords: Computer Science; Constraints; Integer programming; Investment analysis; Knapsack problem; Linear programming; Mathematics; Mathematics and Statistics; Mixed integer; Operations Research/Decision Theory; Optimization; Real Functions; Robustness; Series (mathematics); Tightness; Chance-constrained programming; Mixed-integer programming; Distributionally robust optimization; Wasserstein metric