Open AccessDistributionally robust chance constrained problems under general moments information
Author(s) -
Ke-wei Ding,
Nan-jing Huang,
Yibin Xiao
Publication year - 2020
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2019087
Subject(s) - convex optimization , nonlinear programming , mathematical optimization , subderivative , moment (physics) , convex set , regular polygon , convex analysis , mathematics , proper convex function , moment problem , set (abstract data type) , second order cone programming , robust optimization , nonlinear system , computer science , statistics , physics , geometry , quantum mechanics , classical mechanics , principle of maximum entropy , programming language