Browsing Scholarly Works, Grado Department of Industrial and Systems Engineering by Subject "90C15, 90C22, 90C59"
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On Distributionally Robust Chance Constrained Program with Wasserstein Distance
This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should satisfy with a probability at least a given threshold for all the ...