Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
نویسندگان
چکیده
منابع مشابه
Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
Convergence analysis for optimization problems with chance constraints concerns impact of variation of probability measure in the chance constraints on the optimal value and the optimal solutions and research on this topic has been well documented in the literature of stochastic programming. In this paper, we extend such analysis to optimization problems with distributionally robust chance cons...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2017
ISSN: 1052-6234,1095-7189
DOI: 10.1137/15m1036592