Distributionally robust joint chance constraints with second-order moment information
نویسندگان
چکیده
منابع مشابه
Optimized Bonferroni Approximations of Distributionally Robust Joint Chance Constraints
A distributionally robust joint chance constraint involves a set of uncertain linear inequalities which can be violated up to a given probability threshold , over a given family of probability distributions of the uncertain parameters. A conservative approximation of a joint chance constraint, often referred to as a Bonferroni approximation, uses the union bound to approximate the joint chance ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2011
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-011-0494-7