Consistency of Distributionally Robust Risk- and Chance-Constrained Optimization Under Wasserstein Ambiguity Sets

Ashish Cherukuri, Ashish Ranjan Hota. Consistency of Distributionally Robust Risk- and Chance-Constrained Optimization Under Wasserstein Ambiguity Sets. IEEE Control Systems Letters, 5(5):1729-1734, 2021. [doi]

@article{CherukuriH21,
  title = {Consistency of Distributionally Robust Risk- and Chance-Constrained Optimization Under Wasserstein Ambiguity Sets},
  author = {Ashish Cherukuri and Ashish Ranjan Hota},
  year = {2021},
  doi = {10.1109/LCSYS.2020.3043228},
  url = {https://doi.org/10.1109/LCSYS.2020.3043228},
  researchr = {https://researchr.org/publication/CherukuriH21},
  cites = {0},
  citedby = {0},
  journal = {IEEE Control Systems Letters},
  volume = {5},
  number = {5},
  pages = {1729-1734},
}