Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity

Nam Ho-Nguyen, Fatma Kilinç-Karzan, Simge Küçükyavuz, Dabeen Lee. Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity. Math. Program., 196(1):641-672, 2022. [doi]

@article{Ho-NguyenKKL22,
  title = {Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity},
  author = {Nam Ho-Nguyen and Fatma Kilinç-Karzan and Simge Küçükyavuz and Dabeen Lee},
  year = {2022},
  doi = {10.1007/s10107-020-01605-y},
  url = {https://doi.org/10.1007/s10107-020-01605-y},
  researchr = {https://researchr.org/publication/Ho-NguyenKKL22},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {196},
  number = {1},
  pages = {641-672},
}