Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation

Jie Jiang, Shen Peng. Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. European Journal of Operational Research, 313(2):616-627, March 2024. [doi]

@article{JiangP24,
  title = {Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation},
  author = {Jie Jiang and Shen Peng},
  year = {2024},
  month = {March},
  doi = {10.1016/j.ejor.2023.10.020},
  url = {https://doi.org/10.1016/j.ejor.2023.10.020},
  researchr = {https://researchr.org/publication/JiangP24},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {313},
  number = {2},
  pages = {616-627},
}