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A distributionally robust perspective on uncertainty quantification and chance constrained programming
File(s)
druqcc.pdf (465.81 KB)
Accepted version
Author(s)
Hanasusanto, GA
Roitch, V
Kuhn, D
Wiesemann, W
Type
Journal Article
Date Issued
2015-06-01
URI
DOI
ISSN
0025-5610
Start Page
35
End Page
62
Journal / Book Title
Mathematical Programming
Volume
151
Issue
1
Copyright Statement
The final publication is available at Springer via https://dx.doi.org/10.1007/s10107-015-0896-z
License URL