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Distributionally robust joint chance constraints with second-order moment information
File | Description | Size | Format | |
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Mathematical Programming_137_1-2_2013.pdf | Accepted version | 344.39 kB | Adobe PDF | View/Open |
Title: | Distributionally robust joint chance constraints with second-order moment information |
Authors: | Zymler, S Kuhn, D Rustem, B |
Item Type: | Journal Article |
Issue Date: | 9-Nov-2011 |
URI: | http://hdl.handle.net/10044/1/13955 |
DOI: | http://dx.doi.org/10.1007/s10107-011-0494-7 |
ISSN: | 0025-5610 |
Publisher: | SPRINGER |
Start Page: | 167 |
End Page: | 198 |
Journal / Book Title: | MATHEMATICAL PROGRAMMING |
Volume: | 137 |
Issue: | 1-2 |
Copyright Statement: | © Springer-Verlag 2013. The final publication is available at Springer via http://dx.doi.org/10.1007/s10107-011-0494-7 |
Publication Status: | Published |
Appears in Collections: | Computing |