Wu, Chenchen; Xu, Dachuan; Zhang, Jiawei - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540004-1
In this paper, we present a bilinear second-order cone programming safe approximation for the distributionally robust chance constrained program (DRCCP), assuming that the support of the uncertain parameters, and the first and second marginal moments of the probability with respect to the...