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Chance-constrained games with mixture distributions
Peng, Shen; Yadav, Navnit; Lisser, Abdel; Vikas Vikram Singh - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012618980
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Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jiang, Jie; Peng, Shen - In: European journal of operational research : EJOR 313 (2024) 2, pp. 616-627
Persistent link: https://www.econbiz.de/10014456605
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Distributionally robust chance constrained geometric optimization
Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Mathematics of operations research 47 (2022) 4, pp. 2950-2988
Persistent link: https://www.econbiz.de/10014311394
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Distributionally robust chance constrained games under Wasserstein ball
Xia, Tian; Liu, Jia; Lisser, Abdel - In: Operations research letters 51 (2023) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10014374911