Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only limited information on the distribution is available, such as a sample from the distribution...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-01-01
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| Series: | EURO Journal on Computational Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2192440622000065 |