Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information

Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
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DOI:
10.1137/17m1158707
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发表时间:
2016-09
期刊:
SIAM J. Optim.
影响因子:
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通讯作者:
Yiling Zhang;Ruiwei Jiang;Siqian Shen
Yiling Zhang;Ruiwei Jiang;Siqian Shen
中科院分区:
其他
文献类型:
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作者:
Yiling Zhang;Ruiwei Jiang;Siqian Shen

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我们考虑机会约束的二进制程序,其中涉及不确定性的每一行不等式需要满足概率。只有均值和协方差的信息...
We consider chance-constrained binary programs, where each row of the inequalities that involve uncertainty needs to be satisfied probabilistically. Only the information of the mean and covariance ...