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
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影响因子:
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通讯作者:
Yiling Zhang;Ruiwei Jiang;Siqian Shen
中科院分区:
文献类型:
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作者:
Yiling Zhang;Ruiwei Jiang;Siqian Shen
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 ...