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Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

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Cited by:

  1. Haoming Shen & Ruiwei Jiang, 2025. "Convex Chance-Constrained Programs with Wasserstein Ambiguity," Operations Research, INFORMS, vol. 73(4), pages 2264-2280, July.
  2. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
  3. Zhiping Chen & Shen Peng & Jia Liu, 2018. "Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 1065-1085, December.
  4. Aleksandrina Goeva & Henry Lam & Huajie Qian & Bo Zhang, 2019. "Optimization-Based Calibration of Simulation Input Models," Operations Research, INFORMS, vol. 67(5), pages 1362-1382, September.
  5. Weijun Xie & Shabbir Ahmed, 2020. "Bicriteria Approximation of Chance-Constrained Covering Problems," Operations Research, INFORMS, vol. 68(2), pages 516-533, March.
  6. Shubhechyya Ghosal & Wolfram Wiesemann, 2020. "The Distributionally Robust Chance-Constrained Vehicle Routing Problem," Operations Research, INFORMS, vol. 68(3), pages 716-732, May.
  7. Yining Gu & Yanjun Wang & Zhen Cao & Yicheng Huang, 2026. "Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball," Computational Optimization and Applications, Springer, vol. 93(3), pages 1145-1189, April.
  8. Jia, Ruru & Gao, Jinwu & Gao, Feng, 2022. "Robust ocean zoning for conservation, fishery and marine renewable energy with co-location strategy," Applied Energy, Elsevier, vol. 328(C).
  9. Gu, Bo & Li, Fangxing & Mao, Chengxiong & Wang, Dan & Fan, Hua & Liu, Bin & Li, Wenhao, 2025. "A Bilevel robust coordination model for community integrated energy system with access to HFCEVs and EVs," Applied Energy, Elsevier, vol. 390(C).
  10. Yin, Yunqiang & Luo, Zunhao & Wang, Dujuan & Cheng, T.C.E., 2023. "Wasserstein distance‐based distributionally robust parallel‐machine scheduling," Omega, Elsevier, vol. 120(C).
  11. Nan Jiang & Weijun Xie, 2022. "ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs," Operations Research, INFORMS, vol. 70(6), pages 3581-3600, November.
  12. Yue Zhao & Zhi Chen & Zhenzhen Zhang, 2023. "Distributionally Robust Chance-Constrained p -Hub Center Problem," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1361-1382, November.
  13. Zhao, Yue & Chen, Zhi & Lim, Andrew & Zhang, Zhenzhen, 2022. "Vessel deployment with limited information: Distributionally robust chance constrained models," Transportation Research Part B: Methodological, Elsevier, vol. 161(C), pages 197-217.
  14. Jun Cai & Jonathan Yu-Meng Li & Tiantian Mao, 2025. "Distributionally Robust Optimization Under Distorted Expectations," Operations Research, INFORMS, vol. 73(2), pages 969-985, March.
  15. Alois Pichler & Rui Peng Liu & Alexander Shapiro, 2022. "Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping," Operations Research, INFORMS, vol. 70(4), pages 2439-2455, July.
  16. Guopeng Song & Roel Leus, 2022. "Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 3059-3079, November.
  17. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.
  18. Vincent Tsz Fai Chow & Zheng Cui & Daniel Zhuoyu Long, 2022. "Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2058-2072, July.
  19. Shuangchi He & Melvyn Sim & Meilin Zhang, 2019. "Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach," Management Science, INFORMS, vol. 65(9), pages 4123-4140, September.
  20. Jia Liu & Abdel Lisser & Zhiping Chen, 2022. "Distributionally Robust Chance Constrained Geometric Optimization," Mathematics of Operations Research, INFORMS, vol. 47(4), pages 2950-2988, November.
  21. Shen Peng & Jie Jiang, 2021. "Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches," Computational Optimization and Applications, Springer, vol. 80(1), pages 153-184, September.
  22. Nan Jiang & Weijun Xie, 2025. "The Terminator: An Integration of Inner and Outer Approximations for Solving Wasserstein Distributionally Robust Chance Constrained Programs via Variable Fixing," INFORMS Journal on Computing, INFORMS, vol. 37(2), pages 381-412, March.
  23. Jinxiang Wei & Zhaolin Hu & Jun Luo & Shushang Zhu, 2024. "Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models," Annals of Operations Research, Springer, vol. 338(2), pages 1283-1315, July.
  24. Obed N. Onsomu & Erman Terciyanlı & Bülent Yeşilata, 2025. "Optimal Dispatch of a Virtual Power Plant Considering Distributed Energy Resources Under Uncertainty," Energies, MDPI, vol. 18(15), pages 1-27, July.
  25. Guanglin Xu & Samuel Burer, 2018. "A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming," Computational Management Science, Springer, vol. 15(1), pages 111-134, January.
  26. Johannes O. Royset & Louis L. Chen & Eric Eckstrand, 2025. "Rockafellian Relaxation and Stochastic Optimization Under Perturbations," Mathematics of Operations Research, INFORMS, vol. 50(3), pages 1585-1610, August.
  27. Algo Carè & Simone Garatti & Marco C. Campi, 2019. "The wait-and-judge scenario approach applied to antenna array design," Computational Management Science, Springer, vol. 16(3), pages 481-499, July.
  28. Mohammadi Fathabad, Abolhassan & Cheng, Jianqiang & Pan, Kai & Yang, Boshi, 2023. "Asymptotically tight conic approximations for chance-constrained AC optimal power flow," European Journal of Operational Research, Elsevier, vol. 305(2), pages 738-753.
  29. L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
  30. Zhiping Chen & Shen Peng & Abdel Lisser, 2020. "A sparse chance constrained portfolio selection model with multiple constraints," Journal of Global Optimization, Springer, vol. 77(4), pages 825-852, August.
  31. van der Laan, Niels & Teunter, Ruud H. & Romeijnders, Ward & Kilic, Onur A., 2022. "The data-driven newsvendor problem: Achieving on-target service-levels using distributionally robust chance-constrained optimization," International Journal of Production Economics, Elsevier, vol. 249(C).
  32. Jun Li & Yizhe Huang & Yan‐Fu Li & Shuming Wang, 2023. "Redundancy allocation under state‐dependent distributional uncertainty of component lifetimes," Production and Operations Management, Production and Operations Management Society, vol. 32(3), pages 930-950, March.
  33. Xie, Chi & Cui, Zheng & Long, Daniel Zhuoyu & Qi, Jin, 2025. "Distributionally robust optimization for minimizing price fluctuations in quota system," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 193(C).
  34. Corredera Barbado, Alberto & Ruiz Mora, Carlos & Prieto Fernández, Francisco Javier, 2025. "Data-driven chance-constrained optimization based on Gaussian Mixture Models," DES - Working Papers. Statistics and Econometrics. WS 46291, Universidad Carlos III de Madrid. Departamento de Estadística.
  35. Jianzhe Zhen & Daniel Kuhn & Wolfram Wiesemann, 2025. "A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle," Operations Research, INFORMS, vol. 73(2), pages 862-878, March.
  36. Roos, Ernst & Brekelmans, Ruud & van Eekelen, Wouter & den Hertog, Dick & van Leeuwaarden, Johan S.H., 2022. "Tight tail probability bounds for distribution-free decision making," European Journal of Operational Research, Elsevier, vol. 299(3), pages 931-944.
  37. Anand Deo & Karthyek Murthy, 2025. "The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization," Papers 2504.07728, arXiv.org.
  38. Zhang, Xinyi & Che, Ada & Wu, Peng & D’ Ariano, Andrea, 2025. "Designing reliable bus services with on-time arrival via lane reservation under uncertain travel times," Transportation Research Part B: Methodological, Elsevier, vol. 201(C).
  39. Liu, Kanglin & Li, Qiaofeng & Zhang, Zhi-Hai, 2019. "Distributionally robust optimization of an emergency medical service station location and sizing problem with joint chance constraints," Transportation Research Part B: Methodological, Elsevier, vol. 119(C), pages 79-101.
  40. Ernst Roos & Dick den Hertog, 2020. "Reducing Conservatism in Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 1109-1127, October.
  41. Wang, Xiangting & Lv, Ying & Sun, Huijun & Wang, Xingrong & Zhu, Chuang, 2025. "Multi-modal travel route planning considering environmental preference under uncertainties: A distributionally robust optimization approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 198(C).
  42. Ran Ji & Miguel A. Lejeune, 2021. "Data-driven distributionally robust chance-constrained optimization with Wasserstein metric," Journal of Global Optimization, Springer, vol. 79(4), pages 779-811, April.
  43. Roos, Ernst & den Hertog, Dick, 2019. "Reducing conservatism in robust optimization," Other publications TiSEM ad0238cd-de7a-4366-b487-b, Tilburg University, School of Economics and Management.
  44. Zhi Chen & Weijun Xie, 2021. "Sharing the value‐at‐risk under distributional ambiguity," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 531-559, January.
  45. Shuming Wang & Yan-Fu Li & Tong Jia, 2020. "Distributionally Robust Design for Redundancy Allocation," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 620-640, July.
  46. Esteban-Pérez, Adrián & Morales, Juan M., 2023. "Distributionally robust optimal power flow with contextual information," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1047-1058.
  47. Jiang, Jie & Peng, Shen, 2024. "Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation," European Journal of Operational Research, Elsevier, vol. 313(2), pages 616-627.
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