Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
Work
Year: 2018
Type: article
Abstract: 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 mat... more
Source: SIAM Journal on Optimization
Authors Yiling Zhang, Ruiwei Jiang, Siqian Shen
Institution University of Michigan–Ann Arbor
Cites: 37
Cited by: 81
Related to: 10
FWCI: 8.085
Citation percentile (by year/subfield): 92.17
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green
Grant IDS CMMI-1662774, CMMI-1433066