Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness
Work
Year: 2022
Type: review
Abstract: 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 wh... more
Authors Si̇mge Küçükyavuz, Ruiwei Jiang
Institutions Northwestern University, University of Michigan–Ann Arbor
Cites: 243
Cited by: 32
Related to: 10
FWCI: 2.809
Citation percentile (by year/subfield): 99.34
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,400
Funders National Science Foundation, Office of Naval Research, Division of Computing and Communication Foundations, Division of Electrical, Communications and Cyber Systems, Office of Naval Research Global
Grant IDS ECCS-1845980, , 2007814, , N00014-19-1-2321