Sep 16, 2019 · Distributionally robust polynomial chance-constraints under mixture ambiguity sets. Full Length Paper; Series A; Published: 16 September 2019.

Mar 30, 2018 · Abstract page for arXiv paper 1803.11500: Distributionally robust polynomial chance-constraints under mixture ambiguity sets.

Abstract. Given $X \subset R^n$, $\varepsilon \in (0,1)$, a parametrized family of probability distributions $(\mu\_{a})\_{a\in A}$ on $\Omega\subset R^p$, ...

Nov 21, 2018 · Another possible and related ambiguity set is to consider the family of measures µ on Ω whose first and second-order moments a = (m, σ) belong ...

Distributionally robust polynomial chance-constraints under mixture ambiguity sets. Authors: Jean B. Lasserre, Tillmann WeisserAuthors Info & Claims.

Distributionally robust polynomial chance-constraints under mixture ambiguity sets · J. Lasserre, T. Weisser · Published in Mathematical programming 30 March 2018 ...

Sep 16, 2019 · In the robust approach one imposes the constraint x ∈ XR := {x ∈ X : f (x,ω) > 0, ∀ω ∈ } on the decision variable x. However, sometimes the ...

Abstract: We introduce a new class of distributionally robust optimization problems under decision-dependent ambiguity sets. In particular, as our ambiguity ...

Apr 26, 2024 · This is the first polynomial-time algorithm with guarantees approaching the information-theoretic limit for non-Gaussian distributions. Previous ...

Distributionally robust optimization (DRO) is a data-driven modeling approach that assumes the avail- ability of partial information on the underlying ...