Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty
Author
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-15
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We discuss and develop the convex approximation for robust joint chance constraints under uncertainty of first- and second-order moments.
Robust chance constraints are approximated by Worst-Case CVaR constraints which can be reformulated by a semidefinite programming.
Then the chance constrained problem can be presented as semidefinite programming.
We also find that the approximation for robust joint chance constraints has an equivalent individual quadratic approximation form.
American Psychological Association (APA)
Ding, Ke-wei. 2014. Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-475553
Modern Language Association (MLA)
Ding, Ke-wei. Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty. Journal of Applied Mathematics No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-475553
American Medical Association (AMA)
Ding, Ke-wei. Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-475553
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-475553