Distributionally robust joint chance constraints with second-order moment information - Zymler, Steve; Kuhn, Daniel; Rustem, Berç (Mathematical programming, 2013)
Keywords: Analysis; Approximation; Benchmarking; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Dynamic tests; Full Length Paper; Inequality; Mathematical analysis; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical models; Mathematics; Mathematics and Statistics; Mathematics of Computing; Numerical Analysis; Optimization; Probability; Probability distribution; Programming; Semidefinite programming; Studies; Theoretical; Tightness; 90C22; 90C15