Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty
Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty is a scholarly work, published in 2014 in ''Journal of Applied Mathematics''. The main subjects of the publication include mathematics, quadratic equation, -, Semidefinite embedding, CVAR, quadratically constrained quadratic program, multiple-criteria decision analysis, mathematical optimization, semidefinite programming, second-order cone programming, quadratic programming, Fuzzy differential equation, moment, regular polygon, convex optimization, and robust optimization. The authors also find that the approximation for robust joint chance constraints has an equivalent individual quadratic approximation form..