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This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability distributions of the uncertain parameters within a chosen Wasserstein distance from an empirical distribution.
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F. Qiu, S. Ahmed, S. S. Dey, and L. A. Wolsey · 2014
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Chance-constrained binary packing problems
Y. Song, J. R. Luedtke, and S. Küçükyavuz · 2014
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On the rate of convergence in Wasserstein distance of the empirical measure
N. Fournier and A. Guillin · 2015
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A distributionally robust perspective on uncertainty quantification and chance constrained programming
G. A. Hanasusanto, V. Roitch, D. Kuhn, and W. Wiesemann · 2015
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Polyhedral results for a class of cardinality constrained submodular minimization problems
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