IEEE - Institute of Electrical and Electronics Engineers, Inc. - Random convex approximations of ambiguous chance constrained programs

2016 IEEE 55th Conference on Decision and Control (CDC)

Author(s): Shih-Hao Tseng ; Eilyan Bitar ; Ao Tang
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2016
Conference Location: Las Vegas, NV, USA
Conference Date: 12 December 2016
Page(s): 6,210 - 6,215
ISBN (Electronic): 978-1-5090-1837-6
ISBN (DVD): 978-1-5090-1844-4
DOI: 10.1109/CDC.2016.7799224
Regular:

We investigate an approach to the approximation of ambiguous chance constrained programs (ACCP) in which the underlying distribution describing the random parameters is itself uncertain. We model... View More

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