{"id":"https://openalex.org/W4385664877","doi":"https://doi.org/10.1080/10556788.2023.2241149","title":"Distributionally robust joint chance-constrained programming with Wasserstein metric","display_name":"Distributionally robust joint chance-constrained programming with Wasserstein metric","publication_year":2023,"publication_date":"2023-08-08","ids":{"openalex":"https://openalex.org/W4385664877","doi":"https://doi.org/10.1080/10556788.2023.2241149"},"language":"en","primary_location":{"id":"doi:10.1080/10556788.2023.2241149","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1080/10556788.2023.2241149","pdf_url":null,"source":{"id":"https://openalex.org/S103047102","display_name":"Optimization methods & software","issn_l":"1026-7670","issn":["1026-7670","1029-4937","1055-6788"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Optimization Methods and Software","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5057598040","display_name":"Yining Gu","orcid":null},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yining Gu","raw_affiliation_strings":["School of Mathematics, Shanghai University of Finance and Economics, Shanghai, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shanghai University of Finance and Economics, Shanghai, People's Republic of China","institution_ids":["https://openalex.org/I181679659"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101965830","display_name":"Yanjun Wang","orcid":"https://orcid.org/0000-0003-3702-5693"},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yanjun Wang","raw_affiliation_strings":["School of Mathematics, Shanghai University of Finance and Economics, Shanghai, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shanghai University of Finance and Economics, Shanghai, People's Republic of China","institution_ids":["https://openalex.org/I181679659"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101965830"],"corresponding_institution_ids":["https://openalex.org/I181679659"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.12435294,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"39","issue":"1","first_page":"134","last_page":"168"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9571999907493591,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10545","display_name":"Optimization and Variational Analysis","score":0.9487000107765198,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6890604496002197},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.6241018176078796},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6210896372795105},{"id":"https://openalex.org/keywords/wasserstein-metric","display_name":"Wasserstein metric","score":0.5750178098678589},{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.5659395456314087},{"id":"https://openalex.org/keywords/affine-transformation","display_name":"Affine transformation","score":0.4734437167644501},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.4292777180671692},{"id":"https://openalex.org/keywords/relaxation","display_name":"Relaxation (psychology)","score":0.4222838282585144},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.3676333725452423},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.21241512894630432},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.18765124678611755}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6890604496002197},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.6241018176078796},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6210896372795105},{"id":"https://openalex.org/C2777634741","wikidata":"https://www.wikidata.org/wiki/Q768993","display_name":"Wasserstein metric","level":2,"score":0.5750178098678589},{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.5659395456314087},{"id":"https://openalex.org/C92757383","wikidata":"https://www.wikidata.org/wiki/Q382497","display_name":"Affine transformation","level":2,"score":0.4734437167644501},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.4292777180671692},{"id":"https://openalex.org/C2776029896","wikidata":"https://www.wikidata.org/wiki/Q3935810","display_name":"Relaxation (psychology)","level":2,"score":0.4222838282585144},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.3676333725452423},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.21241512894630432},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.18765124678611755},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/10556788.2023.2241149","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1080/10556788.2023.2241149","pdf_url":null,"source":{"id":"https://openalex.org/S103047102","display_name":"Optimization methods & software","issn_l":"1026-7670","issn":["1026-7670","1029-4937","1055-6788"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Optimization Methods and Software","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.8100000023841858,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions"}],"awards":[{"id":"https://openalex.org/G5187830278","display_name":null,"funder_award_id":"11271243","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1518992076","https://openalex.org/W1647779468","https://openalex.org/W1967729795","https://openalex.org/W1977321908","https://openalex.org/W1981776996","https://openalex.org/W1983609582","https://openalex.org/W1985077192","https://openalex.org/W1988622494","https://openalex.org/W1995670718","https://openalex.org/W2002307851","https://openalex.org/W2066503680","https://openalex.org/W2067796483","https://openalex.org/W2077791698","https://openalex.org/W2092660864","https://openalex.org/W2099506495","https://openalex.org/W2117156423","https://openalex.org/W2120553521","https://openalex.org/W2128244396","https://openalex.org/W2336156739","https://openalex.org/W2605458048","https://openalex.org/W2614002454","https://openalex.org/W2799970771","https://openalex.org/W2921349977","https://openalex.org/W2963450292","https://openalex.org/W2972428093","https://openalex.org/W2987829099","https://openalex.org/W2987963462","https://openalex.org/W3122086209","https://openalex.org/W3128377704","https://openalex.org/W4286494325","https://openalex.org/W4307640775"],"related_works":["https://openalex.org/W4296292907","https://openalex.org/W4292217711","https://openalex.org/W3174740571","https://openalex.org/W4319303015","https://openalex.org/W3148598382","https://openalex.org/W4294970943","https://openalex.org/W4297629966","https://openalex.org/W2622294357","https://openalex.org/W4385664877","https://openalex.org/W4226323112"],"abstract_inverted_index":{"AbstractIn":[0],"this":[1,86],"paper,":[2],"we":[3],"develop":[4],"an":[5,63],"exact":[6,76],"reformulation":[7,127],"and":[8,113,138,241,254,289,306],"a":[9,20,82,123,278],"deterministic":[10],"approximation":[11,57,73,87,118],"for":[12,69,128],"distributionally":[13,251,299],"robust":[14,36,145,252,300],"joint":[15,70,129],"chance-constrained":[16],"programmings":[17],"(DRCCPs)":[18],"with":[19,232,280],"general":[21],"class":[22],"of":[23,85,140,160,187,201,217,235,239,266,283,287],"convex":[24,83,126],"uncertain":[25],"constraints":[26,38,68],"under":[27,77],"data-driven":[28],"Wasserstein":[29],"ambiguity":[30],"sets.":[31],"It":[32,49],"is":[33,50,74,106,120,226,276],"known":[34],"that":[35,52],"chance":[37],"can":[39,59],"be":[40,60],"conservatively":[41],"approximated":[42],"by":[43,89,164,190,196],"worst-case":[44,55],"conditional":[45],"value-at-risk":[46],"(CVaR)":[47],"constraints.":[48],"shown":[51],"the":[53,103,110,114,116,135,141,165,179,184,188,211,215,229,233,260,264,281],"proposed":[54,142],"CVaR":[56],"model":[58,88,119],"reformulated":[61],"as":[62],"optimization":[64,146],"problem":[65],"involving":[66],"biconvex":[67,99],"DRCCP.":[71,131],"This":[72],"essentially":[75],"certain":[78],"conditions.":[79],"We":[80],"derive":[81],"relaxation":[84],"constructing":[90],"new":[91],"decision":[92,111],"variables":[93],"which":[94],"allows":[95],"us":[96],"to":[97,122],"eliminate":[98],"terms.":[100],"Specifically,":[101],"when":[102],"constraint":[104],"function":[105],"affine":[107],"in":[108,223,273],"both":[109],"variable":[112],"uncertainty,":[115],"resulting":[117],"equivalent":[121],"tractable":[124],"mixed-integer":[125],"binary":[130],"Numerical":[132],"results":[133],"illustrate":[134],"computational":[136],"effectiveness":[137],"superiority":[139],"formulations.Keywords:":[143],"Distributionally":[144],"problemchance-constrained":[147],"programmingWasserstein":[148],"metricconic":[149],"optimizationmixed-integer":[150],"programmingMathematics":[151],"Subject":[152],"Classification":[153],"(2000):":[154],"90C1590C1190C25":[155],"Disclosure":[156],"statementNo":[157],"potential":[158],"conflict":[159],"interest":[161],"was":[162,194],"reported":[163],"author(s).Data":[166],"availability":[167],"statementSome":[168],"or":[169,173,176],"all":[170],"data,":[171],"models,":[172],"code":[174],"generated":[175],"used":[177],"during":[178],"study":[180],"are":[181],"available":[182],"from":[183,214,263],"first":[185],"author":[186],"paper":[189],"request.Additional":[191],"informationFundingThis":[192],"research":[193,246,294],"supported":[195],"National":[197],"Natural":[198],"Science":[199],"Foundation":[200],"China":[202],"(Grant":[203],"No.":[204],"11271243).Notes":[205],"on":[206],"contributorsYining":[207],"GuYining":[208],"Gu,":[209],"received":[210,259],"M.S.":[212],"degree":[213,231,262],"School":[216,234,265,282],"Mathematics,":[218,236,284],"Tianjin":[219],"University,":[220,270],"Tianjin,":[221],"China,":[222,272],"2018.":[224],"She":[225,275],"currently":[227,277],"pursuing":[228],"Ph.D.":[230,261],"Shanghai":[237,285],"University":[238,286],"Finance":[240,288],"Economics,":[242,290],"Shanghai,":[243,291],"China.":[244,292],"Her":[245,293],"interests":[247,295],"include":[248,296],"stochastic":[249,297],"optimization,":[250,253,298,301,303,305],"their":[255,307],"applications.Yanjun":[256],"WangYanjun":[257],"Wang,":[258],"Science,":[267],"Xi'an":[268],"Jiaotong":[269],"Xi'an,":[271],"2004.":[274],"Professor":[279],"non-convex":[302],"global":[304],"applications.":[308]},"counts_by_year":[],"updated_date":"2025-12-24T23:09:58.560324","created_date":"2025-10-10T00:00:00"}
