Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity
Published in INFORMS Journal on Computing (Minor Revision), 2025
This paper develops a strengthened and faster linear approximation approach for Wasserstein ambiguity-based joint chance constraints.
Recommended citation: Y. Zhou, Y. Xia, H-B. Yang, and T. Morstyn. “Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity.” Minor revision in INFORMS Journal on Computing (IJoC).
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