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math.OC2026
Contextual Distributionally Robust Chance-Constrained Programs: Exact Reformulations and Valid Inequalities
Hanbin Yang, Nan Jiang, Guodong Lyu
We study a contextual distributionally robust chance-constrained programming (C-DRCCP) model that controls violation probabilities conditional on a neighborhood of a target context…
math.OC2026
Tightening CVaR Approximations via Scenario-Wise Scaling for Chance-Constrained Programming
Rui Chen, Nan Jiang
Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally chall…