1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.OC2023★ 1 cited
Data-driven Approximation of Distributionally Robust Chance Constraints using Bayesian Credible Intervals
Zhiping Chen, Wentao Ma, Bingbing Ji
The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as…
math.OC2021★ 1 cited
Multistage Utility Preference Robust Optimization
Jia Liu, Zhiping Chen, Huifu Xu
In this paper, we consider a multistage expected utility maximization problem where the decision maker's utility function at each stage depends on historical data and the informati…
math.OC2021
Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
Yu Mei, Jia Liu, Zhiping Chen
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability…