50 citations · 53 across the 7 of their papers we have counts for
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math.OC2018★ 50 cited
Data-Driven Chance Constrained Programs over Wasserstein Balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
We provide an exact deterministic reformulation for data-driven chance constrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constr…
eess.SY2018★ 1 cited
Distributionally Robust Optimization for Sequential Decision Making
Zhi Chen, Pengqian Yu, William B. Haskell
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversar…