Data-Driven Approximations of Chance Constrained Programs in Nonstationary Environments
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DOI: 10.1109/lcsys.2022.3174132
Abstract: We study sample average approximations (SAA) of chance constrained programs. SAA methods typically approximate the actual distribution in the chance constraint using an empirical distribution constructed from random samples assumed to be independent and identically… read more here.
Keywords: constrained programs; actual distribution; distribution; chance constrained ... See more keywords