A distributionally robust perspective on uncertainty quantification and chance constrained programming

Keyphrases

• Uncertainty Quantification 100%
• Chance-constrained Programming 100%
• Distributionally Robust 100%
• Structural Properties 33%
• Physical Systems 33%
• Engineering Systems 33%
• High Probability 33%
• Generalized Moments 33%
• Computable 33%
• Economic System 33%
• Tractability 33%
• Problem Class 33%
• Physical Economics 33%
• Conservative Approximation 33%
• Ambiguity-averse 33%
• Safety Condition 33%
• Physical Engineering 33%
• Distributionally Robust Optimization 33%
• Ambiguity Set 33%
• Unimodality 33%
• Conic Reformulation 33%

Engineering

• Uncertainty Quantification 100%
• Engineering 33%
• Structural Property 33%
• Reformulation 33%
• Class Problem 33%
• Distributionally Robust Optimization 33%

Computer Science

• Chance-Constrained Programming 100%
• Approximation (Algorithm) 50%
• Structural Property 50%
• Distributionally Robust Optimization 50%