Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity

• Yihong Zhou

  Corresponding Author

  Yihong Zhou

  [email protected]

  https://orcid.org/0000-0002-5015-8661

  Department of Engineering Science, University of Oxford, Oxford OX1 2JD, United Kingdom

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  ,
• Yuxin Xia

  Yuxin Xia

  [email protected]

  https://orcid.org/0000-0003-3211-2579

  Department of Engineering Science, University of Oxford, Oxford OX1 2JD, United Kingdom

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  ,
• Hanbin Yang

  Hanbin Yang

  [email protected]

  https://orcid.org/0000-0003-1139-3375

  Business School, Hong Kong University of Science and Technology, Hong Kong, China

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  ,
• Thomas Morstyn

  Thomas Morstyn

  [email protected]

  https://orcid.org/0000-0003-2781-9588

  Department of Engineering Science, University of Oxford, Oxford OX1 2JD, United Kingdom

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