Research For Distributionally Robust Chance Constrained Optimization Problems

In recent years,the distributionally robust chance constrained optimization mod-el has been applied to many fields,such as investment portfolio,supply chain man-agement and dynamic traffic allocation problems.The research on its theory and al-gorithms has gradually become a hot topic among domestic and foreign experts and scholars.This paper mainly discusses the problem of distributionally robust chance con-strained optimization.Its main contents are as follows:In the first section,introduc-tion part introduces the research background,basic model,research progress of related fields,and the main work summary of the paper.In the second section,first,sum-marizes the types of the distribution set of the random variables.Secondly,the typical algorithm of distributionally robust chance constrained optimization problems and t-wo important applications are listed.In the third section,we use a specific numerical example to discuss the influence of different values of confidence level on the optimal value of a distributionally robust chance constrained optimization problem.Finally,we summarize the work of this paper and look forward to future research.