The contradiction between the effective supply and the uncertain demand in housing security system, which is an important part of the urban social security system, has been a major obstacle to urban sustainable development since 1998, and how to effectively deal with it is becoming more and more important. In this paper, the uncertain demand of indemnificatory housing, which was caused by the rapid urbanization, is considered, and the models for indemnificatory housing provision under box constraints, ellipsoid constraints and polyhedral constraints are constructed respectively by using distributional robust optimization, and at the same time, the reliability of optimal models in theory is proved in the form of theorem. In the end, as application of models, the paper takes Beijing as an example, and conducts empirical research on provision of indemnificatory housing during the past five years (2006-2010), which shows the effectiveness of the method.
