Continuity of the feasible solution sets of probabilistic constrained programs (Q1113805)

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scientific article; zbMATH DE number 4081300
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Continuity of the feasible solution sets of probabilistic constrained programs
scientific article; zbMATH DE number 4081300

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    Continuity of the feasible solution sets of probabilistic constrained programs (English)
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    1989
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    We show the continuity of the feasibility set with respect to the reliability levels and with respect to the distribution of the random elements of a stochastic program with probabilistic constraints. Continuity is then used to obtain stability results for this type of stochastic program. An easy criterion is given for checking the conditions which guarantee the continuity of the feasibility set.
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    continuity of the feasibility set
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    reliability levels
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    stochastic program
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    probabilistic constraints
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    stability results
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