On the connectedness of probabilistic constraint sets (Q1599292)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the connectedness of probabilistic constraint sets |
scientific article; zbMATH DE number 1752508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the connectedness of probabilistic constraint sets |
scientific article; zbMATH DE number 1752508 |
Statements
On the connectedness of probabilistic constraint sets (English)
0 references
9 June 2002
0 references
For the development of stochastic programming methods the properties of feasible regions under probabilistic (chance) constraints are important. In the present note it is proved that assumption about quasiconvexity of the function involved in the probabilistic constraint is sufficient (no assumptions on related probability distribution are needed) to the connectedness of the feasible region.
0 references
probabilistic constraints
0 references
connectedness
0 references
quasiconvexity
0 references
0 references
