Continuity of the feasible solution sets of probabilistic constrained programs

DOI10.1007/BF00940733zbMath0661.90066MaRDI QIDQ1113805

Jinde Wang

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

probabilistic constraintsstability resultsstochastic programcontinuity of the feasibility setreliability levels

Mathematics Subject Classification ID

Stochastic programming (90C15) Set-valued maps in general topology (54C60)

Related Items (10)

A stochastic approach to stability in stochastic programming ⋮ A successive approximation method for solving probabilistic constrained programs ⋮ Stability analysis for stochastic programs ⋮ On stability in multiobjective programming. A stochastic approach ⋮ Stability and sensitivity-analysis for stochastic programming ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Estimated stochastic programs with chance constraints ⋮ Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch

Cites Work

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• Approximations for chance-constrained programming problems
• Point-to-Set Maps in Mathematical Programming

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