On the connectedness of probabilistic constraint sets

DOI10.1023/A:1017976418636zbMath1072.90024OpenAlexW1509509512MaRDI QIDQ1599292

René Henrion

Publication date: 9 June 2002

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

Full work available at URL: https://doi.org/10.1023/a:1017976418636

zbMATH Keywords

connectednessquasiconvexityprobabilistic constraints

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

Construction of confidence absorbing set for analysis of static stochastic systems ⋮ Dynamic consistency for stochastic optimal control problems ⋮ Two approaches to stochastic optimal control problems with a final-time expectation constraint

Cites Work

• Unnamed Item
• On optimal regulation of a storage level with application to the water level regulation of a lake
• Optimization of a continuous distillation process under random inflow rate.
• Introduction to Stochastic Programming

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