Convexity of chance constrained programming problems with respect to a new generalized concavity notion

DOI10.1007/s10479-012-1105-6zbMath1278.90287OpenAlexW2021339298MaRDI QIDQ1761846

Esmaile Khorram, Zahra Mashayekhi Zadeh

Publication date: 15 November 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1105-6

zbMATH Keywords

convexitychance constrained programsprobabilistic constrained programming

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items (4)

Eventual convexity of probability constraints with elliptical distributions ⋮ An Inner-Outer Approximation Approach to Chance Constrained Optimization ⋮ On the Convexity of Level-sets of Probability Functions ⋮ Convexity and optimization with copulæ structured probabilistic constraints

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• On Chance Constrained Programming Problems with Joint Constraints
• Chance Constrained Programming with Joint Constraints
• Concavity and efficient points of discrete distributions in probabilistic programming.

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