Approximations for chance-constrained programming problems

DOI10.1080/17442508308833272zbMath0536.90067OpenAlexW2042322034MaRDI QIDQ3321841

Gabriella Salinetti

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833272

zbMATH Keywords

approximation approachchance-constrained stochastic programmingconvergence of sequences of measurable multifunctions

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (12)

A stochastic approach to stability in stochastic programming ⋮ A note on estimates in stochastic programming ⋮ A successive approximation method for solving probabilistic constrained programs ⋮ Continuity of the feasible solution sets of probabilistic constrained programs ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Distribution sensitivity in stochastic programming ⋮ Stability analysis for stochastic programs ⋮ The generalized inverse in parametric programming ⋮ Essential (convex) closure of a family of random sets and its applications ⋮ Estimated stochastic programs with chance constraints ⋮ Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch

Cites Work

• Unnamed Item
• Unnamed Item
• On the continuity of the minimum set of a continuous function
• Measurable dependence of convex sets and functions on parameters
• On the Convergence of Sequences of Convex Sets in Finite Dimensions
• Global stability of optimization problems
• Convex Analysis
• Point-to-Set Maps in Mathematical Programming

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