Relaxations of stochastic constraints in the class of finitely additive probabilities
A system of nonconvex constraints on expectations of given bounded random variables is considered. It is generally assumed that the random variables are discussed in relation to a classs of finitely additive probabilities. Topological behaviours of the domain of accessibility are also discussed. Moreover, nonmonotonic perturbations of the parameters and its role in the relaxations of stochastic constraints are also considered. Several remarks and comments on the stochastic constraints are given. The relationships to certain problems in control theory are mentioned. Similar relaxation problems have been presented in the author's monograph ``Finitely additive measures and relaxations of extremal problems'' (1996; Zbl 0863.49001).
scientific article; zbMATH DE number 1564587