On the connectedness of probabilistic constraint sets
type: Item
instance of: scholarly article
title: On the connectedness of probabilistic constraint sets
zbMATH Open document ID: 1072.90024
DOI: 10.1023/A:1017976418636
published in: Journal of Optimization Theory and Applications
publication date: 2002-06-09T00:00:00Z
review text: For the development of stochastic programming methods the properties of feasible regions under probabilistic (chance) constraints are important. In the present note it is proved that assumption about quasiconvexity of the function involved in the probabilistic constraint is sufficient (no assumptions on related probability distribution are needed) to the connectedness of the feasible region.
reviewed by: Antanas Žilinskas
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 1752508
zbMATH Keywords: probabilistic constraints
zbMATH Keywords: connectedness
zbMATH Keywords: quasiconvexity
author: René Henrion
MaRDI profile type: Publication
cites work: Introduction to Stochastic Programming
cites work: Q4309474
cites work: On optimal regulation of a storage level with application to the water level regulation of a lake
cites work: Optimization of a continuous distillation process under random inflow rate.
full work available at URL: a:1017976418636
OpenAlex ID: W1509509512
description: scientific article; zbMATH DE number 1752508