On the connectedness of probabilistic constraint sets (Q1599292): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Introduction to Stochastic Programming / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4309474 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On optimal regulation of a storage level with application to the water level regulation of a lake / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimization of a continuous distillation process under random inflow rate. / rank | |||
Normal rank | |||
Revision as of 10:29, 4 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the connectedness of probabilistic constraint sets |
scientific article |
Statements
On the connectedness of probabilistic constraint sets (English)
0 references
9 June 2002
0 references
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.
0 references
probabilistic constraints
0 references
connectedness
0 references
quasiconvexity
0 references
