On the connectedness of probabilistic constraint sets (Q1599292)
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| Language | Label | Description | Also known as |
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| English | On the connectedness of probabilistic constraint sets |
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On the connectedness of probabilistic constraint sets (English)
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9 June 2002
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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.
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probabilistic constraints
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connectedness
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quasiconvexity
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