On the connectedness of probabilistic constraint sets (Q1599292)

From MaRDI portal
Revision as of 10:29, 4 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    probabilistic constraints
    0 references
    connectedness
    0 references
    quasiconvexity
    0 references
    0 references