Convexity of chance constrained programming problems with respect to a new generalized concavity notion

DOI10.1007/S10479-012-1105-6MaRDI QIDQ1761846zbMATH OpenOpenAlexFDO

Authors Zahra Mashayekhi Zadeh, Esmaile Khorram

Publication date 15 November 2012

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-012-1105-6

zbMATH Keywords

convexitychance constrained programsprobabilistic constrained programming

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites work

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• Bounds for probabilistic integer programming problems
• Chance Constrained Programming with Joint Constraints
• Concavity and efficient points of discrete distributions in probabilistic programming.
• Convex measures on locally convex spaces
• Convexity of chance constraints with independent random variables
• Estimated stochastic programs with chance constraints
• Modelling aspects of distributed processing in telecommunication networks
• On Chance Constrained Programming Problems with Joint Constraints
• On convexity of measures
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• \(\alpha\)-concave functions and measures and their applications

Cited in

(9)

• Convexity and optimization with copulæ structured probabilistic constraints
• An inner-outer approximation approach to chance constrained optimization
• Eventual convexity of probability constraints with elliptical distributions
• On the convexity of level-sets of probability functions
• Convexity of Gaussian chance constraints and of related probability maximization problems
• Chance constrained programming with some non-normal continuous random variables
• Convexity of chance constraints with independent random variables
• Eventual convexity of chance constrained feasible sets
• scientific article; zbMATH DE number 4141792 (Why is no real title available?)

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