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

DOI10.1007/S10479-012-1105-6zbMATH Open1278.90287OpenAlexW2021339298MaRDI QIDQ1761846FDOQ1761846

Esmaile Khorram, Zahra Mashayekhi Zadeh

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)

Cites Work

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

Cited In (6)

• Convexity and optimization with copulæ structured probabilistic constraints
• Eventual convexity of probability constraints with elliptical distributions
• Chance constrained programming with some non-normal continuous random variables
• Eventual convexity of chance constrained feasible sets
• An Inner-Outer Approximation Approach to Chance Constrained Optimization
• On the Convexity of Level-sets of Probability Functions

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