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# SPEPS Preprint

 Author(s): René Henrion, Weierstrass Institute for Applied Analysis and Stochastics Title: A note on the connectedness of chance constraints Date of Acceptance: 29.08.2000 Submission Date: 01.08.2000 Series Title: Stochastic Programming E-Print Series (SPEPS) Editors: Julie L. Higle; Werner Römisch; Surrajeet Sen Keywords (eng): chance constraints, Probabilistic constraints, connectedness, storage level constraints Appeared in: Journal of optimization theory and applications 3 (Vol. 112, 2002) Springer Science + Business Media (Dordrecht [u.a.]) Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link. Endnote   Bibtex

Abstract (eng):
We prove a result on connectedness of (functional) chance constraints $P(h(x) \ge g(\xi) \ge p$, where the decision variable $x$ belongs to a Banach space and $h$ is assumed to be strictly quasiconcave. The derived characterization completely relies on a constraint qualification for the mapping $h$. There are no assumptions on the distribution of $\xi$ involved. For the purpose of illustration, a generic application is briefly discussed. Limiting counter-examples are provided and a simple criterion for the constraint qualification to hold is given in case of linear $h$.
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