|edoc-Server der Humboldt-Universität zu Berlin|
|Author(s):||René Henrion, Weierstrass-Institute Berlin||Title:||Structure and stability of probabilistic storage level constraints|
|Date of Acceptance:||02.11.2000|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
Lecture notes in economics and mathematical systems : LNEMS ; operations research, computer science, social science (Vol. 513, 2002)
Springer (Berlin [u.a.])
|Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.||Endnote Bibtex|
|We consider the structure of probabilistic storage level constraints as well as the stability of solutions to optimization problems involving such constraints. Apart from the general case, special structures with and without discretization are analyzed. Structures of the feasible set are characterized in terms of convexity and/or connectedness. Stability of solution sets with respect to perturbations of the probability measure is formulated by means of upper and lower semicontinuity of the associated multivalued mapping.|
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