edoc-Server der Humboldt-Universität zu Berlin

SPEPS Preprint

Author(s): René Henrion, WIAS
Cyrille Strugarek, EDF R&D
Title: Convexity of chance constraints with independent random variables
Date of Acceptance: 15.05.2006
Submission Date: 09.02.2006
Series Title: Stochastic Programming E-Print Series
(SPEPS)
Editors: Julie L. Higle; Werner Römisch; Surrajeet Sen
Complete Preprint: ps (urn:nbn:de:kobv:11-10066261)
Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link. Endnote   Bibtex  

Abstract (eng):
We investigate the convexity of chance constraints with independent random variables. It will be shown, how concavity properties of the mapping related to the decision vector have to be combined with a suitable property of decrease for the marginal densities in order to arrive at convexity of the feasible set for large enough probability levels. It turns out that the required decrease can be verified for most prominent density functions. The results are applied then, to derive convexity of linear chance constraints with normally distributed stochastic coefficients when assuming independence of the rows of the coefficient matrix.
Access Statistics: These data concerning access statistics for individual documents have been compiled using the webserver log files aggregated by AWSTATS. They refer to a monthly access count to the full text documents as well as to the entry page.
 
As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.
 
To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.
Startseite: 1 Zugriffe Startseite: 3 Zugriffe Startseite: 1 Zugriffe Startseite: 1 Zugriffe Startseite: 3 Zugriffe Startseite: 3 Zugriffe Startseite: 1 Zugriffe Startseite: 2 Zugriffe Startseite: 2 Zugriffe Startseite: 1 Zugriffe Startseite: 1 Zugriffe Startseite: 1 Zugriffe Startseite: 1 Zugriffe Startseite: 2 Zugriffe Startseite: 2 Zugriffe Startseite: 1 Zugriffe
Sep
11
Oct
11
Jan
12
Apr
12
Jun
12
Jul
12
Aug
12
Oct
12
Jan
13
Feb
13
Mar
13
Apr
13
May
13
Jun
13
Jul
13
Aug
13
Sep
13
Oct
13
Nov
13
Dec
13
Jan
14
Feb
14
Mar
14
Monat Sep
11
Oct
11
Jan
12
Apr
12
Jun
12
Jul
12
Aug
12
Oct
12
Mar
13
Apr
13
Jun
13
Aug
13
Sep
13
Oct
13
Nov
13
Jan
14
Startseite 1 3 1 1 3 3 1 2 2 1 1 1 1 2 2 1

Gesamtzahl der Zugriffe seit Sep 2011:

  • Startseite – 26 (1.13 pro Monat)
 
 
Generated at 17.04.2014, 00:23:45