A note on the connectedness of chance constraints
dc.contributor.author | Henrion, René | |
dc.contributor.editor | Higle, Julie L. | |
dc.contributor.editor | Römisch, Werner | |
dc.contributor.editor | Sen, Surrajeet | |
dc.date.accessioned | 2017-06-16T19:40:26Z | |
dc.date.available | 2017-06-16T19:40:26Z | |
dc.date.created | 2006-02-09 | |
dc.date.issued | 2000-08-29 | |
dc.date.submitted | 2000-08-01 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/8897 | |
dc.description.abstract | 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 $h$. | eng |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | chance constraints | eng |
dc.subject | Probabilistic constraints | eng |
dc.subject | connectedness | eng |
dc.subject | storage level constraints | eng |
dc.subject.ddc | 510 Mathematik | |
dc.title | A note on the connectedness of chance constraints | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-110-18452/8897-5 | |
dc.identifier.doi | http://dx.doi.org/10.18452/8245 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2002 | |
dc.identifier.zdb | 2936317-2 | |
dcterms.bibliographicCitation.originalpublishername | Springer Science + Business Media | |
dcterms.bibliographicCitation.originalpublisherplace | Dordrecht [u.a.] | |
bua.series.name | Stochastic Programming E-Print Series | |
bua.series.issuenumber | 2000,21 |