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2000-08-29Buch DOI: 10.18452/8245
A note on the connectedness of chance constraints
dc.contributor.authorHenrion, René
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:40:26Z
dc.date.available2017-06-16T19:40:26Z
dc.date.created2006-02-09
dc.date.issued2000-08-29
dc.date.submitted2000-08-01
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8897
dc.description.abstractWe 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.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectchance constraintseng
dc.subjectProbabilistic constraintseng
dc.subjectconnectednesseng
dc.subjectstorage level constraintseng
dc.subject.ddc510 Mathematik
dc.titleA note on the connectedness of chance constraints
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-110-18452/8897-5
dc.identifier.doihttp://dx.doi.org/10.18452/8245
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2002
dc.identifier.zdb2936317-2
dcterms.bibliographicCitation.originalpublishernameSpringer Science + Business Media
dcterms.bibliographicCitation.originalpublisherplaceDordrecht [u.a.]
bua.series.nameStochastic Programming E-Print Series
bua.series.issuenumber2000,21

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