On the connectedness of probabilistic constraint sets

Journal of Optimization Theory and Applications

Volumn 112, Issue 3, 2002, Pages 657-663

  Henrion, R ^a  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

chance constraints; connectedness; Probabilistic constraints; storage level constraints

Indexed keywords

CHANCE CONSTRAINT; CONDITION; CONNECTEDNESS; CONSTRAINT SET; PROBABILISTIC CONSTRAINTS; SIMPLE++; STORAGE LEVEL; STORAGE LEVEL CONSTRAINT;

EID: 0036106948     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017976418636     Document Type: Article

References (5)

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2. KALL, P., and WALLACE, S., Stochastic Programming, Wiley, New York, NY, 1994.
3. PRÉKOPA, A., Stochastic Programming, Kluwer, Dordrecht, Holland, 1995.
4. PRÉKOPA, A., and SZÁNTAI, T., On Optimal Regulation of a Storage Level with Application to the Water Level Regulation of a Lake, European Journal of Operations Research, Vol. 3, pp. 175-189, 1978.
5. HENRION, R., and MÖLLER, A., Optimization of a Continuous Distillation Process under Random Inflow Rate, to appear in Computers and Mathematics with Applications.