Stochastic programs with chance constraints: Generalized convexity and approximation issues

被引：0

作者：

Wets, RJB ^{[1
]}

机构：

[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA

来源：

GENERALIZED CONVEXITY, GENERALIZED MONOTONICITY: RECENT RESULTS | 1998年 / 27卷

关键词：

D O I：

暂无

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Averaging has a smoothing and convexifying effect. So expectation functionals are 'usually' convex. However, for an important class of expectation functionals that arise in stochastic programs with chance constraints one can obtain no more than quasi-convexity. Approximation questions for this class of expectation functionals are also being considered.(1)

引用

页码：61 / 74

页数：14

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