On the Connectedness of Probabilistic Constraint Sets

Journal of Optimization Theory and Applications（2002）

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摘要

We prove a result on the connectedness of (abstract) probabilistic constraints P ( h ( x ,ζ)≤0)≥ p without any assumption on the distribution of ζ. An application to storage level constraints is discussed briefly. Illustrating examples are provided and a simple criterion for the required condition is given in the case of linear h .

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关键词

probabilistic constraints,chance constraints,connectedness,storage level constraints

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