Technical Note—A Simple Concavity Condition for a Class of Chance-Constrained Programming Problems with Joint Constraints
نویسندگان
چکیده
منابع مشابه
Convexity of chance constrained programming problems with respect to a new generalized concavity notion
In this paper, convexity of chance constrained problems have been investigated. A new generalization of convexity concept, named h-concavity, has been introduced and it has been shown that this new concept is the generalization of the α-concavity. Then, using the new concept, some of the previous results obtained by Shapiro et al. [in Lecture Notes on Stochastic Programming Modeling and Theory,...
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ژورنال
عنوان ژورنال: Operations Research
سال: 1976
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.24.2.378