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In this chapter, we account for some structural properties of probability functions and feasible sets issued by probability constraints. Knowledge of these properties is helpful in numerical algorithms and can be exploited therein. In particular, we discuss differentiability and (eventual) convexity of feasible sets issued by probability constraints.

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Probability Constraints

  • 章节

  • 发表日期：

    2025年

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  • Wim Stefanus van Ackooij,
  • Welington Luis de Oliveira

摘要

In this chapter, we account for some structural properties of probability functions and feasible sets issued by probability constraints. Knowledge of these properties is helpful in numerical algorithms and can be exploited therein. In particular, we discuss differentiability and (eventual) convexity of feasible sets issued by probability constraints.