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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Stochastic programming problems with chance constraints
 Harcek, Milan ; Branda, Martin (advisor) ; Kopa, Miloš (referee)
The thesis presents stochastic programming with chance contraints. We begin with the definition of convex set, convex and concave function and we study the convexity of programs with deterministic constraints. We continue with the definition of quasi-concave and quasi-convex function. After that, we put our mind to probabilistic constraints and the convexity of feasible set and show the formulation of joint and separate probabilistic constraints. We discuss properties of feasible set in general case, without any assumptions concerning the probability distribution of random variable. Finally, we apply our theory to random vectors with finite discrete distribution and multiva- riate normal distribution. 1
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