2 papers
math.OC2026
Eventual convexity for separable chance constraints with skewed generalized hyperbolic random variables
Heng Zhang, Abdel Lisser
Chance constraints are widely used in optimization under uncertainty. This paper aims to show the eventual convexity (EV) of chance constraints with skewed generalized hyperbolic (…
math.OC2025
Convexity of chance constraints for elliptical and skewed distributions with copula structures dependent on decision variables
Heng Zhang, Abdel Lisser
Chance constraints describe a set of given random inequalities depending on the decision vector satisfied with a large enough probability. They are widely used in decision making u…