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    Chance constraints in PDE constrained optimization
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Farshbaf-Shaker, M. Hassan; Henrion, René; Hömberg, Dietmar
    Chance constraints represent a popular tool for finding decisions that enforce a robust satisfaction of random inequality systems in terms of probability. They are widely used in optimization problems subject to uncertain parameters as they arise in many engineering applications. Most structural results of chance constraints (e.g., closedness, convexity, Lipschitz continuity, differentiability etc.) have been formulated in a finite-dimensional setting. The aim of this paper is to generalize some of these well-known semi-continuity and convexity properties to a setting of control problems subject to (uniform) state chance constraints.