Sufficient conditions for quasiconcavity of the probability function

Consideration was given to the properties of the probability and quantile functions that are sufficient for effective solution of the stochastic optimization problems involving such functions. Presented were sufficient conditions for quasiconcavity (logarithmic concavity) of the probabilistic measure which is one of the two main conditions guaranteeing quasiconcavity of the probability function and quasiconvexity of the quantile function.

Presented by the member of Editorial Board: P. S. Shcherbakov