STOCHASTIC PROGRAMS WITH RECOURSE: ON THE CONTINUITY OF THE OBJECTIVE,

Abstract

In an earlier paper, 'Stochastic Programs with Recourse,' the authors introduced a general class of stochastic (linear) programs and showed, among other things, that the objective of any such program is convex when considered as a function of the first-stage decision variables. In this paper it is shown that the objective is also lower semi-continuous. In the process of proving this result, a lemma of general interest in the theory of convex functions is established.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1968
Accession Number
AD0665736

Entities

People

  • David W. Walkup
  • R. J.-b. Wets

Organizations

  • Boeing

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Continuity
  • Functions (Mathematics)

Fields of Study

  • Mathematics

Readers

  • Distributed Systems and Data Platform Development
  • Software Engineering
  • Statistical inference.