
Accession Number : AD0665736
Title : STOCHASTIC PROGRAMS WITH RECOURSE: ON THE CONTINUITY OF THE OBJECTIVE,
Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB
Personal Author(s) : Walkup,David W. ; Wets,R. J.B.
Report Date : JAN 1968
Pagination or Media Count : 13
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 firststage decision variables. In this paper it is shown that the objective is also lower semicontinuous. In the process of proving this result, a lemma of general interest in the theory of convex functions is established.
Descriptors : (*MATHEMATICAL PROGRAMMING, STOCHASTIC PROCESSES), FUNCTIONS(MATHEMATICS), MEASURE THEORY, SET THEORY, SEQUENCES(MATHEMATICS), RANDOM VARIABLES, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE