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 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.

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