ON THE EXPECTED VALUE FUNCTION OF A SIMPLE INTEGER RECOURSE PROBLEM WITH RANDOM TECHNOLOGY MATRIX

被引：6

作者：

HANEVELD, WKK ^{[1
]}

VANDERVLERK, MH ^{[1
]}

机构：

[1] UNIV GRONINGEN, DEPT ECONOMETR, 9700 AV GRONINGEN, NETHERLANDS

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1994年 / 56卷 / 1-2期

关键词：

SIMPLE INTEGER RECOURSE; RANDOM TECHNOLOGY MATRIX; EXPECTED VALUE FUNCTION; CONTINUITY; LIPSCHITZ CONTINUITY; DIFFERENTIABILITY;

D O I：

10.1016/0377-0427(94)90378-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we consider the expected value function of a stochastic simple recourse program with random technology matrix and integer variables in the second stage. Due to its separability the analysis is straightforward. Conditions for finiteness, continuity, Lipschitz continuity and differentiability are derived by conditioning upon the technology matrix. The corresponding results for a fixed technology matrix are repeated for easy reference.

引用

页码：45 / 53

页数：9

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