On the Expected Value Function of a Simple Integer Recourse Problem with Random Technology Matrix
نویسندگان
چکیده
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.
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