Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming

نویسندگان

  • Dinh The Luc
  • Roger J.-B. Wets
چکیده

Let W be an arbitrary subset of IR and posW the positive hull of W . We are concerned with conditions under which one can guarantee continuity properties for posW as a function of W . The results are then applied in the context of semi-infinite linear programs and stochastic programs with recourse.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 19  شماره 

صفحات  -

تاریخ انتشار 2008