Outer semicontinuity of positive hull mappings with application to semi-infinite and stochastic programming

Authors: Đinh Thế Lục, Roger J-B Wets,

https://doi.org/10.1137/070687505

Publisher, magazine: ,

Publication year: 2008

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Abstract

Let \(W\) be an arbitrary subset of \(\mathbb {R}^n\) and pos\(W\) the positive hull of \(W\). We are concerned with conditions under which one can guarantee continuity properties for pos\(W\) as a function of \(W\). The results are then applied in the context of semi-infinite linear programs and stochastic programs with recourse.

Tags: positive hull; set limits; horizon limits