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

Content:

Let W be an arbitrary subset of finite dimensional linear space, 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. In particular, when this mapping is outer semicontinuous. The results are then applied in the context of semi-infinite linear programs and stochastic programs with recourse.

March 2007