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Operation research

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Basic operation research problem proof

(Suppose x solves the problem....Let p,q be random variables with expected (mean) values etc) See attachment for details

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Solution Summary

This is a basic operation research problem proof. The random variables are given.

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Proof:

1. We know f(x*)<=f(x) for any x in X. c is a constant, p is a positive constant, so we have pf(x*)<=pf(x) and c+pf(x*)<=c+pf(x) for any x in X. Thus x* solves the problem min{c+pf(x)} with x ...

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