What question did this study set out to answer?

The aim is to characterize the equivalent convex program of a two-stage linear program addressing uncertainty.

Programming Under Uncertainty: The Equivalent Convex Program

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The aim is to characterize the equivalent convex program of a two-stage linear program addressing uncertainty.
Examined properties of the solution set and derived explicit expressions for particular cases.
Derived the objective function of the equivalent convex program, showing it is convex and continuous.
Established conditions for differentiability and solvability of the equivalent convex program.
Demonstrated that the objective function is convex and continuous.
Provided a necessary condition for differentiability.
Established necessary and sufficient conditions for solvability in specific programming scenarios under uncertainty.

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Describes the equivalent convex program for two-stage linear programs under uncertainty, highlighting its properties.

Roger J.‐B. Wets (1966) studied this question.

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