| Article ID: | iaor1994740 |
| Country: | Netherlands |
| Volume: | 13 |
| Issue: | 3 |
| Start Page Number: | 143 |
| End Page Number: | 148 |
| Publication Date: | Apr 1993 |
| Journal: | Operations Research Letters |
| Authors: | Sen Suvrajeet |
The paper characterizes the differentiability of the recourse function of a two stage stochastic linear program in terms of a partition of the sample space. It illustrates that even in the presence of some continuous random varaibles, the recourse function may be nondifferentiable.