Question: Question 7 Consider the following stochastic problem: min xy + 2x2 + 3x3 p*1 + x2 = $1 + $2) s.to P X1 + x2

Question 7 Consider the following stochastic

Question 7 Consider the following stochastic problem: min xy + 2x2 + 3x3 p*1 + x2 = $1 + $2) s.to P X1 + x2 > i > 0.85 x2 + x3 = $2 p{ X1, X2, X3 20 with i and $2 being independent and with probability distribution: Pi = P($i = i) = P(2 = i) = = = = = 1 ,i = 0,1,... (i + 1)(i + 2) a) Compute the p-level efficient points of the bivariate probability distribution: = = F(x1,x2) = P(1 5 X1,82 S x2), p = 0.85. b) Denoting by (ik,jk)", k = 1,...,N the p-efficient points identified in 1), show that the Ip-efficient points of the random vector (&1 + $2,$1,$2) are (ik +jk, ik,jk)?, k = 1,...,N. =

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