Question: Consider two-stage stochastic linear programming problems of the form: minxRncTx+E[Q(x,)]s.t.Ax=bx0 where Q(x,) is the optimal value of the second-stage problem: minyRmqys.t.Tx+Wy=hy0 Here :=(q,h,T,W) are the

Consider two-stage stochastic linear programming problems of the form: minxRncTx+E[Q(x,)]s.t.Ax=bx0 where Q(x,) is the optimal value of the second-stage problem: minyRmqys.t.Tx+Wy=hy0 Here :=(q,h,T,W) are the data of the second-stage problem. Prove that, for any given , the function Q(,) is convex

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