Use the big M method to solve Problems 9-22. Minimize C = − 5 x 1 − 12 x 2 + 16 x 3 subject to x 1 + 2 x 2 + x 3 ≤ 10 2 x 1 + 3 x 2 + x 3 ≥ 6 2 x 1 + x 2 − x 3 = 1 x 1 , x 2 , x 3 ≥ 0
Use the big M method to solve Problems 9-22. Minimize C = − 5 x 1 − 12 x 2 + 16 x 3 subject to x 1 + 2 x 2 + x 3 ≤ 10 2 x 1 + 3 x 2 + x 3 ≥ 6 2 x 1 + x 2 − x 3 = 1 x 1 , x 2 , x 3 ≥ 0
20. Define the o-field R2. Explain its relation to the o-field R.
7. Show that
An
→ A as n→∞
I{An} -
→ I{A} as n→ ∞.
7. (a) Show that if A,, is an increasing sequence of measurable sets with limit A =
Un An, then P(A) is an increasing sequence converging to P(A).
(b) Repeat the same for a decreasing sequence.
(c) Show that the following inequalities hold:
P (lim inf An) lim inf P(A) ≤ lim sup P(A) ≤ P(lim sup A).
(d) Using the above inequalities, show that if A, A, then P(A) + P(A).
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