@article{iiasa4271,
          volume = {56},
          number = {1},
           title = {Confidence sets for discrete stochastic optimization},
       publisher = {Springer},
         journal = {Annals of Operations Research},
             doi = {10.1007/BF02031702},
           pages = {95--108},
            year = {1995},
             url = {https://pure.iiasa.ac.at/id/eprint/4271/},
            issn = {1572-9338},
          author = {Futschik, A. and Pflug, G. C.}
}