@techreport{iiasa4589,
           month = {January},
            type = {IIASA Working Paper},
           title = {On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse},
         address = {IIASA, Laxenburg, Austria},
       publisher = {WP-95-003},
            year = {1995},
             url = {https://pure.iiasa.ac.at/id/eprint/4589/},
        abstract = {Integrals of optimal values of random linear programming problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Uniform convergence of the approximations is proved under fairly broad conditions allowing non-convex or discontinuous dependence on the parameter value and random size of the linear programming problem.},
          author = {Pflug, G. C. and Ruszczynski, A. and Schultz, R.}
}