?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4589%2F&rft.title=On+the+Glivenko-Cantelli+Problem+in+Stochastic+Programming%3A+Linear+Recourse&rft.creator=Pflug%2C+G.C.&rft.creator=Ruszczynski%2C+A.&rft.creator=Schultz%2C+R.&rft.description=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.&rft.publisher=WP-95-003&rft.date=1995-01&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4589%2F1%2FWP-95-003.pdf&rft.identifier=++Pflug%2C+G.C.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F229.html%3E+ORCID%3A+https%3A%2F%2Forcid.org%2F0000-0001-8215-3550+%3Chttps%3A%2F%2Forcid.org%2F0000-0001-8215-3550%3E%2C+Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E%2C+%26+Schultz%2C+R.++(1995).++On+the+Glivenko-Cantelli+Problem+in+Stochastic+Programming%3A+Linear+Recourse.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-95-003+++++