info:oai:pure.iiasa.ac.at:4589info:ofi/fmt:xml:xsd:oai_dc https://pure.iiasa.ac.at/id/eprint/4589/ On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse Pflug, G.C. Ruszczynski, A. Schultz, R. 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. WP-95-003 1995-01 Monograph NonPeerReviewed text en https://pure.iiasa.ac.at/id/eprint/4589/1/WP-95-003.pdf Pflug, G.C. <https://pure.iiasa.ac.at/view/iiasa/229.html> ORCID: https://orcid.org/0000-0001-8215-3550 <https://orcid.org/0000-0001-8215-3550>, Ruszczynski, A. <https://pure.iiasa.ac.at/view/iiasa/1544.html>, & Schultz, R. (1995). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-003