%0 Report
%9 IIASA Working Paper
%A Pflug, G.C.
%A Ruszczynski, A.
%A Schultz, R.
%C IIASA, Laxenburg, Austria
%D 1995
%F iiasa:4589
%T On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse
%U https://pure.iiasa.ac.at/id/eprint/4589/
%X 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.