On the Glivenko-Cantelli Problem in Stochastic Programming: Linear RecourseG.C.PflugauthorA.RuszczynskiauthorR.SchultzauthorIntegrals 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.1995-01WP-95-003Monograph