TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4589
UR  - https://pure.iiasa.ac.at/id/eprint/4589/
A1  - Pflug, G.C.
A1  - Ruszczynski, A.
A1  - Schultz, R.
Y1  - 1995/01//
N2  - 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.
PB  - WP-95-003
M1  - working_paper
TI  - On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse
AV  - public
EP  - 18
ER  -