eprintid: 4589
rev_number: 23
eprint_status: archive
userid: 351
dir: disk0/00/00/45/89
datestamp: 2016-01-15 02:06:32
lastmod: 2021-08-27 17:15:24
status_changed: 2016-01-15 02:06:32
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Pflug, G.C.
creators_name: Ruszczynski, A.
creators_name: Schultz, R.
creators_id: 1361
creators_id: 1475
creators_orcid: 0000-0001-8215-3550
title: On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse
ispublished: pub
internal_subjects: iis_cmp
internal_subjects: iis_met
internal_subjects: iis_sys
divisions: prog_opt
abstract: 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.
date: 1995-01
date_type: published
publisher: WP-95-003
iiasapubid: WP-95-003
price: 10
creators_browse_id: 229
creators_browse_id: 1544
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 18
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   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     
document_url: https://pure.iiasa.ac.at/id/eprint/4589/1/WP-95-003.pdf