?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4992%2F&rft.title=Metric+Entropy+and+Nonasymptotic+Confidence+Bands+in+Stochastic+Programming&rft.creator=Pflug%2C+G.C.&rft.description=Talagrand+has+demonstrated+in+his+key+paper%2C+how+the+metric+entropy+of+a+class+of+functions+relates+to+uniform+bounds+for+the+law+of+large+numbers.+This+paper+shows+how+to+calculate+the+metric+entropy+of+classes+of+functions+which+appear+in+stochastic+optimization+problems.+As+a+consequence+of+these+results%2C+we+derive+via+variational+inequalities+confidence+bands+for+the+solutions%2C+which+are+valid+for+any+sample+size.+In+particular%2C+the+linear+recourse+problem+is+considered.&rft.publisher=WP-96-034&rft.date=1996-04&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4992%2F1%2FWP-96-034.pdf&rft.identifier=++Pflug%2C+G.C.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F229.html%3E+ORCID%3A+https%3A%2F%2Forcid.org%2F0000-0001-8215-3550+%3Chttps%3A%2F%2Forcid.org%2F0000-0001-8215-3550%3E++(1996).++Metric+Entropy+and+Nonasymptotic+Confidence+Bands+in+Stochastic+Programming.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-96-034+++++