?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%2F5005%2F&rft.title=On+the+Glivenko-Cantelli+Problem+in+Stochastic+Programming%3A+Linear+Recourse+and+Extensions&rft.creator=Pflug%2C+G.C.&rft.creator=Ruszczynski%2C+A.&rft.creator=Schultz%2C+R.&rft.description=Integrals+of+optimal+values+of+random+optimization+problems+depending+on+a+finite+dimensional+parameter+are+approximated+by+using+empirical++distributions+instead+of+the+original+measure.+Under+fairly+broad+conditions%2C+it+is+proved+that+uniform+convergence+of+empirical+approximations+of+the+right+hand+sides+of+the+constraints+implies+uniform+convergence+of+the+optimal+values+in+the+linear+and+convex+case.&rft.publisher=WP-96-020&rft.date=1996-02&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F5005%2F1%2FWP-96-020.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%2C+Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E%2C+%26+Schultz%2C+R.++(1996).++On+the+Glivenko-Cantelli+Problem+in+Stochastic+Programming%3A+Linear+Recourse+and+Extensions.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-96-020+++++