eprintid: 5005 rev_number: 24 eprint_status: archive userid: 351 dir: disk0/00/00/50/05 datestamp: 2016-01-15 02:08:14 lastmod: 2021-08-27 17:15:51 status_changed: 2016-01-15 02:08:14 type: monograph metadata_visibility: show item_issues_count: 3 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 and Extensions ispublished: pub internal_subjects: iis_met divisions: prog_opt abstract: 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, 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. date: 1996-02 date_type: published publisher: WP-96-020 iiasapubid: WP-96-020 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: 24 coversheets_dirty: FALSE fp7_type: info:eu-repo/semantics/book citation: Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 , Ruszczynski, A. , & Schultz, R. (1996). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-020 document_url: https://pure.iiasa.ac.at/id/eprint/5005/1/WP-96-020.pdf