On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions

Mathematics of Operations Research

Volumn 23, Issue 1, 1998, Pages 204-220

  Pflug, Georg Ch ^a   Ruszczyński, Andrzej ^a   Schultz, Rüdiger ^b  

^a INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

^b ZUSE INSTITUTE BERLIN   (Germany)

Author keywords

Empirical measures; Stochastic programming; Uniform convergence

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; RANDOM PROCESSES;

STOCHASTIC PROGRAMMING;

OPTIMIZATION;

EID: 0031996417     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.23.1.204     Document Type: Article

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