On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions

DOI10.1287/moor.23.1.204zbMath0977.90031OpenAlexW2093122897MaRDI QIDQ2757530

Rüdiger Schultz, Ruszczyński, Andrzej, Georg Ch. Pflug

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ba81d16f9ce3446bc4c84263ee31cea65b1d1f56

zbMATH Keywords

stochastic programminguniform convergenceempirical measures

Mathematics Subject Classification ID

Stochastic programming (90C15) Limit theorems in probability theory (60F99)

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