On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions
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References listed on IDEAS
- Lucchetti, R. & Salinetti, G. & Wets, R. J. B., 1994. "Uniform Convergence of Probability Measures: Topological Criteria," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 252-264, November.
- Stein W. Wallace & Stein-Erik Fleten, 2002. "Stochastic programming in energy," GE, Growth, Math methods 0201001, EconWPA, revised 13 Nov 2003.
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- Georg Pflug & Andrzej Ruszczyński & Rüdiger Schultz, 1998. "On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 47(1), pages 39-49, February.
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