On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions
Download full text from publisher
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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:wp96020. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel). General contact details of provider: http://edirc.repec.org/data/iiasaat.html .