| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. | |
| Pflug GC; Ruszczynski A; Schultz R | |
| 发表日期 | 1995 |
| 出版者 | IIASA, Laxenburg, Austria: WP-95-003 |
| 出版年 | 1995 |
| 语种 | 英语 |
| 摘要 | Integrals of optimal values of random linear programming problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Uniform convergence of the approximations is proved under fairly broad conditions allowing non-convex or discontinuous dependence on the parameter value and random size of the linear programming problem. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/4589/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124463 |
| 推荐引用方式 GB/T 7714 | Pflug GC,Ruszczynski A,Schultz R. On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse.. 1995. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-95-003.pdf（525KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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