| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1287/moor.23.1.204 |
| On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. | |
| Pflug G; Ruszczynski A; Schultz R | |
| 发表日期 | 1998 |
| 出处 | Mathematics of Operations Research 23 (1): 204-220 |
| 出版年 | 1998 |
| 语种 | 英语 |
| 摘要 | Integrals of optimal values of random optimization problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Under fairly broad conditions, it is proved that uniform convergence of empirical approximations of the right hand sides of the constraints implies uniform convergence of the optimal values in the linear and convex case. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/14189/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127664 |
| 推荐引用方式 GB/T 7714 | Pflug G,Ruszczynski A,Schultz R. On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.. 1998. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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