Consistency of Minimizers and the SLLNfor
نویسنده
چکیده
A general strong law of large numbers for stochastic programs is established. It is shown that solutions and approximate solutions may not be consistent with the strong law in general, but consistency holds locally, or when the decision space is compact. An additional integrability condition implies the uniform consistency of approximate solutions. The results are applied in the context of linear recourse models.
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تاریخ انتشار 1995