Pflug, Georg; Ruszczyński, Andrzej; Schultz, Rüdiger - In: Mathematical Methods of Operations Research 47 (1998) 1, pp. 39-49
Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...
