| Article ID: | iaor19993152 |
| Country: | Netherlands |
| Volume: | 85 |
| Issue: | 1 |
| Start Page Number: | 59 |
| End Page Number: | 78 |
| Publication Date: | Mar 1999 |
| Journal: | Annals of Operations Research |
| Authors: | Pflug Georg Ch. |
Using statistical data instead of true underlying distributions in a stochastic optimization problem leads to an approximation error. We discuss how bounds for this error can be derived from results on uniformity in the law of large numbers.