| Article ID: | iaor20102862 |
| Volume: | 36 |
| Issue: | 4 |
| Start Page Number: | 450 |
| End Page Number: | 455 |
| Publication Date: | Jul 2008 |
| Journal: | Operations Research Letters |
| Authors: | Philpott A B, Guan Z |
| Keywords: | programming: dynamic |
We discuss the almost-sure convergence of a broad class of sampling algorithms for multistage stochastic linear programs. We provide a convergence proof based on the finiteness of the set of distinct cut coefficients. This differs from existing published proofs in that it does not require a restrictive assumption.