Notes on asymptotic properties of approximated stochastic programs

<p><span style="font-size: 11.000000pt; font-family: 'CMR10';">For various reasons, the underlying probability measure in stochastic pro- gramming models must be frequently substituted by a suitable approximation. This in turn requires to investigate stability of solutions of these models with respect to the prob- ability measure. This paper is devoted to a discussion about asymptotic properties of empirical stochastic programs where the true probability measure is replaced by its empirical counterpart. </span>