1. Introduction to the special issue on computational optimization under uncertainty

   • Ronald Hochreiter
   • Georg Ch. Pflug

   Editorial 16 December 2008 Pages: 115 - 116

2. Scenario tree reduction for multistage stochastic programs

   • Holger Heitsch
   • Werner Römisch

   Original Paper 20 December 2008 Pages: 117 - 133

3. Exploiting structure in parallel implementation of interior point methods for optimization

   • Jacek Gondzio
   • Andreas Grothey

   Original Paper 16 December 2008 Pages: 135 - 160

4. Testing the structure of multistage stochastic programs

   • Jitka Dupačová
   • Marida Bertocchi
   • Vittorio Moriggia

   Original Paper 20 December 2008 Pages: 161 - 185

5. A stochastic programming approach for multi-period portfolio optimization

   • Alois Geyer
   • Michael Hanke
   • Alex Weissensteiner

   Original Paper 27 December 2008 Pages: 187 - 208

6. Computational methods for incentive option valuation

   • Markku Kallio
   • Antti Pirjetä

   Original Paper 16 December 2008 Pages: 209 - 231

7. Risk aversion for an electricity retailer with second-order stochastic dominance constraints

   • Miguel Carrión
   • Uwe Gotzes
   • Rüdiger Schultz

   Original Paper 31 December 2008 Pages: 233 - 250

8. Stochastic optimization models for a single-sink transportation problem

   • Francesca Maggioni
   • Michal Kaut
   • Luca Bertazzi

   Original Paper 16 December 2008 Pages: 251 - 267