1. Challenges in stochastic programming

   • Roger J-B Wets

   OriginalPaper Pages: 115 - 135

2. Sample-path optimization of convex stochastic performance functions

   • Erica L. Plambeck
   • Bor-Ruey Fu
   • Rajan Suri

   OriginalPaper Pages: 137 - 176

3. A stochastic programming model for funding single premium deferred annuities

   • Soren S. Nielsen
   • Stavros A. Zenios

   OriginalPaper Pages: 177 - 200

4. Differentiation formulas for probability functions: The transformation method

   • K. Marti

   OriginalPaper Pages: 201 - 220

5. SLP-IOR: An interactive model management system for stochastic linear programs

   • Peter Kall
   • János Mayer

   OriginalPaper Pages: 221 - 240

6. Cut sharing for multistage stochastic linear programs with interstage dependency

   • Gerd Infanger
   • David P. Morton

   OriginalPaper Pages: 241 - 256

7. Duality and statistical tests of optimality for two stage stochastic programs

   • Julia L. Higle
   • Suvrajeet Sen

   OriginalPaper Pages: 257 - 275

8. Barycentric scenario trees in convex multistage stochastic programming

   • Karl Frauendorfer

   OriginalPaper Pages: 277 - 293

9. Implementing bounds-based approximations in convex-concave two-stage stochastic programming

   • N. C. P. Edirisinghe
   • W. T. Ziemba

   OriginalPaper Pages: 295 - 325

10. A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs

    • John R. Birge
    • Christopher J. Donohue
    • Oleg G. Svintsitski

    OriginalPaper Pages: 327 - 352