1. Preface

   • G. B. Andreatta
   • G. Salinetti
   • R.J-B Wets

   EditorialNotes Pages: vii - vii

2. Approximations of Bayes decision problems: the epigraphical approach

   • J. O. Berger
   • G. Salinetti

   OriginalPaper Pages: 1 - 13

3. Continuous approximation schemes for stochastic programs

   • John R. Birge
   • Liqun Qi

   OriginalPaper Pages: 15 - 38

4. Scenario analysis via bundle decomposition

   • Bock Jin Chun
   • Stephen M. Robinson

   OriginalPaper Pages: 39 - 63

5. Postoptimality for multistage stochastic linear programs

   • Jitka Dupačová

   OriginalPaper Pages: 65 - 78

6. Stability in multistage stochastic programming

   • Olga Fiedler
   • Werner Römisch

   OriginalPaper Pages: 79 - 93

7. Confidence sets for discrete stochastic optimization

   • A. Futschik
   • G. Pflug

   OriginalPaper Pages: 95 - 108

8. A stochastic optimization approach for robot scheduling

   • A. Gaivoronski
   • E. Messina
   • A. Sciomachen

   OriginalPaper Pages: 109 - 133

9. Numerical aspects of monotone approximations in convex stochastic control problems

   • O. Hernández-Lerma
   • C. Piovesan
   • W. J. Runggaldier

   OriginalPaper Pages: 135 - 156

10. Statistical approximations for recourse constrained stochastic programs

    • Julia L. Higle
    • Suvrajeet Sen

    OriginalPaper Pages: 157 - 175

11. Chance constrained bottleneck spanning tree problem

    • Hiroaki Ishii
    • Shōgo Shiode

    OriginalPaper Pages: 177 - 187

12. Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

    • Yuri M. Kaniovski
    • Alan J. King
    • Roger J-B Wets

    OriginalPaper Pages: 189 - 208

13. On the convex hull of the simple integer recourse objective function

    • Willem K. Klein Haneveld
    • Leen Stougie
    • Maarten H. van der Vlerk

    OriginalPaper Pages: 209 - 224

14. Properties of empirical estimates in stochastic optimization and identification problems

    • P. S. Knopov
    • E. J. Kasitskaya

    OriginalPaper Pages: 225 - 239

15. On multifunction transforms of probability measures

    • Petr Lachout

    OriginalPaper Pages: 241 - 249

16. An SQP algorithm for extended linear-quadratic problems in stochastic programming

    • Liqun Qi
    • Robert S. Womersley

    OriginalPaper Pages: 251 - 285

17. Derivatives of probability functions and some applications

    • Stanislav Uryasev

    OriginalPaper Pages: 287 - 311

18. Stability of multistage stochastic programming

    • Jinde Wang

    OriginalPaper Pages: 313 - 322