1. Preface

   OriginalPaper Pages: 0 - 0

2. Planning under uncertainty

   • G.B. Dantzig

   OriginalPaper Pages: 0 - 0

3. Duality and optimality in multistagestochastic programming

   • R.T. Rockafellar

   OriginalPaper Pages: 1 - 19

4. The use of discrete moment bounds in probabilisticconstrained stochastic programming models

   • András Prékopa

   OriginalPaper Pages: 21 - 38

5. Stochastic integer programming:General models and algorithms

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

   OriginalPaper Pages: 39 - 57

6. Stochastic programs and statistical data

   • Georg Ch. Pflug

   OriginalPaper Pages: 59 - 78

7. Statistical estimation from an optimization viewpoint

   • Roger J‐B Wets

   OriginalPaper Pages: 79 - 101

8. Bound‐based approximations in multistage stochasticprogramming: Nonanticipativity aggregation

   • N.C.P. Edirisinghe

   OriginalPaper Pages: 103 - 127

9. Gains and costs of informationin stochastic programming

   • Zvi Artstein

   OriginalPaper Pages: 129 - 152

10. Some advances in decomposition methodsfor stochastic linear programming

    • Andrzej Ruszczynski

    OriginalPaper Pages: 153 - 172

11. Statistical approximations forstochastic linear programming problems

    • Julia L. Higle
    • Suvrajeet Sen

    OriginalPaper Pages: 173 - 193

12. Growth versus security tradeoffs indynamic investment analysis

    • Leonard C. MacLean
    • William T. Ziemba

    OriginalPaper Pages: 193 - 225

13. Scenario modeling for the management ofinternational bond portfolios

    • Andrea Beltratti
    • Andrea Consiglio
    • Stavros A. Zenios

    OriginalPaper Pages: 227 - 247

14. Linking strategic and tactical planning systemsfor asset and liability management

    • John M. Mulvey
    • Chris Madsen
    • François Morin

    OriginalPaper Pages: 249 - 266

15. The practice of portfolio replication. A practical overview of forward and inverse problems

    • Ron Dembo
    • Dan Rosen

    OriginalPaper Pages: 267 - 284