Annals of Operations Research

Preface

Planning under uncertainty
Author: Dantzig G.B.

Duality and optimality in multistagestochastic programming
pp. 1-19(19)
Author: Rockafellar R.T.

The use of discrete moment bounds in probabilisticconstrained stochastic programming models
pp. 21-38(18)
Authors: Prékopa A.

Stochastic integer programming:General models and algorithms
pp. 39-57(19)
Authors: Klein Haneveld W.K.; van der Vlerk M.H.

Stochastic programs and statistical data
pp. 59-78(20)
Author: Pflug G.C.

Statistical estimation from an optimization viewpoint
pp. 79-101(23)
Author: Wets R.J-B.

Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation
pp. 103-127(25)
Author: Edirisinghe N.C.P.

Gains and costs of informationin stochastic programming
pp. 129-152(24)
Author: Artstein Z.

Some advances in decomposition methodsfor stochastic linear programming
pp. 153-172(20)
Author: Ruszczynski A.

Statistical approximations forstochastic linear programming problems
pp. 173-193(21)
Authors: Higle J.L.; Sen S.

Growth versus security tradeoffs indynamic investment analysis
pp. 193-225(33)
Authors: MacLean L.C.; Ziemba W.T.

Scenario modeling for the management ofinternational bond portfolios
pp. 227-247(21)
Authors: Beltratti A.; Consiglio A.; Zenios S.A.

Linking strategic and tactical planning systemsfor asset and liability management
pp. 249-266(18)
Authors: Mulvey J.M.; Madsen C.; Morin F.

The practice of portfolio replication. A practical overview of forward and inverse problems
pp. 267-284(18)
Authors: Dembo R.; Rosen D.