Stochastic Programming: The State of the Art In Honor of George B. Dantzig

Linear Programming Under Uncertainty.- A Probabilistic Lower Bound for Two-Stage Stochastic Programs.- Simulation-Based Optimality Tests for Stochastic Programs.- Stochastic Decomposition and Extensions.- Barycentric Bounds in Stochastic Programming: Theory and Application.- Stochastic Programming Apporximations Using Limited Moment Information, with Application to Asset Allocation.- Stability and Scenario Trees for Multistage Stochastic Programs.- Risk Aversion in Two-Stage Stochastic Integer Programming.- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints.- Single Period Mean-Variance Analysis in a Changing World.- Mean-Absolute Deviation Model.- Multi-Stage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators.- Growth-Security Models and Stochastic Dominance.- Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach.- Global Climate Decisions under Uncertainty.- Control of Diffusions via Linear Programming.