Multistage stochastic programs: The state-of-the-art and selected bibliography

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1. J. R. Birge, R. J.-B. Wets (eds.), Stochastic Programming, Annals of Oper. Res. 30 and Si (1991). (1991) 
2. M.A.H. Dempster (ed.), Stochastic Programming, Academic Press, London 1980. (1980) Zbl0484.90076MR0592594
3. Yu. Ermoliev, R. J.-B. Wets (eds.), Numerical Techniques for Stochastic Optimization Problems, Springer, Berlin 1988. (1988) MR0957304
4. P. Kali, A. Prekopa (eds.), Recent Results in Stochastic Programming, Lecture Notes in Econom. and Math. Systems 179, Springer, Berlin 1980. (1980) MR0585128
5. A. Prekopa, R. J.-B. Wets (eds.), Stochastic Programming 84, Math. Programming Study 27 and 28. North-Holland, Amsterdam 1986. (1986) Zbl0583.00042
6. E. Beale, On minimizing a convex function subject to linear inequalities, J. Roy. Statist. Soc. Ser. B 17 (1955), 173-184. (1955) Zbl0068.13701MR0089101
7. A. Charnes, W. W. Cooper, Chance-constrained programming, Management Sci. 5 (1959), 73-79. (1959) Zbl0995.90600MR0148478
8. G. B. Dantzig, Linear programming under uncertainty, Management Sci. 1 (1955), 197-206. (1955) Zbl0995.90589MR0075511
9. J. Dupačová, Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis, Optimization 18 (1987), 507- 532. (1987) MR0909659
10. J. Dupačová, Stability and sensitivity analysis for stochastic programming, Annals of Oper. Res. 27 (1990), 115-142. (1990) MR1088990
11. J. Dupačová, Applications of stochastic programming under incomplete information, To appear in J. Comput. Appl. Math. 56 (1995), 1-2. (1995) MR1338639
12. P. Kail, Stochastic Linear Programming, Springer, Berlin 1976. (1976) MR0446504
13. A. Prekopa, Logarithmic concave measures with application to stochastic programming, Acta Sci. Math. 32 (1971), 301-316. (1971) Zbl0235.90044MR0315079
14. R. T. Rockafellar, R. J.-B. Wets, Stochastic convex programming: Kuhn-Tucker conditions, J. Math. Econom. 2 (1975), 349-370. (1975) Zbl0343.90039MR0398513
15. R. T. Rockafellar, R. J.-B. Wets, Stochastic convex programming: Singular multipliers and extended duality, Pacific J. Math. 62 (1976), 507-522. (1976) Zbl0346.90057MR0489880
16. R. T. Rockafellar, R. J.-B. Wets, Stochastic convex programming: Basic duality, Pacific J. Math. 62 (1976), 173-195. (1976) Zbl0339.90048MR0416582
17. R.T. Rockafellar, R. J.-B. Wets, Stochastic convex programming: Relatively complete recourse and induced feasibility, SIAM J. Control Optim. 14 (1976), 574-589. (1976) Zbl0346.90058MR0408823
18. G. Tintner, Stochastic linear programming with applications to agricultural economics, In: Proc. of the 2nd Symp. in Linear Programming, Washington 1955, pp. 197-207. (1955) MR0075515
19. R. Van Slyke, R. J.-B. Wets, L-shaped linear programs with application to optimal control and stochastic linear programs, SIAM J. Appl. Math. 17 (1969), 638-663. (1969) MR0253741
20. S. W. Wallace, R. J.-B. Wets, Preprocessing in stochastic programming: The case of linear programs, ORSA J. on Computing 4 (1992), 45-59. (1992) Zbl0760.90074MR1179808
21. D. W. Walkup, R. J.-B. Wets, Stochastic programs with recourse, SIAM J. Appl. Math. 75 (1967), 1299-1314. (1967) Zbl0203.21806MR0233589
22. R. J.-B. Wets, Stochastic programs with fixed recourse: The equivalent deterministic program, SIAM Rev, 16 (1974), 309-339. (1974) Zbl0311.90056MR0368764
23. R. J.-B. Wets, Stochastic programming: Solution techniques and approximation schemes, In: Mathematical Programming - The State of the Art Bonn 1982 (J. Bachem et al., eds.), Springer, Berlin 1983, pp. 566-603. (1982) MR0717415

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