| 319 | -- | 323 | David P. Morton, Ward Romeijnders, Rüdiger Schultz, Leen Stougie. The stochastic programming heritage of Maarten van der Vlerk |
| 325 | -- | 349 | Niels van der Laan, Ward Romeijnders, Maarten H. van der Vlerk. Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations |
| 351 | -- | 367 | Weijun Xie, Shabbir Ahmed. Distributionally robust simple integer recourse |
| 369 | -- | 395 | Lars Hellemo, Paul I. Barton, Asgeir Tomasgard. Decision-dependent probabilities in stochastic programs with recourse |
| 397 | -- | 410 | Vit Prochazka, Stein W. Wallace. Stochastic programs with binary distributions: structural properties of scenario trees and algorithms |
| 411 | -- | 429 | Matthias Claus, Rüdiger Schultz, Kai Spürkel. Strong convexity in risk-averse stochastic programs with complete recourse |
| 431 | -- | 454 | Andrew B. Philpott, Vitor L. de Matos, L. Kapelevich. Distributionally robust SDDP |
| 455 | -- | 477 | Eli Towle, James Luedtke. New solution approaches for the maximum-reliability stochastic network interdiction problem |
| 479 | -- | 500 | Laureano F. Escudero, Juan F. Monge. On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management |
| 501 | -- | 540 | Semih Atakan, Suvrajeet Sen. A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs |
| 541 | -- | 561 | Jing Voon Chen, Julia L. Higle, Michael Hintlian. A systematic approach for examining the impact of calibration uncertainty in disease modeling |
| 563 | -- | 582 | Bismark Singh, David P. Morton, Surya Santoso. An adaptive model with joint chance constraints for a hybrid wind-conventional generator system |
| 583 | -- | 597 | Miguel A. Lejeune, Janne Kettunen. A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting |
| 599 | -- | 632 | Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri. Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming |