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Annals of Operations Research, Volume 85

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Volume 85, 1999

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Preface. 0
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George B. Dantzig:
Planning under uncertainty. 0
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R. Tyrrell Rockafellar:
Duality and optimality in multistagestochastic programming. 1-19
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András Prékopa:
The use of discrete moment bounds in probabilisticconstrained stochastic programming models. 21-38
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Willem K. Klein Haneveld, Maarten H. van der Vlerk:
Stochastic integer programming: General models and algorithms. 39-57
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Georg Ch. Pflug:
Stochastic programs and statistical data. 59-78
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Roger J.-B. Wets:
Statistical estimation from an optimization viewpoint. 79-101
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N. C. P. Edirisinghe:
Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation. 103-127
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Zvi Artstein:
Gains and costs of informationin stochastic programming. 129-152
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Andrzej Ruszczynski:
Some advances in decomposition methodsfor stochastic linear programming. 153-172
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Julia L. Higle, Suvrajeet Sen:
Statistical approximations forstochastic linear programming problems. 173-193
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Leonard C. MacLean, William T. Ziemba:
Growth versus security tradeoffs indynamic investment analysis. 193-225
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Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios:
Scenario modeling for the management ofinternational bond portfolios. 227-247
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John M. Mulvey, Chris Madsen, François Morin:
Linking strategic and tactical planning systemsfor asset and liability management. 249-266
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Ron Dembo, Dan Rosen:
The practice of portfolio replication. A practical overview of forward and inverse problems. 267-284

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