1. Convergence theory for nonconvex stochastic programming with an application to mixed logit

   • Fabian Bastin
   • Cinzia Cirillo
   • Philippe L. Toint

   OriginalPaper 25 April 2006 Pages: 207 - 234

2. Strong Formulations of Robust Mixed 0–1 Programming

   • Alper Atamtürk

   OriginalPaper 25 April 2006 Pages: 235 - 250

3. Persistence in discrete optimization under data uncertainty

   • Dimitris Bertsimas
   • Karthik Natarajan
   • Chung-Piaw Teo

   OriginalPaper 25 April 2006 Pages: 251 - 274

4. Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach

   • Nan Kong
   • Andrew J. Schaefer
   • Brady Hunsaker

   OriginalPaper 02 June 2006 Pages: 275 - 296

5. Inverse stochastic dominance constraints and rank dependent expected utility theory

   • Darinka Dentcheva
   • Andrzej Ruszczyński

   OriginalPaper 25 April 2006 Pages: 297 - 311

6. Unit commitment in electricity pool markets

   • Andy Philpott
   • Rüdiger Schultz

   OriginalPaper 25 April 2006 Pages: 313 - 337

7. Subdifferential representations of risk measures

   • Georg Ch. Pflug

   OriginalPaper 02 June 2006 Pages: 339 - 354

8. A Class of stochastic programs with decision dependent uncertainty

   • Vikas Goel
   • Ignacio E. Grossmann

   OriginalPaper 25 April 2006 Pages: 355 - 394

9. Solving a class of stochastic mixed-integer programs with branch and price

   • Eduardo F. Silva
   • R. Kevin Wood

   OriginalPaper 25 April 2006 Pages: 395 - 418

10. Mean and variance of waiting time and their optimization for alternating traffic control systems

    • Hideaki Yamashita
    • Yo Ishizuka
    • Shigemichi Suzuki

    OriginalPaper 02 June 2006 Pages: 419 - 433

11. Simple integer recourse models: convexity and convex approximations

    • Willem K. Klein Haneveld
    • Leen Stougie
    • Maarten H. van der Vlerk

    OriginalPaper 25 April 2006 Pages: 435 - 473

12. New global optima results for the Kauffman NK model: handling dependency

    • Hemanshu Kaul
    • Sheldon H. Jacobson

    OriginalPaper 25 April 2006 Pages: 475 - 494

13. Assessing solution quality in stochastic programs

    • Güzin Bayraksan
    • David P. Morton

    OriginalPaper 25 April 2006 Pages: 495 - 514

14. Optimality conditions in portfolio analysis with general deviation measures

    • R. Tyrrell Rockafellar
    • Stan Uryasev
    • Michael Zabarankin

    OriginalPaper 25 April 2006 Pages: 515 - 540

15. Portfolio construction based on stochastic dominance and target return distributions

    • Diana Roman
    • Ken Darby-Dowman
    • Gautam Mitra

    OriginalPaper 25 April 2006 Pages: 541 - 569

16. Solving multistage asset investment problems by the sample average approximation method

    • Jörgen Blomvall
    • Alexander Shapiro

    OriginalPaper 02 June 2006 Pages: 571 - 595

17. On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables

    • Hanif D. Sherali
    • Xiaomei Zhu

    OriginalPaper 02 June 2006 Pages: 597 - 616

18. A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs

    • Myun-Seok Cheon
    • Shabbir Ahmed
    • Faiz Al-Khayyal

    OriginalPaper 25 April 2006 Pages: 617 - 634