@article {MR51:2641,
   AUTHOR = {Agrawal, S.C.},
    TITLE = {On mixed integer quadratic programs},
  JOURNAL = {Naval Res. Logist. Quart.},
   VOLUME = {21},
     YEAR = {1974},
    PAGES = {289--297},
}

@INPROCEEDINGS{Andreatta87,
  author = {G. Andreatta},
  editor = {G. Andreatta and Mason, F. and Serafini, P.},
  title = {Shortest path models in stochastic networks},
  year = {1987},
  pages = {178-186},
  booktitle = {Stochastics in Combinatorial Optimization},
  publisher = {World Scientific Publishing Co. Pte. Ltd.},
  address = {Singapore},
  organization = {{CISM}, Udine}
}

@ARTICLE{AndreattaRomanin87,
  author = {G. Andreatta and G. {Romanin-Jacur}},
  title = {Aircraft Flow Management under Congestion},
  year = {1987},
  journal = {Transportation Science},
  volume = {21},
  pages = {249-253},
  number = {4},
  keyname = {AndreattaRomanin87}
}

@ARTICLE{AndreattaRomeo88,
  author = {G. Andreatta and L. Romeo},
  title = {Stochastic Shortest Paths with Recourse},
  year = {1988},
  journal = {Networks},
  volume = {18},
  pages = {193-204},
  keyname = {AndreattaRomeo88}
}

@ARTICLE{ApolloniEA84,
  author = {Apolloni, B. and Pezzella, F.},
  year = {1984},
  title = {Confidence intervals in the solution of stochastic integer
  linear programming problems},
  journal = {Annals of Operations Research},
  volume = {1},
  number = {2},
  pages = {67-78},
  keyname = {ApolloniEA84}
}


@ARTICLE{ArmstrongBalintfy75,
  author = {Armstrong, R.D. and  Balintfy, J.L.},
  title = {A chance constrained multiple choice programming algorithm},
  journal = {Operations Res},
  volume = {23},
  pages = {494-510},
  year = {1975},
  language = {English},
  keyname = {ArmstrongBalintfy75}
}

@article{729.90069,
author = {Averbakh, I.L.},
title = {{An additive method for optimization of two-stage stochastic systems with
    discrete variables.}},
journal = {Sov. J. Comput. Syst. Sci. 28, No.4, 161-165 translation from Izv.
    Akad. Nauk SSSR, Tekh. Kibern. 1990, No.1, 162-166 (1990).},
    year = {1990},
language = {English. Russian original},
keywords = {two-stage problem},
classmath = {*90C15 Stochastic programming
     90-08 Computational methods (optimization)
     90B30 Production models
     90C10 Integer programming
     90C90 Appl. of mathematical programming
},
}


@ARTICLE{Averbakh90,
  author = {Averbakh, I.L.},
  year = {1990},
  title = {An iterative decomposition method in single-stage stochastic
  integer-programming problems},
  journal = {USSR Computational Mathematics and Mathematical Physics},
  volume = {30},
  number = {5},
  pages = {133-139},
  keyname = {Averbakh90}
}

@ARTICLE{Averbakh91,
  author = {Averbakh, I.L.},
  year = {1991},
  title = {An iterative method of solving two-stage discrete stochastic
  programming problems with additively separable variables},
  journal = {USSR Computational Mathematics and Mathematical Physics},
  volume = {31},
  number = {6},
  pages = {21-27},
  keyname = {Averbakh91}
}

@ARTICLE{Averbakh92,
  author = {Averbakh, I.L.},
  title = {An algorithm of solving the $m$-dimensional knapsack problem
    with random coefficients},
  journal = {Discrete Math. Appl.},
  volume = {2},
  number = {2},
  pages = {133-140},
  year = {1992},
  language = {English. Russian original},
  keywords = {Lagrangian relaxation; multiple knapsack problem},
  keyname = {Averbakh92}
}

@ARTICLE{AzadivarLee88,
  author = {F. Azadivar and Lee, Y-H.},
  year = {1988},
  title = {Optimization of discrete variable stochastic systems by
  computer simulation},
  journal = {Math. and Comp. in Simulation},
  volume = {30},
  number = {4},
  pages = {331-345},
  keyname = {AzadivarLee88}
}

@article{810.90097,
author = {Bailey, Michael P.},
title = {{Solving a class of stochastic minimization problems.}},
journal = {Oper. Res. 42, No.3, 428-438},
year = {1994},
language = {English},
keywords = {discrete minimization; random element weights; minimum weight solution;
    absorbing state in a Markov chain; communications},
classmath = {*90C15 Stochastic programming
     90B12 Communication networks
},
}

@article{801.90068,
author = {Berman, Oded and  Ganz, Zvi and  Wagner, Janet M.},
title = {{A stochastic optimization model for planning capacity expansion in a
    service industry under uncertain demand.}},
journal = {Nav. Res. Logist. 41, No.4, 545-564},
year = {1994},
language = {English},
keywords = {capacity expansion; service industry; uncertainty in future demand;
    Lagrangian relaxation; nested knapsack structure},
}

@ARTICLE{BienstockShapiro88,
  author = {Bienstock, D. and Shapiro, J.F.},
  year = {1988},
  title = {Optimizing resource acquisition decisions by stochastic
  programming},
  journal = {Management Science},
  volume = {34},
  number = {2},
  pages = {215-229},
  keyname = {BienstockShapiro88}
}

@article{950.14782,
author = {Birge, John R. and  Dempster, M.A.H.},
title = {{Optimal match-up strategies in stochastic scheduling}},
journal = {Discrete Appl. Math. 57, No.2-3, 105-120},
year = {1995},
language = {English},
classmath = {*90C15 Stochastic programming
     90B35 Scheduling theory
},
}

@ARTICLE{BirgeDempster96,
  author = "J.R. Birge and M.A.H. Dempster",
  title = "Stochastic programming approaches to stochastic scheduling",
  journal = "Journal of Global Optimization 9:417-451",
  year = "1996"
}

@ARTICLE{BitranEA86,
  author = {Bitran, G.R. and  Haas, E.A. and  Matsuo, H. },
  title = {Production planning of style goods with high setup costs and forecast
    revisions},
  journal = {Oper. Res},
  volume = {34},
  pages = {226-236},
  year = {1986},
  language = {English},
  keywords = {manufacturing; production schedule of style goods; two-level
              hierarchical structure; stochastic mixed integer programming;
              approximation solution;
    electronics company},
  keyname = {BitranEA86}
}

@INCOLLECTION{BitranTirupati93,
  author={G.R. Bitran and Tirupati, D.},
  title={Hierarchical production planning},
  year={1993},
  editor={S.C. Graves and {Rinnooy Kan}, A.H.G. and P.H. Zipkin },
  booktitle={Handbooks on Operations Research and Management Science},
  volume={4},
  publisher={North-Holland},
  address={Amsterdam},
  pages={523-568},
  keyname={BitranTirupati93}
}

@article{313.90043,
author = {Blau, Roger A.},
title = {{Erratum: N job, one machine sequencing problems under uncertainty.}},
journal = {Management Sci., Theory 20, 896-899},
year = {1974},
language = {English},
classmath = {*90C10 Integer programming
     90C15 Stochastic programming
     90B35 Scheduling theory
},
}

@article {MR83a:90121,
   AUTHOR = {Bondarenko, V.A. and Korotkin, A.A.},
    TITLE = {Analysis of discrete optimization algorithms using incomplete
             information},
  JOURNAL = {Zh. Vychisl. Mat. i Mat. Fiz.},
 FJOURNAL = {Akademiya Nauk SSSR. Zhurnal Vychislitel{'} no\u \i \
             Matematiki i Matematichesko\u \i \ Fiziki},
   VOLUME = {21},
     YEAR = {1981},
   NUMBER = {3},
    PAGES = {783--786, 814},
     ISSN = {0044-4669},
}

@ARTICLE{CaroeTind97,
  author = {C.C. Car{\o}e and J. Tind},
  title = {A cutting-plane approach to mixed $0-1$ stochastic integer
           programs},
  journal = {European Journal of Operational Research},
  volume = {101},
  number = {2},
  pages = {306-316},
  year = {1997},
  keyname = {CaroeTind97}
}

@ARTICLE{CarrawayEA89,
  author = {R.L. Carraway and Morin, T.L. and Moskowitz, H.},
  year = {1989},
  title = {Generalized dynamic programming for stochastic combinatorial
  optimization},
  journal = {Operations Research},
  volume = {37},
  number = {5},
  pages = {819-829},
  keyname = {CarrawayEA89}
}

@ARTICLE{CarrawayEA93,
  author = {R.L. Carraway and Schmidt, R.L. and Weatherford, L.R.},
  year = {1993},
  title = {An algorithm for maximizing target achievement in the
  stochastic knapsack problem with normal returns},
  journal = {Naval Research Logistics},
  volume = {40},
  number = {2},
  pages = {161-173},
  keyname = {CarrawayEA93}
}

@article{699.90042,
author = {Chung, Chia-Shin and  Flynn, James },
title = {{Optimal replacement policies for k-out-of-n systems.}},
journal = {IEEE Trans. Reliab. R-38, No.4, 462-467},
year = {1989},
language = {English},
keywords = {replacement; failed components; k-out-of-n-structure; average cost
    criterion},
classmath = {*90B25 Reliability, etc.
     90C90 Appl. of mathematical programming
     90C39 Dynamic programming
     90C15 Stochastic programming
     93C55 Discrete-time control systems
     90C09 Boolean programming
     90C30 Nonlinear programming
},
}


@ARTICLE{Daskin83,
  author = {Daskin, M.S.},
  year = {1983},
  title = {A maximum expected covering location model: formulation,
  properties and heuristic solution},
  journal = {Transportation Science},
  volume = {17},
  number = {1},
  pages = {48-70},
  keyname = {Daskin83}
}

@INCOLLECTION{Dempster82,
  author={M.A.H. Dempster},
  title={A stochastic approach to hierarchical planning and scheduling},
  year=1982,
  booktitle={Deterministic and Stochastic Scheduling},
  publisher={Reidel},
  address={Dordrecht},
  pages={271-296},
  editor={M.A.H. Dempster and Lenstra, J.K. and A.H.G. {Rinnooy Kan}},
  keyname={Dempster82}
}

@ARTICLE{DempsterEA81,
  author={M.A.H. Dempster and Fisher, M.L. and L. Jansen and B.J. Lageweg
          and J.K. Lenstra and A.H.G. {Rinnooy Kan}},
  title={Analytical evaluation of hierarchical planning systems},
  year={1981},
  journal={Operations Research},
  volume={29},
  pages={707-716},
  keyname={DempsterEA81}
}

@ARTICLE{DempsterEA83,
  author={M.A.H. Dempster and Fisher, M.L. and L. Jansen and B.J. Lageweg
          and J.K. Lenstra and A.H.G. {Rinnooy Kan}},
  title={Analysis of heuristics for stochastic programming: results for
         hierarchical scheduling problems},
  year={1983},
  journal={Mathematics of Operations Research},
  volume={8},
  pages={525-537},
  keyname={DempsterEA83}
}

@PHDTHESIS{Dert95,
  author = {C.L. Dert},
  title = {Asset Liability Management for Pension Funds, A Multistage
           Chance Constrained Programming Approach},
  year = {1995},
  school = {Erasmus University, Rotterdam, The Netherlands},
  keyname = {Dert95}
}

@ARTICLE{DyerStougieA,
  author={M. Dyer and L. Stougie},
  title={Stochastic programming problems: Complexity and Approximability},
  year={in preparation},
  keyname={DyerStougieA}
}

@ARTICLE{ErmolievEA95,
  author = {Y.M. Ermoliev and Norkin, V.I. and {R.J-B.} Wets},
  title = {The minimization of semicontinuous functions: mollifier subgradients},
  journal = {SIAM Journal on Control and Optimization},
  year = {1995},
  volume = {33},
  number = {1},
  pages = {149-167},
  keyname = {ErmolievEA95}
}

@ARTICLE{EttingerHammer72,
  author = {Ettinger, A. and  Hammer, P.L.},
  title = {Pseudo-Boolean programming with random coefficients},
  journal = {Cahiers Centre Etud. Rech. oper},
  volume = {14},
  pages = {67-82},
  year = {1972},
  language = {English},
  keyname = {EttingerHammer72}
}


@ARTICLE{Fejgin70,
  author = {Fejgin, L.I.},
  title = {{Ein Zuordnungsproblem bei unvollstaendiger Information ueber die
    Gestehungskosten von Operationen}},
  journal = {Izv. Akad. Nauk SSSR, Tekh. Kibern},
  volume = {6},
  pages = {33-40},
  year = {1970},
  language = {Russian},
  keyname = {Fejgin70}
}

@ARTICLE{FrancaLuna82,
  author = {Franca, P. M. and Luna, H. P. L.},
  year = {1982},
  title = {Solving stochastic transportation-location problems by
  generalized {Benders} decomposition},
  journal = {Transportation Science},
  volume = {16},
  number = {2},
  pages = {113-126},
  keyname = {FrancaLuna82}
}

@ARTICLE{FrenkEA84,
  author={J.B.G. Frenk and {Rinnooy Kan}, A.H.G. and L. Stougie},
  title={A hierarchical scheduling problem with a well-solvable second
         stage},
  year={1984},
  journal={Annals of Operations Research},
  volume={1},
  pages={43-58},
  keyname={FrenkEA84}
}

@book{809.90063,
author = {Haase, Knut},
title = {{Lotsizing and scheduling for production planning.}},
series = {Lecture Notes in Economics and Mathematical Systems 408},
publisher = {Springer-Verlag},
year = {1994},
language = {English},
keywords = {backward add method; practical lotsizing and scheduling problems;
    sequencing; stochastic algorithm},
classmath = {*90B30 Production models
     90B05 Inventory management
     90-01 Textbooks (optimization)
     90C90 Appl. of mathematical programming
     90C15 Stochastic programming
     90C10 Integer programming
},
}

@ARTICLE{IshiiNishida83,
  author = {Ishii, H. and  Nishida, T.},
  title = {Stochastic bottleneck spanning tree problem},
  journal = {Networks},
  volume = {13},
  pages = {443-449},
  year = {1983},
  language = {English },
  keywords = {random edge costs; stochastic bottleneck spanning tree problem; optimal
    spanning tree; deterministic transformation},
  keyname = {IshiiNishida83}
}

@article {MR84c:90042,
   AUTHOR = {Ishii, Hiroaki and Shiode, Sh{\=o}go and Nishida, Toshio and
             Namasuya, Yoshikazu},
    TITLE = {Stochastic spanning tree problem},
  JOURNAL = {Discrete Appl. Math.},
 FJOURNAL = {Discrete Applied Mathematics},
   VOLUME = {3},
     YEAR = {1981},
   NUMBER = {4},
    PAGES = {263--273},
     ISSN = {0166-218X},
    CODEN = {DAMADU},
}

@INPROCEEDINGS{Jaillet87,
    author = {Jaillet, Patrick },
    editor = {G. Andreatta and Mason, F. and Serafini, P},
    title = {Stochastic routing problems},
    year = {1987},
    pages = {178-186},
    booktitle = {Stochastics in Combinatorial Optimization},
    publisher = {World Scientific Publishing Co. Pte. Ltd},
    address = {Singapore},
    organization = {{CISM}, Udine},
    keywords = {probabilistic traveling salesman problem; probabilistic
  vehicle routing},
  keyname = {Jaillet87}
}

@article {MR1449937,
   AUTHOR = {Joshi, R.R. and Satyanarayana, D.K.},
    TITLE = {A nested layered network model for parallel solutions of
             discrete {S}{P}{P}s},
  JOURNAL = {Comput. Math. Appl.},
 FJOURNAL = {Computers \& Mathematics with Applications. An International
             Journal},
   VOLUME = {33},
     YEAR = {1997},
   NUMBER = {5},
    PAGES = {111--123},
     ISSN = {0898-1221},
    CODEN = {CMAPDK},
}

@ARTICLE{JuckerCarlson77,
  author = {Jucker, J.V. and  Carlson, R.C},
  title = {The simple plant-location problem under uncertainty},
  journal = {Operations Res},
  volume = {24},
  pages = {1045-1055},
  year = {1977},
  language = {English},
  keyname = {JuckerCarlson77}
}




@article {MR96c:90066,
   AUTHOR = {Klein Haneveld, Willem K. and {van der Vlerk}, Maarten H.},
    TITLE = {On the expected value function of a simple integer recourse
             problem with random technology matrix},
     NOTE = {Stochastic programming: stability, numerical methods and
             applications (Gosen, 1992)},
  JOURNAL = {J. Comput. Appl. Math.},
 FJOURNAL = {Journal of Computational and Applied Mathematics},
   VOLUME = {56},
     YEAR = {1994},
   NUMBER = {1-2},
    PAGES = {45--53},
     ISSN = {0377-0427},
    CODEN = {JCAMDI},
}

@TECHREPORT{KleinHaneveldEA91,
  author={W.K. {Klein Haneveld} and Stougie, L. and M.H. {van der Vlerk}},
  title={Stochastic Integer Programming with Simple Recourse},
  type={Research Memorandum},
  number={455},
  institution={Institute of Economic Research, University of Groningen},
  year={1991},
  keyname={KleinHaneveldEA91}
}

@TECHREPORT{KleinHaneveldEA95a,
  author = {W.K. {Klein Haneveld} and Stougie, L. and M.H.{van der Vlerk}},
  title = {On the convex hull of the composition of a separable and a
           linear function},
  year = {1995},
  number = {9570},
  institution = {CORE},
  address = {{Louvain-la-Neuve}, Belgium},
  type = {Discussion Paper},
  keyname = {KleinHaneveldEA95a}
}

@TECHREPORT{KleinHaneveldEA97a,
  author = {W.K. {Klein Haneveld} and Stougie, L. and {van der Vlerk}, M.H.},
  title = {Convex approximations for simple integer recourse models
           by perturbing the underlying distribution},
  year = {1997},
  type={Research Report},
  number={97A19},
  institution={SOM, University of Groningen},
  keyname = {KleinHaneveldEA97a}
}

@TECHREPORT{KleinHaneveldEA97,
  author = {W.K. {Klein Haneveld} and Stougie, L. and {van der Vlerk}, M.H.},
  title = {Convex simple integer recourse models},
  year = {1997},
  type={Research Report},
  number={97A10},
  institution={SOM, University of Groningen},
  keyname = {KleinHaneveldEA97}
}


@article{657.90067,
author = {Kolodziejczyk, Waldemar },
title = {{On equivalence of two optimization methods for fuzzy discrete programming
    problems.}},
journal = {Eur. J. Oper. Res. 36, No.1, 85-91},
year = {1988},
language = {English},
keywords = {fuzzy discrete programming},
classmath = {*90C10 Integer programming
     90C05 Linear programming
     90C15 Stochastic programming
     03E72 Fuzzy sets (logic)
},
}


@INCOLLECTION{LagewegEA88,
  author={B.J. Lageweg and Lenstra, J.K. and {Rinnooy Kan}, A.H.G. and L. Stougie},
  title={Stochastic Integer Programming by Dynamic Programming},
  chapter={21},
  year={1988},
  editor={Yu. Ermoliev and {R.J-B} Wets},
  booktitle={Numerical Techniques for Stochastic Optimization},
  publisher={Springer-Verlag},
  address={Berlin etc.},
  keyname={LagewegEA88}
}

@ARTICLE{LaporteLouveaux93,
  author={G. Laporte and F.V. Louveaux},
  title={The integer {L-shaped} method for stochastic integer programs with
         complete recourse},
  year={1993},
  journal={Operations Research Letters},
  volume={13},
  pages={133-142},
  keyname={LaporteLouveaux93}
}

@ARTICLE{LaporteEA89,
  author = {Laporte, G. and  Louveaux, F.V. and  Mercure, H. },
  title = {Models and exact solutions for a class of stochastic location-routing
    problems},
  journal = {Eur. J. Oper. Res},
  volume = {39},
  number = {1},
  pages = {71-78},
  year = {1989},
  language = {English},
  keywords = {logistics; vehicle routing; stochastic location-routing;
    vehicle fleet size; depot location; integer linear programs},
  keyname = {LaporteEA89}
}

@ARTICLE{LaporteEA92,
  author={G. Laporte and Louveaux, F.V. and H. Mercure},
  title={The vehicle routing problem with stochastic travel times},
  year={1992},
  journal={Transportation Science},
  volume={26},
  pages={161--170},
  keyname={LaporteEA92}
}

@ARTICLE{LaporteEA94b,
  author = {Laporte, G. and  Louveaux, F.V. and  Mercure, H.},
  title = {A priori optimization of the probabilistic traveling salesman problem},
  journal = {Oper. Res},
  volume = {42},
  number = {3},
  pages = {543-549},
  year = {1994},
  language = {English},
  keywords = {probabilistic traveling salesman; integer linear stochastic program;
    branch-and-cut},
  keyname = {LaporteEA94b}
}

@ARTICLE{LaporteEA94a,
  author={G. Laporte and Louveaux, F.V. and L. van Hamme},
  title={Exact solution of a stochastic location problem by an integer
         {L-shaped algorithm}},
  year = {1994},
  journal = {Transportation Science},
  volume = {28},
  pages = {95-103},
  number = {2},
  keyname = {LaporteEA94a}
}

@ARTICLE{LasserreEA85,
  author = {J.B. Lasserre and Bes, C. and Roubellat, F.},
  year = {1985},
  title = {The stochastic discrete dynamic lot size problem: an
  open-loop solution},
  journal = {Operations Research},
  volume = {33},
  number = {3},
  pages = {684-689},
  keyname = {LasserreEA85}
}

@article{MR87i:90180,
   AUTHOR = {Lenstra, J.K.},
    TITLE = {Corrigendum: ``{S}tochastic integer programming by dynamic
             programming'' [{S}tatist.\ {N}eerlandica {\bf 39} (1985), no.\
             2, 97--113] {B}. {J}. {L}ageweg,
             {L}enstra, {A}. {H}. {G}. {R}innooy {K}an and {L}. {S}tougie},
  JOURNAL = {Statist. Neerlandica},
 FJOURNAL = {Statistica Neerlandica. Orgaan van de Vereniging voor
             Statistiek},
   VOLUME = {40},
     YEAR = {1986},
   NUMBER = {2},
    PAGES = {129},
     ISSN = {0039-0402},
    CODEN = {SNERAM},
}

@ARTICLE{LenstraEA84,
  author={J.K. Lenstra and {Rinnooy Kan}, A.H.G. and L. Stougie},
  title={A framework for the probabilistic analysis of hierarchical
         planning systems},
  year={1984},
  journal={Annals of Operations Research},
  volume={1},
  pages={23-42},
  keyname={LenstraEA84}
}

@ARTICLE{LeopoldinoEA94,
  author = {Leopoldino, C.M.A. and  Pereira, M.V.F. and  Pinto, L.M.V. and
    Ribeiro, C.C.},
  title = {A constraint generation scheme to probabilistic linear problems with an
    application to power system expansion planning},
  journal = {Ann. Oper. Res},
  volume = { 50},
  pages = { 367-385 },
  year = {1994},
  language = {English},
  keywords = {reliability; cutting planes; constraint generation scheme; probabilistic
    mixed integer programming; decomposition approach; peak capacity expansion
    planning of interconnected hydrothermal generating systems; stochastic
    integer program; Benders decomposition; stochastic network flow; Monte
    Carlo simulation},
  keyname = {LeopoldinoEA94}
}

@incollection {MR1290355,
   AUTHOR = {Li, Wu-Ji and Smith, J. MacGregor},
    TITLE = {Stochastic quadratic assignment problems},
BOOKTITLE = {Quadratic assignment and related problems (New Brunswick, NJ,
             1993)},
    PAGES = {221--236},
   SERIES = {DIMACS Ser. Discrete Math. Theoret. Comput. Sci.},
   VOLUME = {16},
PUBLISHER = {Amer. Math. Soc.},
  ADDRESS = {Providence, RI},
     YEAR = {1994},
}

@ARTICLE{Libura80,
  author = {Libura, M.},
  title = {Integer programming problems with inexact objective function},
  journal = {Control Cybern},
  volume = {9},
  pages = {189-202},
  year = {1980},
  language = {English},
  keywords = {inexact objective function; integer linear programming; max-min; max-max;
    algorithms; uncertain objective function coefficients; level of
    uncertainty; programming under conditions of uncertainty},
  keyname = {Libura80}
}

@book{285.90083,
author = {Lihtenstein, V.E.},
title = {{Diskretheit und Zufaelligkeit in oekonomisch-mathematischen Problemen.
    (Diskretnost' i slucainost' v ekonomiko-matematiceskih zadacah.).}},
publisher = {Moskau: Verlag 'Nauka'.},
year = {1973},
language = {Russian},
classmath = {*90C90 Appl. of mathematical programming
     90C10 Integer programming
     90A15 General economic models, etc.
     90C15 Stochastic programming
     90B40 Search theory
     90-02 Research monographs (optimization)
},
}


@ARTICLE{LokketangenWoodruff96,
  author = "A.  L{\o}kketangen and D.L. Woodruff",
  title = "Progressive Hedging and Tabu Search Applied To Mixed Integer
           (0,1) Multi-Stage Stochastic Programming",
  journal = "Journal of Heuristics",
  volume = "2",
  pages = "111-128",
  year = "1996",
}


@article {MR95b:90062,
   AUTHOR = {Louveaux, Fran{\c{c}}ois V. and {van der Vlerk}, Maarten H.},
    TITLE = {Stochastic programming with simple integer recourse},
  JOURNAL = {Math. Programming},
 FJOURNAL = {Mathematical Programming},
   VOLUME = {61},
     YEAR = {1993},
   NUMBER = {3, Ser. A},
    PAGES = {301--325},
     ISSN = {0025-5610},
    CODEN = {MHPGA4},
}

@ARTICLE{Louveaux86,
  author = {Louveaux, F.V.},
  year = {1986},
  title = {Discrete stochastic location models},
  journal = {Annals of Operations Research},
  volume = {6},
  number = {4},
  pages = {23-34},
  keyname = {Louveaux86}
}

@TECHREPORT{Louveaux91,
  author={F.V. Louveaux},
  title={Stochastic programs with simple integer recourse},
  year=1991,
  type={Manuscript},
  institution={Facult\'{e}s Universitaires Notre-Dame de la Paix, Namur},
  keyname={Louveaux91}
}

@article{703.90065,
author = {Mamer, John W. and  Schilling, Kenneth E.},
title = {{On the growth of random knapsacks.}},
journal = {Discrete Appl. Math. 28, No.3, 223-230},
year = {1990},
language = {English},
keywords = {random knapsacks; asymptotic value of the optimal knapsack},
classmath = {*90C09 Boolean programming
     90C05 Linear programming
     90C15 Stochastic programming
},
}

@ARTICLE{MarchettiSpaccamelaEA84,
  author={A. {Marchetti Spaccamela} and {Rinnooy Kan}, A.H.G. and
          L. Stougie},
  title={Hierarchical vehicle routing},
  year={1984},
  journal={Networks},
  volume={14},
  pages={571-586},
  keyname={MarchettiSpaccamelaEA84}
}

@ARTICLE{Martel77,
  author = {Martel, A.},
  title = {A probabilistic assortment problem},
  journal = {Can. J. Operat. Res. Inform. Processing},
  volume = {15},
  pages = {196-203},
  year = {1977},
  language = {English},
  keyname = {Martel77}
}

@ARTICLE{MoritaEA88,
  author = {Morita, H. and  Ishii, H. and  Nishida, T. },
  title = {Confidence region method for a stochastic linear knapsack programming
    problem},
  journal = {Math. Jap},
  volume = {33},
  number = {4},
  pages = {559-564},
  year = {1988},
  language = {English},
  keywords = {confidence region method; linear stochastic knapsack problem; multi-normal
    distribution function; diagonal covariance matrix; minimax approach},
  keyname = {MoritaEA88}
}

@ARTICLE{NorkinEA98b,
  author = {V.I. Norkin and Yu.M. Ermoliev and A. Ruszczynski},
  title = {On Optimal Allocation of Indivisibles Under Uncertainty},
  year = {1998},
  journal = {Operations Research},
  volume = {46},
  pages = {381-395},
  number = {3}
}

@ARTICLE{NorkinEA98a,
  author = {V.I. Norkin and G.Ch. Pflug and A. Ruszczynski},
  title = {A branch and bound method for stochastic global optimization},
  year = {1998},
  journal = {Mathematical programming},
  volume = {83},
  pages = {425-450},
  number = {3}
}

@ARTICLE{PalekarEA92,
  author = {Palekar, U.S. and  Batta, R. and  Bosch, R.M. and
            Elhence, S.},
  title = {Modeling uncertainties in plant layout problems},
  journal = {Eur. J. Oper. Res},
  volume = { 63},
  number = {2},
  pages = { 347-359},
  year = {1992},
  language = {English},
  keyname = {PalekarEA92}
}

@ARTICLE{Podinivskii72,
  author = {Podinovskii, V.V},
  title = {Lexikographische Optimierungsprobleme unter Unbestimmtheitsbedingungen},
  journal = {Izv. Akad. Nauk SSSR, tehn. Kibernet},
  volume = {1},
  pages = {32-37},
  year = {1972},
  language = {Russian},
  keyname = {Podinivskii72}
}

@ARTICLE{Raczynski78,
  author = {Raczynski, S.},
  title = {Stochastic optimization algorithm for nonlinear discrete models of
    production systems},
  journal = {Probl. Control Inf. Theory},
  volume = {7},
  pages = {443-458 (Russian), Suppl. 1-14 (English)},
  year = {1978},
  language = {English, Russian},
  keywords = {production systems; integer nonlinear stochastic programming; stochastic
    automatic design; multiphase non-stationary mass-service systems},
  keyname = {Raczynski78}
}

@ARTICLE{ReVelleHogan88,
  author = {{ReVelle}, C. and Hogan, K.},
  year = {1988},
  title = {A reliability-constrained siting model with local estimates
  of busy fractions},
  journal = {Environment and Planning B: Planning and Design},
  volume = {15},
  number = {3},
  pages = {143-152},
  keyname = {ReVelleHogan88}
}

@article{572.90076,
author = {Rhee, WanSoo T. },
title = {{Convergence of optimal stochastic bin packing.}},
journal = {Oper. Res. Lett. 4, 121-123},
year = {1985},
language = {English},
keywords = {bin packing; convergence; cutting stock; random variables},
classmath = {*90C10 Integer programming
     90C15 Stochastic programming
},
}

@ARTICLE{RheeTalagrand91,
  author = {Rhee, W.T. and M. Talagrand},
  year = {1991},
  title = {Multidimensional optimal bin packing with items of random
  size},
  journal = {Mathematics of Operations Research},
  volume = {16},
  number = {3},
  pages = {490-503},
  keyname = {RheeTalagrand91}
}

@inproceedings{RinnooyKan86,
  author = {{Rinnooy Kan}, A.H.G. },
  title = {Stochastic integer programming: The distribution problem},
  booktitle = {Stochastic programming, Conf. Gargnano/Italy 1983,
       Lect. Notes Control Inf. Sci. 76},
  year = {1986},
  pages = {140-150},
  language = {English},
  keywords = {survey; distribution problem; structured stochastic integer programming;
    heuristic approach; hierarchical planning},
  keyname = {RinnooyKan86}
}

@INCOLLECTION{RinnooyKanStougie88,
  author={A.H.G. {Rinnooy Kan} and L. Stougie},
  title={Stochastic Integer Programming},
  year=1988,
  booktitle={Numerical Techniques for Stochastic Optimization},
  publisher={Springer-Verlag},
  address={Berlin etc.},
  chapter=8,
  editor={Yu. Ermoliev and {R.J-B} Wets},
  keyname={KanStougie88}
}

@ARTICLE{RossTsang89,
  author = {Ross, K.W. and  Tsang, D.H.K. },
  title = {The stochastic knapsack problem},
  journal = {IEEE Trans. Commun. COM},
  volume = {7},
  number = {7},
  pages = {740-747},
  year = {1989},
  language = {English},
  reviewer = {N.Yanev},
  keywords = {threshold type optimal control; stochastic version; knapsack problem;
    independent birth processes; long-run average profit},
  keyname = {RossTsang89}
}

@inproceedings{646.90081,
author = {Rossi, Francesco A. and  Gavioli, Ilario },
title = {{Aspects of heuristic methods in the ``Probabilistic Traveling Salesman
    Problem'' (PTSP).}},
booktitle = {{Stochastic in combinatorial optimization, Adv. Sch. CISM, Udine/Italy
    1986, 214-227}},
    year = {1987},
language = {English},
keywords = {probabilistic version; passive nodes; Traveling Salesman Problem; active
    nodes; heuristic; complete symmetrical graphs},
classmath = {*90C35 Network programming
     90C10 Integer programming
     90C15 Stochastic programming
},
}

@article{704.90024,
author = {Rubal'skij, G.B.},
title = {{Convolution operators conserving the property of the unimodality type for
    functions of one discrete variable.}},
journal = {Cybernetics 24, No.3, 281-285 translation from Kibernetika 1988,
    No.3, 9-11 (1988).},
    year = {1988},
language = {English. Russian original},
keywords = {convolution; discrete optimization; newspaper salesman problem; stock
    control; unimodality},
classmath = {*90B05 Inventory management
     90C10 Integer programming
     90C90 Appl. of mathematical programming
     90C15 Stochastic programming
},
}

@ARTICLE{Schilling90,
  author = {Schilling, K.E.},
  title = {The growth of m-constraint random knapsacks},
  journal = {Eur. J. Oper. Res. 46},
  volume = {46},
  number = {1},
  pages = {109-112},
  year = {1990},
  language = {English},
  keywords = {random knapsack; asymptotic value},
  keyname = {Schilling90}
}

@article{791.90038,
author = {Schilling, Kenneth},
title = {{Random knapsacks with many constraints.}},
journal = {Discrete Appl. Math. 48, No.2, 163-174},
year = {1994},
language = {English},
keywords = {asymptotic values; random knapsack problem; rate of growth},
classmath = {*90C15 Stochastic programming
},
}

@TECHREPORT{Schultz95b,
  author = {R. Schultz},
  title = {Discontinuous Optimization Problems in Stochastic Integer
           Programming},
  year = {1995},
  number = {SC 95-20},
  institution = {Konrad-Zuse-Zentrum f\"ur Informationstechnik Berlin},
  type = {Preprint},
  keyname = {Schultz95b}
}

@ARTICLE{Schultz95a,
  author={R. Schultz},
  title={On structure and stability in stochastic programs with random
         technology matrix and complete integer recourse},
  volume={70},
  pages={73-89},
  year = {1995},
  journal = {Mathematical Programming},
  keyname={Schultz95a}
}


@ARTICLE{SchultzEA96,
  author={R. Schultz and Stougie, L. and {van der Vlerk}, M.H.},
  title={Two-stage stochastic integer programming: a survey},
  year = {1996},
  journal = {Statistica Neerlandica},
  volume = {50},
  pages = {404-416},
  number = {3},
  keyname={SchultzEA96}
}



@inproceedings{807.90092,
author = {Schultz, R{\"u}diger},
title = {{Continuity and stability in two-stage stochastic integer programming.}},
booktitle = {{Stochastic optimization. Numerical methods and technical applications,
    Proc. GAMM/IFIP-Workshop, Neubiberg/Ger. 1990, Lect. Notes Econ. Math.
    Syst. 379, 81-92}},
    year = {1992},
language = {English},
keywords = {two-stage stochastic programs; mixed-integer linear program},
classmath = {*90C15 Stochastic programming
     90C11 Mixed integer programming
     90C31 Sensitivity, etc.
     90C10 Integer programming
},
}

@inproceedings{Seppaelae76,
  author = {Seppaelae, Y.},
  title = {A stochastic multigoal investment model for the public sector},
  booktitle = {Prog. Oper. Res., Eger 1974,
        Colloq. Math. Soc. Janos Bolyai 12},
  pages = {845-863},
  year = {1976},
  language = {English},
  keyname = {Seppaelae76}
}

@article{658.90092,
author = {Shaw, John J. and  James, Ronald M. and  Grunberg, Daniel B. },
title = {{Birth of a salesman.}},
journal = {J. Guid. Control Dyn. 11, No.5, 415-420},
year = {1988},
language = {English},
keywords = {traveling salesman; near-optimal solutions},
classmath = {*90C35 Network programming
     90C15 Stochastic programming
     65K05 Mathematical programming (numerical methods)
     90C10 Integer programming
},
}

@ARTICLE{ShiodeEA85,
  author = {S. Shiode and Ishii, H. and T. Nishida},
  title = {A chance constrained minimax facility location problem},
  year = {1985},
  journal = {Mathematica Japonica},
  volume = {30},
  pages = {783-803},
  number = {5},
  keyname = {ShiodeEA85}
}

@inproceedings{Simundich78,
  author = {Simundich, T.M.},
  title = {An efficient algorithm for solving a stochastic, integer programming
    problem arising in radio navigation},
  booktitle = {Optim. Techn., Proc. IFIP Conf., Wuerzburg 1977, Part 2,
   Lect. Notes  Control Inf. Sci. 7},
  pages = {263-268},
  year = {1978},
  language = {English},
  keyname = {Simundich78}
}


@BOOK{Stougie87,
  author={L. Stougie},
  title={Design and analysis of algorithms for stochastic integer
         programming},
  year={1987},
  series={CWI Tract},
  volume={37},
  publisher={Centrum voor Wiskunde en Informatica, Amsterdam},
  keyname={Stougie87}
}

@INCOLLECTION{StougieVanderVlerk97,
  author = {L. Stougie and {van der Vlerk}, M.H.},
  editor = {M. {Dell'Amico} and F. Maffioli and S. Martello},
  title = {Stochastic Integer Programming},
  year = {1997},
  booktitle = {Annotated Bibliographies in Combinatorial Optimization},
  publisher = {Wiley},
  chapter = {9},
  pages = {127-141},
  keyname = {StougieVanderVlerk97}
}

@book{611.90001,
editor = {Swersey, Arthur J. and  Ignall, Edward J.},
title = {{Delivery of urban services. With a view towards applications in management
    science and operations research.}},
publisher = {Amsterdam etc.: North-Holland.},
series = {TIMS Studies in the Management Sciences, Vol. 22. },
year = {1986},
language = {English},
keywords = {urban service delivery systems; bus system; routing; space-time heuristic;
    swapper algorithm; emergency services; set covering; deterministic
    location; hypercube queueing model; service networks; negotiation process;
    manpower planning; two-stage stochastic program with recourse; Urban
    services; Management science; Operations research},
classmath = {*90-06 Proceedings of conferences (optimization)
     00Bxx Conference proceedings and collections of papers
     90C90 Appl. of mathematical programming
     65K05 Mathematical programming (numerical methods)
     90D12 Cooperative games
     90C08 Special problems of linear programming
     90B35 Scheduling theory
     90C11 Mixed integer programming
     60K25 Queueing theory
     90D40 Game theory models
     90C27 Combinatorial programming
     90C05 Linear programming
     90C30 Nonlinear programming
     90C10 Integer programming
     90B22 Queues and service
     90C15 Stochastic programming
},
}

@TECHREPORT{TakritiBirge95,
  author = {S. Takriti and J.R. Birge},
  title = {Lagrangian Solution Techniques and Bounds for Loosely-Coupled
           Mixed-Integer Stochastic Programs},
  year = {1995},
  institution = {University of Michigan},
  keyname = {TakritiBirge95}
}

@ARTICLE{TakritiEA96,
  author = "S. Takriti and J.R. Birge and E. Long",
  title = "A Stochastic Model of the Unit Commitment Problem",
  journal = "IEEE Transactions on Power Systems 11(3):1497--1508",
  year = "1996"
}

@TECHREPORT{TayurIP,
  author = {S. Tayur},
  title = {A new algorithm to solve stochastic integer programs with
           application to plant management},
  year = {in preparation},
  address = {Pittsburgh},
  institution = {Carnegie Mellon University},
  keyname = {TayurIP}
}

@ARTICLE{TayurEA95,
  author = {S.R. Tayur and Thomas, R.R. and N.R. Natraj},
  title = {An Algebraic Geometry Algorithm for Scheduling in the
           Presence of Setups and Correlated Demands},
  year = {1995},
  journal = {Mathematical Programming},
  volume = {69},
  pages = {369-401},
  number = {3},
  keyname = {TayurEA95}
}

@inproceedings{Teghem90,
  author = {Teghem, J.},
  title = {{STRANGE}: An interactive method for multiobjective stochastic linear
    programming, and {STRANGE-MOMIX} its extension to integer variables},
  booktitle = {Stochastic versus fuzzy approaches to multiobjective mathematical
    programming under uncertainty, Theory Decis. Libr., Ser. D 6},
  pages = {103-115},
  year = {1990},
  language = {English},
  keywords = {interactive method; multi-objective linear programming; discrete random
    coefficients},
  keyname = {Teghem90}
}

@ARTICLE{TomasgardEA98,
  author = {A. Tomasgard and J.A. Audestad and S. Dye and L. Stougie
            and M.H. {van der Vlerk} and S.W. Wallace},
  title = {Modelling aspects of distributed processing in
           telecommunication networks},
  year = {1998},
  journal = {Annals of Operations Research},
  volume = {82},
  pages = {161-184},
  keyname = {TomasgardEA98}
}

@TECHREPORT{TomasgardEA97,
  author = {A. Tomasgard and S. Dye and S.W. Wallace and J.A. Audestad and
            L. Stougie and M.H. {van der Vlerk}},
  title = {Stochastic optimization models for distributed communication
           networks},
  year = {1997},
  address = {Norwegian University of Science and Technology, 7034
             Trondheim, Norway},
  institution = {{Department of Industrial Economics and Technology
                  Management}},
  type = {Working paper},
  keyname = {TomasgardEA97}
}

@incollection {MR1465720,
   AUTHOR = {{van der Vlerk}, Maarten H.},
    TITLE = {Convex approximations for stochastic programs with simple
             integer recourse},
BOOKTITLE = {Ten years LNMB},
    PAGES = {357--365},
   SERIES = {CWI Tract},
   VOLUME = {122},
PUBLISHER = {Math. Centrum / Centrum Wisk. Inform.},
  ADDRESS = {Amsterdam},
     YEAR = {1997},
}

@PHDTHESIS{VanderVlerk95,
  author = {M.H. {van der Vlerk}},
  title = {Stochastic programming with integer recourse},
  year = {1995},
  school = {University of Groningen, The Netherlands},
  keyname = {VanderVlerk95}
}

@ARTICLE{WallaceWets95,
  author = {S.W. Wallace and {R.J-B.} Wets},
  title = {Preprocessing in stochastic programming: the case of
           capacitated networks},
  year = {1995},
  journal = {ORSA Journal on Computing},
  volume = {7},
  pages = {44-62},
  keyname = {WallaceWets95}
}

@article{406.90074,
author = {Welsh, D.J.A.},
title = {{Stochastic optimization on networks.}},
journal = {Oper. Res. Verfahren 32, 203-206},
year = {1979},
language = {English},
keywords = {DISCRETE OPTIMISATION; SHORTEST ROUTE PROBLEM; MAXIMUM FLOW PROBLEM;
    PERCOLATION THEORY; STOCHASTIC NETWORK PROGRAMMING},
classmath = {*90C35 Network programming
     90C15 Stochastic programming
     90C09 Boolean programming
     90B10 Flows in networks
     05C35 Extremal problems (graph theory)
},
}




@ARTICLE{YudinTzoy74,
  author = {D.B. Yudin and E.V. Tzoy},
  title = {Integer stochastic programming},
  year = {1974},
  journal = {Izvestia AN SSSR, Tekhnicheskaya Kibernetika},
  pages = {3-11},
  note = {(in Russian)},
  volume = {1},
  keyname = {YudinTzoy74}
}

@article {MR83a:90126,
   AUTHOR = {Zak, Yu. A. and Yakhno, V.N.},
    TITLE = {Sequential optimization algorithms in problems of discrete
             stochastic programming},
  JOURNAL = {Engrg. Cybernetics},
 FJOURNAL = {Engineering Cybernetics. English Edition of Tekhnicheskaya
             Kibernetika},
   VOLUME = {18},
     YEAR = {1980},
   NUMBER = {1},
    PAGES = {6--13 (1981)},
     ISSN = {0013-788X},
    CODEN = {ENCYAF},
}


@ARTICLE{ZimmermanPollatschek72,
  author = {Zimmermann, H.-J. and  Pollatschek, M.A.},
  title = {The domain of the "resource-vector" as an aid to decision making in
    stochastic 0/1 programming},
  journal = {Operations Res.-Verf},
  volume = {14},
  pages = {390-398},
  year = {1972},
  language = {English},
  keyname = {ZimmermanPollatschek72}
}

@ARTICLE{ZimmermanPollatschek75b,
  author = {Zimmermann, H.-J. and  Pollatschek, M.A.},
  title = {On stochastic integer programming},
  journal = {Z. Operat. Res., Ser. A},
  volume = {19},
  pages = {37-48},
  year = {1975},
  language = {English},
  keyname = {ZimmermanPollatschek75b}
}


@article {MR1684909,
   AUTHOR = {Car{\o}e, Claus C. and Schultz, R{\"u}diger},
    TITLE = {Dual decomposition in stochastic integer programming},
  JOURNAL = {Oper. Res. Lett.},
 FJOURNAL = {Operations Research Letters},
   VOLUME = {24},
     YEAR = {1999},
   NUMBER = {1-2},
    PAGES = {37--45},
     ISSN = {0167-6377},
    CODEN = {ORLED5},
}

@article {MR1650329,
   AUTHOR = {Car{\o}e, Claus C. and Tind, J{\o}rgen},
    TITLE = {L-shaped decomposition of two-stage stochastic programs with
             integer recourse},
  JOURNAL = {Math. Programming},
 FJOURNAL = {Mathematical Programming},
   VOLUME = {83},
     YEAR = {1998},
   NUMBER = {3, Ser. A},
    PAGES = {451--464},
     ISSN = {0025-5610},
    CODEN = {MHPGA4},
}

@article {MR1685596,
   AUTHOR = {Klein Haneveld, Willem K. and van der Vlerk, Maarten H.},
    TITLE = {Stochastic integer programming: general models and algorithms},
     NOTE = {Stochastic programming. State of the art, 1998 (Vancouver, BC)},
  JOURNAL = {Ann. Oper. Res.},
 FJOURNAL = {Annals of Operations Research},
   VOLUME = {85},
     YEAR = {1999},
    PAGES = {39--57},
     ISSN = {0254-5330},
}

@article {MR99i:90066,
   AUTHOR = {Schultz, R{\"u}diger and Stougie, Leen and van der Vlerk,
             Maarten H.},
    TITLE = {Solving stochastic programs with integer recourse by
             enumeration: a framework using {G}r\"obner basis reductions},
  JOURNAL = {Math. Programming},
 FJOURNAL = {Mathematical Programming},
   VOLUME = {83},
     YEAR = {1998},
   NUMBER = {2, Ser. A},
    PAGES = {229--252},
     ISSN = {0025-5610},
    CODEN = {MHPGA4},
}


@PHDTHESIS{Caroe98,
  author = {Claus C. Car{\o}e},
  title = {Decomposition in stochastic integer programming},
  year = {1998},
  school = {University of Copenhagen, Denmark},
  type = {Ph.D. Thesis}
}

@article {MR1700554,
   AUTHOR = {Nakai, T{\=o}ru},
    TITLE = {An optimal assignment problem for multiple objects per
             period---case of a partially observable {M}arkov chain},
  JOURNAL = {Bull. Inform. Cybernet.},
 FJOURNAL = {Bulletin of Informatics and Cybernetics},
   VOLUME = {31},
     YEAR = {1999},
   NUMBER = {1},
    PAGES = {23--34},
     ISSN = {0286-522X},
  MRCLASS = {90C15 (60G40 60J10 90C27)},
}
@article {MR99k:90134,
   AUTHOR = {Kleywegt, Anton J. and Papastavrou, Jason D.},
    TITLE = {The dynamic and stochastic knapsack problem},
  JOURNAL = {Oper. Res.},
 FJOURNAL = {Operations Research. The Journal of the Operations Research
             Society of America},
   VOLUME = {46},
     YEAR = {1998},
   NUMBER = {1},
    PAGES = {17--35},
     ISSN = {0030-364X},
    CODEN = {OPREAI},
  MRCLASS = {90C27 (90C15)},
}
@incollection {MR99j:90054,
   AUTHOR = {Norkin, Vladimir},
    TITLE = {Global optimization of probabilities by the stochastic branch
             and bound method},
BOOKTITLE = {Stochastic programming methods and technical applications
             (Neubiberg/Munich, 1996)},
    PAGES = {186--201},
PUBLISHER = {Springer},
  ADDRESS = {Berlin},
     YEAR = {1998},
  MRCLASS = {90C15 (90C10)},
}
@incollection {MR99h:90084,
   AUTHOR = {Mockus, Jonas and Mockus, Audris and Mockus, Linas},
    TITLE = {Bayesian approach for randomization of heuristic algorithms of
             discrete programming},
BOOKTITLE = {Randomization methods in algorithm design (Princeton, NJ,
             1997)},
    PAGES = {161--177},
PUBLISHER = {Amer. Math. Soc.},
  ADDRESS = {Providence, RI},
     YEAR = {1999},
  MRCLASS = {90C27 (90C15)},
}
@article {MR98m:90097,
   AUTHOR = {Pflug, Georg Ch. and Ruszczy{\'n}ski, Andrzej and Schultz,
             R{\"u}diger},
    TITLE = {On the {G}livenko-{C}antelli problem in stochastic programming:
             mixed-integer linear recourse},
  JOURNAL = {Math. Methods Oper. Res.},
 FJOURNAL = {Mathematical Methods of Operations Research},
   VOLUME = {47},
     YEAR = {1998},
   NUMBER = {1},
    PAGES = {39--49},
     ISSN = {1432-2994},
  MRCLASS = {90C15 (90C11)},
}
@book {MR98i:90005,
    TITLE = {Advances in computational and stochastic optimization, logic
             programming, and heuristic search},
   EDITOR = {Woodruff, David L.},
     NOTE = {Interfaces in computer science and operations research},
PUBLISHER = {Kluwer Academic Publishers},
  ADDRESS = {Boston, MA},
     YEAR = {1998},
    PAGES = {viii+312},
     ISBN = {0-7923-8078-9},
  MRCLASS = {90-06 (90C15 90C27)},
}
@incollection {MR98a:90070,
   AUTHOR = {Kijima, Masaaki and Tamura, Akihisa},
    TITLE = {On the greedy algorithm for stochastic optimization problems},
BOOKTITLE = {Stochastic modelling in innovative manufacturing (Cambridge,
             1995)},
    PAGES = {19--29},
PUBLISHER = {Springer},
  ADDRESS = {Berlin},
     YEAR = {1997},
  MRCLASS = {90C15 (90C27)},
}
@book {MR98a:90002,
   AUTHOR = {Mockus, Jonas and Eddy, William and Mockus, Audris and Mockus,
             Linas and Reklaitis, Gintaras},
    TITLE = {Bayesian heuristic approach to discrete and global
             optimization},
     NOTE = {With 2 IBM-PC floppy-disks (3.5 inch; HD),
             Algorithms, visualization, software, and applications},
PUBLISHER = {Kluwer Academic Publishers},
  ADDRESS = {Dordrecht},
     YEAR = {1997},
    PAGES = {xvi+396},
     ISBN = {0-7923-4327-1},
  MRCLASS = {90-02 (90C15 90C27)},
}
@article {MR97g:90093,
   AUTHOR = {Schultz, R{\"u}diger},
    TITLE = {Rates of convergence in stochastic programs with complete
             integer recourse},
  JOURNAL = {SIAM J. Optim.},
 FJOURNAL = {SIAM Journal on Optimization},
   VOLUME = {6},
     YEAR = {1996},
   NUMBER = {4},
    PAGES = {1138--1152},
     ISSN = {1052-6234},
    CODEN = {SJOPE8},
  MRCLASS = {90C15 (90C10)},
}
@article {MR97g:90091,
   AUTHOR = {Klein Haneveld, Willem K. and Stougie, Leen and van der Vlerk,
             Maarten H.},
    TITLE = {An algorithm for the construction of convex hulls in simple
             integer recourse programming},
     NOTE = {Stochastic programming, algorithms and models (Lillehammer,
             1994)},
  JOURNAL = {Ann. Oper. Res.},
 FJOURNAL = {Annals of Operations Research},
   VOLUME = {64},
     YEAR = {1996},
    PAGES = {67--81},
     ISSN = {0254-5330},
  MRCLASS = {90C11 (90C15)},
}
@incollection {MR96i:90067,
   AUTHOR = {Bertsimas, Dimitris and Teo, Chungpiaw and Vohra, Rakesh},
    TITLE = {Nonlinear formulations and improved randomized approximation
             algorithms for multicut problems},
BOOKTITLE = {Integer programming and combinatorial optimization (Copenhagen,
             1995)},
    PAGES = {29--39},
PUBLISHER = {Springer},
  ADDRESS = {Berlin},
     YEAR = {1995},
  MRCLASS = {90C35 (90C15 90C27)},
}
@article {MR96h:90088,
   AUTHOR = {Ishii, H. and Matsutomi, T.},
    TITLE = {Confidence regional method of stochastic spanning tree problem},
     NOTE = {Stochastic models in engineering, technology and management
             (Gold Coast, 1994)},
  JOURNAL = {Math. Comput. Modelling},
 FJOURNAL = {Mathematical and Computer Modelling},
   VOLUME = {22},
     YEAR = {1995},
   NUMBER = {10-12},
    PAGES = {77--82},
     ISSN = {0895-7177},
    CODEN = {MCMOEG},
  MRCLASS = {90C27 (90C15)},
}
@article {MR96g:90044,
   AUTHOR = {Futschik, A. and Pflug, G.},
    TITLE = {Confidence sets for discrete stochastic optimization},
     NOTE = {Stochastic programming (Udine, 1992)},
  JOURNAL = {Ann. Oper. Res.},
 FJOURNAL = {Annals of Operations Research},
   VOLUME = {56},
     YEAR = {1995},
    PAGES = {95--108},
     ISSN = {0254-5330},
  MRCLASS = {90C15 (90C27)},
}
@article {MR96d:90065,
   AUTHOR = {Murat, C{\'e}cile and Paschos, Vangelis Th.},
    TITLE = {Probl\`eme du stable probabiliste},
  JOURNAL = {C. R. Acad. Sci. Paris S\'er. I Math.},
 FJOURNAL = {Comptes Rendus de l'Acad\'emie des Sciences. S\'erie I.
             Math\'ematique},
   VOLUME = {321},
     YEAR = {1995},
   NUMBER = {4},
    PAGES = {495--498},
     ISSN = {0764-4442},
    CODEN = {CASMEI},
  MRCLASS = {90C15 (90C27)},
}
@article {MR96d:90057,
   AUTHOR = {Klein Haneveld, Willem K. and Stougie, Leen and van der Vlerk,
             Maarten H.},
    TITLE = {On the convex hull of the simple integer recourse objective
             function},
     NOTE = {Stochastic programming (Udine, 1992)},
  JOURNAL = {Ann. Oper. Res.},
 FJOURNAL = {Annals of Operations Research},
   VOLUME = {56},
     YEAR = {1995},
    PAGES = {209--224},
     ISSN = {0254-5330},
  MRCLASS = {90C10 (90C15)},
}
@article {MR96c:90088,
   AUTHOR = {Ishii, Hiroaki and Shiode, Sh{\=o}go},
    TITLE = {Chance constrained bottleneck spanning tree problem},
     NOTE = {Stochastic programming (Udine, 1992)},
  JOURNAL = {Ann. Oper. Res.},
 FJOURNAL = {Annals of Operations Research},
   VOLUME = {56},
     YEAR = {1995},
    PAGES = {177--187},
     ISSN = {0254-5330},
  MRCLASS = {90C27 (90C15)},
}
@article {MR95m:90074,
   AUTHOR = {Sergienko, I. V. and Shilo, V. P.},
    TITLE = {Probabilistic decomposition of integer linear programming
             problems with {B}oolean variables, and the automatic choice of
             algorithms for their solution},
  JOURNAL = {Kibernet. Sistem. Anal.},
 FJOURNAL = {Kibernetika i Sistemny\u\i\ Analiz},
   VOLUME = {2},
     YEAR = {1994},
    PAGES = {149--158, 191},
     ISSN = {0023-1274},
  MRCLASS = {90C10 (90C15)},
}
@article {MR95k:90050,
   AUTHOR = {Marchetti-Spaccamela, A. and Vercellis, C.},
    TITLE = {Stochastic on-line knapsack problems},
  JOURNAL = {Math. Programming},
 FJOURNAL = {Mathematical Programming},
   VOLUME = {68},
     YEAR = {1995},
   NUMBER = {1, Ser. A},
    PAGES = {73--104},
     ISSN = {0025-5610},
    CODEN = {MHPGA4},
  MRCLASS = {90C15 (90C27)},
}
@article {MR95f:90049,
   AUTHOR = {Schultz, R{\"u}diger},
    TITLE = {Continuity properties of expectation functions in stochastic
             integer programming},
  JOURNAL = {Math. Oper. Res.},
 FJOURNAL = {Mathematics of Operations Research},
   VOLUME = {18},
     YEAR = {1993},
   NUMBER = {3},
    PAGES = {578--589},
     ISSN = {0364-765X},
  MRCLASS = {90C15 (90C10)},
}
@article {MR94k:90054,
   AUTHOR = {Jaillet, Patrick},
    TITLE = {Analysis of probabilistic combinatorial optimization problems
             in {E}uclidean spaces},
  JOURNAL = {Math. Oper. Res.},
 FJOURNAL = {Mathematics of Operations Research},
   VOLUME = {18},
     YEAR = {1993},
   NUMBER = {1},
    PAGES = {51--70},
     ISSN = {0364-765X},
  MRCLASS = {90C15 (90C27)},
}
@article {MR94g:90081,
   AUTHOR = {Lazarus, Andrew J.},
    TITLE = {Certain expected values in the random assignment problem},
  JOURNAL = {Oper. Res. Lett.},
 FJOURNAL = {Operations Research Letters},
   VOLUME = {14},
     YEAR = {1993},
   NUMBER = {4},
    PAGES = {207--214},
     ISSN = {0167-6377},
    CODEN = {ORLED5},
  MRCLASS = {90C27 (90C15)},
}
@article {MR94e:90081,
   AUTHOR = {Rhee, WanSoo T. and Talagrand, Michel},
    TITLE = {Dual bin packing with items of random sizes},
  JOURNAL = {Math. Programming},
 FJOURNAL = {Mathematical Programming},
   VOLUME = {58},
     YEAR = {1993},
   NUMBER = {2, Ser. A},
    PAGES = {229--242},
     ISSN = {0025-5610},
    CODEN = {MHPGA4},
  MRCLASS = {90C27 (90C15)},
}
@article {MR93m:90056,
   AUTHOR = {Morita, Hiroshi and Ishii, Hiroaki},
    TITLE = {An efficient algorithm for a stochastic linear knapsack problem
             with a single index model},
  JOURNAL = {Math. Japon.},
 FJOURNAL = {Mathematica Japonica},
   VOLUME = {38},
     YEAR = {1993},
   NUMBER = {1},
    PAGES = {17--25},
     ISSN = {0025-5513},
    CODEN = {MAJAA9},
  MRCLASS = {90C15 (90C10 90C27)},
}
@article {MR93j:90072,
   AUTHOR = {Yan, Di and Mukai, H.},
    TITLE = {Stochastic discrete optimization},
  JOURNAL = {SIAM J. Control Optim.},
 FJOURNAL = {Society for Industrial and Applied Mathematics. Journal on
             Control and Optimization},
   VOLUME = {30},
     YEAR = {1992},
   NUMBER = {3},
    PAGES = {594--612},
     ISSN = {0363-0129},
    CODEN = {SJCODC},
  MRCLASS = {90C15 (62L99 90B22 90C10 90C27)},
}
@article {MR93g:90044,
   AUTHOR = {Louveaux, Fran{\c{c}}ois V. and Peeters, D.},
    TITLE = {A dual-based procedure for stochastic facility location},
  JOURNAL = {Oper. Res.},
 FJOURNAL = {Operations Research. The Journal of the Operations Research
             Society of America},
   VOLUME = {40},
     YEAR = {1992},
   NUMBER = {3},
    PAGES = {564--573},
     ISSN = {0030-364X},
    CODEN = {OPREAI},
  MRCLASS = {90B80 (90C11 90C15)},
}
@article {MR93b:90056,
   AUTHOR = {Sen, Suvrajeet},
    TITLE = {Relaxations for probabilistically constrained programs with
             discrete random variables},
  JOURNAL = {Oper. Res. Lett.},
 FJOURNAL = {Operations Research Letters},
   VOLUME = {11},
     YEAR = {1992},
   NUMBER = {2},
    PAGES = {81--86},
     ISSN = {0167-6377},
    CODEN = {ORLED5},
  MRCLASS = {90C15 (90C27)},
}
@article {MR92k:90056,
   AUTHOR = {Rhee, WanSoo T.},
    TITLE = {Stochastic analysis of a modified first fit decreasing packing},
  JOURNAL = {Math. Oper. Res.},
 FJOURNAL = {Mathematics of Operations Research},
   VOLUME = {16},
     YEAR = {1991},
   NUMBER = {1},
    PAGES = {162--175},
     ISSN = {0364-765X},
  MRCLASS = {90C10 (90C15 90C27)},
}
@article {MR92k:90050,
   AUTHOR = {Rhee, WanSoo T.},
    TITLE = {On the fluctuations of the stochastic traveling salesperson
             problem},
  JOURNAL = {Math. Oper. Res.},
 FJOURNAL = {Mathematics of Operations Research},
   VOLUME = {16},
     YEAR = {1991},
   NUMBER = {3},
    PAGES = {482--489},
     ISSN = {0364-765X},
  MRCLASS = {90C08 (90C15 90C27)},
}
@article {MR92b:90144,
   AUTHOR = {Averbakh, I. L.},
    TITLE = {An iterative decomposition method in one-stage problems of
             stochastic integer programming},
  JOURNAL = {Zh. Vychisl. Mat. i Mat. Fiz.},
 FJOURNAL = {Akademiya Nauk SSSR. Zhurnal Vychislitel$'$ no\u\i\
             Matematiki i Matematichesko\u\i\ Fiziki},
   VOLUME = {30},
     YEAR = {1990},
   NUMBER = {10},
    PAGES = {1467--1476},
     ISSN = {0044-4669},
  MRCLASS = {90C10 (90C15)},
}
@inproceedings {MR91c:90080,
   AUTHOR = {Yan, Di and Mukai, H.},
    TITLE = {Discrete optimization with estimation},
BOOKTITLE = {Proceedings of the 28th IEEE Conference on Decision and
             Control, Vol.\ 1--3 (Tampa, FL, 1989)},
    PAGES = {2463--2468},
PUBLISHER = {IEEE},
  ADDRESS = {New York},
     YEAR = {1989},
  MRCLASS = {90C15 (90B20 90B35 90C27)},
}
@article {MR90i:90071,
   AUTHOR = {Gimadi, {\`E}. Kh.},
    TITLE = {Justification of a priori estimates for the quality of the
             approximate solution of a standardization problem},
  JOURNAL = {Upravlyaemye Sistemy},
 FJOURNAL = {Upravlyaemye Sistemy. Institut Matematiki. Institut Kataliza
             Sibirskogo Otdeleniya Akademii Nauk SSSR},
   VOLUME = {27},
     YEAR = {1987},
    PAGES = {12--27, 88--89},
     ISSN = {0566-7275},
  MRCLASS = {90C08 (90C11 90C15)},
}
@article {MR89k:90112,
   AUTHOR = {Zhargal, D. and Lebedev, S. S.},
    TITLE = {Integer programming problems with imprecisely specified
             right-hand sides},
  JOURNAL = {\`Ekonom. i Mat. Metody},
 FJOURNAL = {\`Ekonomika i Matematicheskie Metody},
   VOLUME = {24},
     YEAR = {1988},
   NUMBER = {3},
    PAGES = {518--527},
     ISSN = {0424-7388},
    CODEN = {EMAMBV},
  MRCLASS = {90C09 (90C10 90C11 90C15)},
}

@article {MR84h:90046,
   AUTHOR = {Jasi{\'n}ski, Leszek Jerzy and Tabeau, Andrzej},
    TITLE = {Stochastic programming problems with a known probability of
             fulfilling a set of constraints},
  JOURNAL = {Przeglk ad Statyst.},
 FJOURNAL = {Polska Akademia Nauk. Komitet Statystyki i Ekonometrii.
             Przeglk ad Statystyczny},
   VOLUME = {28},
     YEAR = {1981},
   NUMBER = {1-2},
    PAGES = {107--116 (1982)},
     ISSN = {0033-2372},
    CODEN = {PZSTAD},
  MRCLASS = {90C15 (90C10)},
}
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   AUTHOR = {Kovalev, M. M. and Pir$'$yanovich, V. A.},
    TITLE = {Locally stochastic algorithms of discrete optimization
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  JOURNAL = {Kibernetika (Kiev)},
 FJOURNAL = {Otdelenie Matematiki, Mekhaniki i Kibernetiki Akademii Nauk
             Ukrainsko\u \i \ SSR. Kibernetika},
   VOLUME = {1},
     YEAR = {1982},
    PAGES = {108--112, 135, 139},
     ISSN = {0023-1274},
    CODEN = {KBRNA5},
  MRCLASS = {90C10 (90C15)},
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@incollection {MR83c:90117,
   AUTHOR = {Lockett, A. G. and Muhlemann, A. P. and Wolsey, L. A.},
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BOOKTITLE = {Stochastic programming (Proc. Internat. Conf., Univ. Oxford,
             Oxford, 1974)},
    PAGES = {427--448},
PUBLISHER = {Academic Press},
  ADDRESS = {London},
     YEAR = {1980},
  MRCLASS = {90C10 (90B99 90C15)},
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   AUTHOR = {Wollmer, Richard D.},
    TITLE = {Two-stage linear programming under uncertainty with $0-1$\
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 FJOURNAL = {Mathematical Programming},
   VOLUME = {19},
     YEAR = {1980},
   NUMBER = {3},
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     ISSN = {0025-5610},
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@incollection {MR58:25986,
   AUTHOR = {Afanas$'$ev, M. Ju.},
    TITLE = {An example of the cycling of a stochastic integer algorithm in
             a bilevel multicommodity problem},
BOOKTITLE = {Methods of function analysis in mathematical economics
             (Russian)},
    PAGES = {111--114},
PUBLISHER = {Izdat. ``Nauka'', Moscow},
     YEAR = {1978},
  MRCLASS = {90C15 (90C10)},
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    TITLE = {Integer-valued stochastic programming},
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@article {MR1669291,
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  MRCLASS = {90C27 (90C15)},
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@incollection {MR1665423,
   AUTHOR = {Rajasekaran, Sanguthevar and Rolim, Jos{\'e} D. P.},
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@incollection {MR1602727,
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   AUTHOR = {Morton, David P. and Wood, R. Kevin},
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  author = {S.J. Drijver and {Klein Haneveld}, W.K.
            and {van der Vlerk}, M.H.},
  year = 2000,
  title = {Asset Liability Management modeling using multistage
  mixed-integer Stochastic Programming},
  number = {00E52},
  institution = {SOM, University of Groningen},
  type = {Research Report},
  keyname = {DrijverEA00}
}
@ARTICLE{AlrefaeiAndradottir99,
  author = {Mahmoud H. Alrefaei and Andrad\'ottir, Sigr\'un},
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  year = {1999},
  journal = {Management Science},
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@MISC{AhmedEA00,
  author = {Ahmed, Shabbir and Tawarmalani, Mohit and Sahinidis, Nikolas V.},
  year = {2000},
  title = {A finite branch and bound algorithm for two-stage stochastic
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  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://dochost.rz.hu-berlin.de/speps/}}
}
@MISC{NuernbergRoemisch00,
  author = {Robert N\"{u}rnberg, Werner R\"{o}misch},
  year = {2000},
  title = {A two-stage planning model for power scheduling in a
           hydro-thermal system under uncertainty},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://dochost.rz.hu-berlin.de/speps/}}
}
@MISC{Ruszczynski00,
  author = {Andrzej Ruszczy{\'n}ski},
  year = {2000},
  title = {Probabilistic programs with discrete distributions and
           precedence constrained knapsack polyhedra},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://dochost.rz.hu-berlin.de/speps/}}
}
@MISC{SenHigle00,
  author = {Sen, Suvrajeet and Higle, Julia L.},
  year = {2000},
  title = {The {$C^3$} theorem and a {$D^2$} algorithm for large scale
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                  \url{http://dochost.rz.hu-berlin.de/speps/}}
}
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      NOTE = {Combinatorial Optimization Symposium (Brussels, 1998)},
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  FJOURNAL = {Discrete Applied Mathematics. Combinatorial Algorithms,
              Optimization and Computer Science},
    VOLUME = {112},
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    NUMBER = {1-3},
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      ISSN = {0166-218X},
     CODEN = {DAMADU},
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}
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              and Engineering},
    VOLUME = {18},
      YEAR = {2000},
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      ISSN = {0925-5001},
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}
@incollection {MR2002e:90057,
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 BOOKTITLE = {Stochastic optimization: algorithms and applications
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 PUBLISHER = {Kluwer Acad. Publ.},
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}
@incollection {MR2002d:90122,
    AUTHOR = {Rubinstein, Reuven Y.},
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              (Gainesville, FL, 2000)},
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 PUBLISHER = {Kluwer Acad. Publ.},
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}
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}
@article {MR2002d:90041,
    AUTHOR = {Burkard, Rainer E. and Dollani, Helidon},
     TITLE = {Robust location problems with pos/neg weights on a tree},
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  FJOURNAL = {Dopov\=\i d\=\i\ Nats\=\i onal$'$ no\"\i\ Akadem\=\i \"\i\
              Nauk Ukra\"\i ni. Matematika. Prirodoznavstvo. Tekhn\=\i
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@incollection {MR2002b:90056,
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              (Gainesville, FL, 2000)},
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  year = {2000},
  title = {Contamination Technigue for Two-Stage Stochastic Integer Programs},
  booktitle = {Proceedings of 18th International Conference; Mathematical Methods in Economics},
  isbn = {80-245-0057-4},
  pages = {33-38},
}

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    AUTHOR = {Ruszczy{\'n}ski, Andrzej},
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      YEAR = {2002},
    NUMBER = {2, Ser. A},
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      ISSN = {0025-5610},
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@article {MR2003f:90042,
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              Ruszczy{\'n}ski, Andrzej},
     TITLE = {Bounds for probabilistic integer programming problems},
      NOTE = {Workshop on Discrete Optimization (Piscataway, NJ, 1999)},
   JOURNAL = {Discrete Appl. Math.},
  FJOURNAL = {Discrete Applied Mathematics. Combinatorial Algorithms,
              Optimization and Computer Science},
    VOLUME = {124},
      YEAR = {2002},
    NUMBER = {1-3},
     PAGES = {55--65},
      ISSN = {0166-218X},
     CODEN = {DAMADU},
   MRCLASS = {90C10 (90C15)},
  MRNUMBER = {2003f:90042},
MRREVIEWER = {Teemu Pennanen},
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      YEAR = {2002},
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  MRNUMBER = {1 954 660},
}

@article {MR1956204,
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  MRNUMBER = {1 956 204},
}

@article {MR1878148,
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     TITLE = {A modification of {B}enders' decomposition algorithm for
              discrete subproblems: an approach for stochastic programs with
              integer recourse},
      NOTE = {Dedicated to Professor Reiner Horst on his 60th birthday},
   JOURNAL = {J. Global Optim.},
  FJOURNAL = {Journal of Global Optimization. An International Journal
              Dealing with Theoretical and Computational Aspects of Seeking
              Global Optima and Their Applications in Science, Management
              and Engineering},
    VOLUME = {22},
      YEAR = {2002},
    NUMBER = {1-4},
     PAGES = {319--342},
      ISSN = {0925-5001},
     CODEN = {JGOPEO},
   MRCLASS = {90C15 (90C10 90C11)},
  MRNUMBER = {1 878 148},
}

@incollection {MR1860814,
    AUTHOR = {Hemmecke, Raymond and Schultz, R{\"u}diger},
     TITLE = {Decomposition methods for two-stage stochastic integer
              programs},
 BOOKTITLE = {Online optimization of large scale systems},
     PAGES = {601--622},
 PUBLISHER = {Springer},
   ADDRESS = {Berlin},
      YEAR = {2001},
   MRCLASS = {90C15 (90C10)},
  MRNUMBER = {1 860 814},
}

@incollection {MR1860807,
    AUTHOR = {Engell, Sebastian and M{\"a}rkert, Andreas and Sand, Guido and
              Schultz, R{\"u}diger and Schulz, Christian},
     TITLE = {Online scheduling of multiproduct batch plants under
              uncertainty},
 BOOKTITLE = {Online optimization of large scale systems},
     PAGES = {649--676},
 PUBLISHER = {Springer},
   ADDRESS = {Berlin},
      YEAR = {2001},
   MRCLASS = {90B35 (90C15)},
  MRNUMBER = {1 860 807},
}

@article {MR1856900,
    AUTHOR = {Basel, III, John and Willemain, Thomas R.},
     TITLE = {Random tours in the traveling salesman problem: analysis and
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  FJOURNAL = {Computational Optimization and Applications. An International
              Journal},
    VOLUME = {20},
      YEAR = {2001},
    NUMBER = {2},
     PAGES = {211--217},
      ISSN = {0926-6003},
     CODEN = {CPPPEF},
   MRCLASS = {90C27 (90C15)},
  MRNUMBER = {1 856 900},
}

@incollection {MR1835097,
  author = {{Klein Haneveld}, Willem K. and {van der Vlerk}, Maarten H.},
     TITLE = {Optimizing electricity distribution using two-stage integer
              recourse models},
 BOOKTITLE = {Stochastic optimization: algorithms and applications
              (Gainesville, FL, 2000)},
    SERIES = {Appl. Optim.},
    VOLUME = {54},
     PAGES = {137--154},
 PUBLISHER = {Kluwer Acad. Publ.},
   ADDRESS = {Dordrecht},
      YEAR = {2001},
   MRCLASS = {90C90 (90C15)},
  MRNUMBER = {1 835 097},
}

@MISC{speps2002-5,
  author = {J. Cole Smith and
            Schaefer, Andrew J. and
            Yen, Joyce W.},
  year = 2002,
  title = {A stochastic intra-ring synchronous optimal network design problem},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://www.speps.info}}
}

@MISC{speps2002-7,
  author = {Maarten H. {van der Vlerk}},
  year = 2002,
  title = {On Multiple Simple Recourse models},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://www.speps.info}}
}

@MISC{speps2002-9,
  author = {Matthias P. Nowak and
            Schultz, Rüdiger and
            Westphalen, Markus},
  year = 2002,
  title = {Optimization of simultaneous power production and trading
           by stochastic integer programming},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://www.speps.info}}
}

@MISC{speps2002-15,
  author = {R\"{u}diger Schultz and Tiedemann, Stephan},
  year = 2002,
  title = {Risk aversion via excess probabilities in stochastic
           programs with mixed-integer recourse},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://www.speps.info}}
}

@MISC{speps2002-17,
  author = {Guglielmo Lulli and Sen, Suvrajeet},
  year = 2002,
  title = {A branch-and-price algorithm for multi-stage stochastic
           integer programming with application to stochastic
           batch-sizing problems},
  howpublished = {Stochastic Programming E-Print Series,
                  \url{http://www.speps.info}}
}

@TECHREPORT{VanderVlerk03a,
  author = {{van der Vlerk}, M.H.},
  title = {Simplification of recourse models by modification of recourse data},
  type={Research Report},
  number={03A01},
  year = {2003},
  institution={SOM, University of Groningen},
  address = {\url{http://som.rug.nl}}
}

@TECHREPORT{DrijverEA02,
  author = {Drijver, S.J. and {Klein Haneveld}, W.K.
            and {van der Vlerk}, M.H.},
  title = {{ALM} model for pension funds: numerical results for a
           prototype model},
  year = {2002},
  type={Research Report},
  number={02A44},
  institution={SOM, University of Groningen},
  address = {\url{http://som.rug.nl}},
  keyname = {DrijverEA02}
}




@inproceedings{DagSem05031-00,
  year = {2005},
  title = {{05031 Summary -- Algorithms for Optimization with Incomplete
  Information}},
  author = {Albers, Susanne and M{\"o}hring, Rolf H. and Pflug, Georg
  Ch. and Schultz, R{\"u}diger},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-01,
  year = {2005},
  title = {{An adaptive trust-region approach for nonlinear stochastic
  optimisation with an application in discrete choice theory}},
  author = {Bastin, Fabian},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-02,
  year = {2005},
  title = {{An improved algorithm for CIOQ switches}},
  author = {Azar, Yossi and Richter, Yossi},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-03,
  year = {2005},
  title = {{Approximation Algorithms for 2-stage and Multi-stage
  Stochastic Optimization}},
  author = {Swamy, Chaitanya and Shmoys, David},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-04,
  year = {2005},
  title = {{Assessing Solution Quality in Stochastic Programs}},
  author = {Morton, David P. and Bayraksan, Guzin},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-05,
  year = {2005},
  title = {{Average Case and Smoothed Competitive Analysis of the
  Multi-Level Feedback Algorithm}},
  author = {Becchetti, Luca and Leonardi, Stefano and
  Marchetti-Spaccamela, Alberto and Schaefer, Guidouca and Vredeveld,
  Tjark},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-06,
  year = {2005},
  title = {{Average-Case Competitive Analyses for Ski-Rental Problems}},
  author = {Fujiwara, Hiroshi and Iwama, Kazuo},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-07,
  year = {2005},
  title = {{Deferment Control for Reoptimization -- How to Find Fair
  Reoptimized Dispatches}},
  author = {Rambau, J{\"o}rg},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-08,
  year = {2005},
  title = {{Disruption Management and Planning with Uncertainties in
  Aircraft Planning}},
  author = {Ehrhoff, Jan and Grothklags, Sven and Lorenz, Ulf},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-09,
  year = {2005},
  title = {{Facility location with uncertain demand and economies of
  scale}},
  author = {Sch{\"u}tz, Peter and Stougie, Leen and Tomasgard, Asgeir},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-10,
  year = {2005},
  title = {{Getting rid of stochasticity: applicable sometimes}},
  author = {Hoogeveen, Han and {Van den Akker}, Marjan},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-11,
  year = {2005},
  title = {{Marginal productivity index policies for scheduling restless
  bandits with switching penalties}},
  author = {Ni{\~n}o-Mora, Jos{\'e}},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-12,
  year = {2005},
  title = {{Minorant methods for stochastic global optimization}},
  author = {Norkin, Vladimir and Onischenko, Boris.},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-13,
  year = {2005},
  title = {{Models and Algorithms for Stochastic Online Scheduling}},
  author = {Megow, Nicole and Uetz, Marc and Vredeveld, Tjark},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-14,
  year = {2005},
  title = {{Modification of Recourse Data for Mixed-Integer Recourse
  Models}},
  author = {{van der Vlerk}, Maarten H.},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-15,
  year = {2005},
  title = {{Network Discovery and Verification}},
  author = {Beerliova, Zuzana and Eberhard, Felix and Erlebach, Thomas
  and Hall, Alexander and Hoffmann, Michael and Mihalak, Matus and Ram,
  L. Shankar},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-16,
  year = {2005},
  title = {{New Old Algorithms for Stochastic Scheduling}},
  author = {Schulz, Andreas S.},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-17,
  year = {2005},
  title = {{Note on Negative Probabilities and Observable Processes}},
  author = {Faigle, Ulrich and Schoenhuth, Alexander},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-18,
  year = {2005},
  title = {{Online Scheduling}},
  author = {Sgall, Jiri},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-19,
  year = {2005},
  title = {{Online scheduling of splittable tasks}},
  author = {Epstein, Leah and Stee, Rob van},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-20,
  year = {2005},
  title = {{Online Scheduling with Bounded Migration}},
  author = {Sanders, Peter and Sivadasan, Naveen and Skutella, Martin},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-21,
  year = {2005},
  title = {{Polyhedral Risk Measures and Lagrangian Relaxation in
  Electricity Portfolio Optimization}},
  author = {Eichhorn, Andreas and R{\"o}misch, Werner and Wegner,
  Isabel},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-22,
  year = {2005},
  title = {{Properties and Calculation of Singular Normal Distributions}},
  author = {Henrion, Ren{\'e} and Szantai, Tamas},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-23,
  year = {2005},
  title = {{Rowing to Barbados}},
  author = {Philpott, Andy and Leyland, Geoff},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-24,
  year = {2005},
  title = {{Scenario Optimization for Multi-Stage Stochastic Programming
  Problems}},
  author = {Hochreiter, Ronald},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-25,
  year = {2005},
  title = {{Searching with an Autonomous Robot}},
  author = {Fekete, S{\'a}ndor and Klein, Rolf and N{\"u}chter,
  Andreas},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-26,
  year = {2005},
  title = {{Subtree decomposition for multistage stochastic programs}},
  author = {Dye, Shane},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-27,
  year = {2005},
  title = {{Topology Matters: Smoothed Competitiveness of Metrical Task
  Systems}},
  author = {Sch{\"a}fer, Guido and Sivadasan, Naveen},
  booktitle = {Dagstuhl Seminar 05031: Algorithms for Optimization with
               Incomplete Information},
  editor = {Albers, S. and M{\"o}hring, R.H. and Pflug, G.Ch. and Schultz, R.},
  address = {\url{http://www.dagstuhl.de/05031}},
}

@inproceedings{DagSem05031-28,
  year = {2005},
  title = {{Tracking mobile users}},
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}

@MISC{speps2004-24,
  author = {Kong, Nan and Schaefer, Andrew J. and Hunsaker, Brady},
  year = {2004},
  title = {Two-stage integer programs with stochastic right-hand sides},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2004-5,
  author = {Kong, Nan and Schaefer, Andrew J.},
  year = {2004},
  title = {A factor 1/2 approximation algorithm for a class of two-stage
  stochastic mixed-integer programs},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2005-19,
  author = {Ntaimo, Lewis and Sen, Suvrajeet},
  year = {2005},
  title = {A Comparative Study of Decomposition Algorithms for
  Stochastic Combinatorial Optimization},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2005-10,
  author = {van der Vlerk, Maarten H.},
  year = {2005},
  title = {Convex approximations for a class of mixed-integer recourse
  models},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2005-5,
  author = {Eichhorn, Andreas and R{\"o}misch, Werner},
  year = {2005},
  title = {Stochastic integer programming},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2005-1,
  author = {Klein Haneveld, Willem K. and Stougie, Leen and van der
  Vlerk, Maarten H.},
  year = {2005},
  title = {Simple Integer Recourse Models},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2006-18,
  author = {Guan, Yongpei and Ahmed, Shabbir and Nemhauser, George L.},
  year = {2006},
  title = {Cutting planes for multi-stage stochastic integer programs},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2006-17,
  author = {Ntaimo, Lewis and Sen, Suvrajeet},
  year = {2006},
  title = {A branch-and-cut algorithm for two-stage stochastic
  mixed-binary programs with continuous first-stage variables},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2006-5,
  author = {Morton, David P. and Pan, Feng and Saeger, Kevin J.},
  year = {2006},
  title = {Models for nuclear smuggling interdiction},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-7,
  author = {Ntaimo, Lewis and Tanner, Matthew W.},
  year = {2007},
  title = {Computations with Disjunctive Cuts for Two-Stage Stochastic
  Mixed 0-1 Integer Programs},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-6,
  author = {Gollmer, Ralf and Gotzes, Uwe and Schultz, R{\"u}diger},
  year = {2007},
  title = {Second-Order Stochastic Dominance Constraints Induced by
  Mixed-Integer Linear Recourse},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-5,
  author = {Heinze, Thomas and Schultz, R{\"u}diger},
  year = {2007},
  title = {A Branch-and-Bound Method for Multistage Stochastic Integer
  Programs with Risk Objectives},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-4,
  author = {Gollmer, Ralf and Neise, Frederike and Schultz, R{\"u}diger},
  year = {2007},
  title = {Stochastic Programs with First-Order Dominance Constraints
  Induced by Mixed-Integer Linear Recourse},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-3,
  author = {Saxena, Anureet},
  year = {2007},
  title = {A Short Note on the Probabilistic Set Covering Problem},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-2,
  author = {Saxena, Anureet and Goyal, Vineet and Lejeune, Miguel},
  year = {2007},
  title = {MIP Reformulations of the Probabilistic Set Covering
  Problem},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@MISC{speps2007-1,
  author = {Bonami, P. and Lejeune, M.A.},
  year = {2007},
  title = {An Exact Solution Approach for Portfolio Optimization
  Problems under Stochastic and Integer Constraints},
  howpublished = {Stochastic Programming E-Print Series,
  \url{http://www.speps.org}}
}

@article{kenyon_morton_03,
     author={A.S. Kenyon and D.P. Morton},
     title={Stochastic Vehicle Routing with Random Travel Times},
     journal={Transportation Science},
     volume={37}, pages={69-82},
     year=2003
}

@article{morton_popova_03,
     author={D.P. Morton and E. Popova},
     title={A {Bayesian} stochastic programming approach to an
employee scheduling problem},
     journal={IIE Transactions on Operations Engineering},
     volume={36},
     year={2003},
     pages={155-167}
}

@article{morton_pan_saeger_06,
     author={D.P. Morton and F. Pan and K.J. Saeger},
     title={Models for Nuclear Smuggling Interdiction},
     journal={IIE Transactions on Operations Engineering},
     year={2007},
     volume={38},
     pages={3-14}
}

@incollection{pan_charlton_morton_03,
           author = {F. Pan and W. Charlton and D.P. Morton},
           title = {Interdicting Smuggled Nuclear Material},
           booktitle = {Network Interdiction and Stochastic Integer
Programming},
           editor = {D.L. Woodruff},
           year = 2003,
           pages={1-20},
           publisher = {Kluwer Academic Publishers, Boston}
}