{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,23]],"date-time":"2026-08-23T15:39:52Z","timestamp":1787499592688,"version":"build-2736575974"},"reference-count":43,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[1996,11,1]],"date-time":"1996-11-01T00:00:00Z","timestamp":846806400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/2.zoppoz.workers.dev:443\/http\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Mathematical Programming"],"published-print":{"date-parts":[[1996,11]]},"DOI":"10.1007\/bf02592149","type":"journal-article","created":{"date-parts":[[2007,3,29]],"date-time":"2007-03-29T11:57:35Z","timestamp":1175169455000},"page":"115-135","source":"Crossref","is-referenced-by-count":21,"title":["Challenges in stochastic programming"],"prefix":"10.1007","volume":"75","author":[{"given":"Roger J-B","family":"Wets","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","reference":[{"key":"BF02592149_CR1","doi-asserted-by":"crossref","first-page":"523","DOI":"10.1287\/moor.18.3.523","volume":"18","author":"Z. Artstein","year":"1993","unstructured":"Z. Artstein and R.J.-B. Wets, \u201cSensors and information in optimization under stochastic uncertainty\u201d,Mathematics of Operations Research 18 (1993) 523\u2013547.","journal-title":"Mathematics of Operations Research"},{"key":"BF02592149_CR2","doi-asserted-by":"crossref","first-page":"537","DOI":"10.1137\/0804030","volume":"4","author":"Z. Artstein","year":"1994","unstructured":"Z. Artstein and R.J.-B. Wets, \u201cStability of stochastic programs with possibly discontinuous objective functions\u201d,SIAM Journal on Optimization 4 (1994) 537\u2013550.","journal-title":"SIAM Journal on Optimization"},{"key":"BF02592149_CR3","unstructured":"H. Attouch and R.J.-B. Wets, \u201cEpigraphical processes: Laws of large numbers for random lsc functions\u201d, to appear."},{"key":"BF02592149_CR4","doi-asserted-by":"crossref","first-page":"197","DOI":"10.1007\/BF01582147","volume":"61","author":"H. Attouch","year":"1993","unstructured":"H. Attouch and R.J-B. Wets, \u201cQuantitative stability of variational systems: III. \u03b5-approximate solutions\u201d,Mathematical Programming 61 (1993) 197\u2013214.","journal-title":"Mathematical Programming"},{"key":"BF02592149_CR5","doi-asserted-by":"crossref","first-page":"151","DOI":"10.1080\/17442508708833471","volume":"22","author":"K. Back","year":"1987","unstructured":"K. Back and S. Pliska, \u201cThe shadow price of information in continuous time decision problems\u201d,Stochastics 22 (1987) 151\u2013168.","journal-title":"Stochastics"},{"key":"BF02592149_CR6","unstructured":"J.R. Birge, M.A. Dempster, H.I. Gassmann, E.A. Gunn, A.J. King and S. Wallace, \u201cA standard input format for multiperiod stochastic linear programs\u201d.COAL (Mathematical Programming Society, Committee on Algorithms) Newsletter 17 (1987)."},{"key":"BF02592149_CR7","doi-asserted-by":"crossref","first-page":"725","DOI":"10.1137\/0326042","volume":"26","author":"J.R. Birge","year":"1988","unstructured":"J.R. Birge and S.W. Wallace, \u201cA separable piecewise linear upper bound for stochastic linear programs\u201d,SIAM Journal on Control and Optimization 26 (1988) 725\u2013739.","journal-title":"SIAM Journal on Control and Optimization"},{"key":"BF02592149_CR8","doi-asserted-by":"crossref","first-page":"115","DOI":"10.1007\/BF02055193","volume":"27","author":"J. Dupa\u010dov\u00e1","year":"1990","unstructured":"J. Dupa\u010dov\u00e1, \u201cStability and sensitivity-analysis for stochastic programming\u201d,Annals of Operations Research 27 (1990) 115\u2013142.","journal-title":"Annals of Operations Research"},{"key":"BF02592149_CR9","doi-asserted-by":"crossref","first-page":"28","DOI":"10.1016\/0377-2217(91)90333-Q","volume":"52","author":"J. Dupa\u010dov\u00e1","year":"1991","unstructured":"J. Dupa\u010dov\u00e1, A. Gaivoronski, Z. Kos and T. Sz\u00e1ntai, \u201cStochastic programming in water resources system planning: A case study and a comparison of solutions techniques\u201d,European Journal of Operational Research 52 (1991) 28\u201344.","journal-title":"European Journal of Operational Research"},{"key":"BF02592149_CR10","doi-asserted-by":"crossref","first-page":"1517","DOI":"10.1214\/aos\/1176351052","volume":"16","author":"J. Dupa\u010dov\u00e1","year":"1988","unstructured":"J. Dupa\u010dov\u00e1 and R.J-B. Wets, \u201cAsymptotic behavior of statistical estimators and of optimal solutions for stochastic optimization problems\u201d,The Annals of Statistics 16 (1988) 1517\u20131549.","journal-title":"The Annals of Statistics"},{"key":"BF02592149_CR11","doi-asserted-by":"crossref","first-page":"292","DOI":"10.1287\/moor.19.2.292","volume":"19","author":"N.C.P. Edirisinghe","year":"1994","unstructured":"N.C.P. Edirisinghe and W.T. Ziemba, \u201cBounds for two-stage stochastic programs with fixed recourse\u201d,Mathematics of Operations Research 19 (1994) 292\u2013313.","journal-title":"Mathematics of Operations Research"},{"key":"BF02592149_CR12","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1137\/S0363012992238369","volume":"33","author":"Y. Ermoliev","year":"1995","unstructured":"Y. Ermoliev, V.I. Norkin and R.J-B. Wets, \u201cThe minimization of discontinuous functions: Mollifier subgradients\u201d,SIAM Journal on Control and Optimization 33 (1995) 149\u2013167.","journal-title":"SIAM Journal on Control and Optimization"},{"key":"BF02592149_CR13","series-title":"Lecture Notes in Economics and Mathematical Systems","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-95696-6","volume-title":"Stochastic Two-stage Programming","author":"K. Frauendorfer","year":"1992","unstructured":"K. Frauendorfer,Stochastic Two-stage Programming, Lecture Notes in Economics and Mathematical Systems, Vol. 392 (Springer, Berlin, 1992)."},{"key":"BF02592149_CR14","series-title":"Lecture Notes in Control and Information Sciences","doi-asserted-by":"crossref","first-page":"351","DOI":"10.1007\/BFb0007112","volume-title":"Stochastic Optimization","author":"A. Gaivoronski","year":"1986","unstructured":"A. Gaivoronski, \u201cStochastic optimization techniques for finding optimal submeasures\u201d, in: V. Arkin, A. Shiraev and R. Wets, eds.,Stochastic Optimization, Lecture Notes in Control and Information Sciences, Vol. 81 (Springer, Berlin, 1986) pp. 351\u2013363."},{"key":"BF02592149_CR15","first-page":"A119","volume":"31","author":"P. Kall","year":"1987","unstructured":"P. Kall, \u201cStochastic programs with recourse: An upper bound and the related moment problem\u201d,Zeitschrift f\u00fcr Operations Research 31 (1987) A119-A141.","journal-title":"Zeitschrift f\u00fcr Operations Research"},{"key":"BF02592149_CR16","doi-asserted-by":"crossref","first-page":"189","DOI":"10.1007\/BF02031707","volume":"56","author":"Y.M. Kaniovski","year":"1995","unstructured":"Y.M. Kaniovski, A. King and R.J-B. Wets, \u201cProbabilistic bounds (via large deviations) for the solutions of stochastic programming problems\u201d,Annals of Operations Research 56 (1995) 189\u2013208.","journal-title":"Annals of Operations Research"},{"key":"BF02592149_CR17","doi-asserted-by":"crossref","first-page":"261","DOI":"10.1287\/moor.11.2.261","volume":"11","author":"I. Karatzas","year":"1986","unstructured":"I. Karatzas, J.P. Lehoczky, S.P. Sethi and S. Shreve, \u201cExplicit solution of a general consumption\/investment problem\u201d,Mathematics of Operations Research 11 (1986) 261\u2013294.","journal-title":"Mathematics of Operations Research"},{"key":"BF02592149_CR18","doi-asserted-by":"crossref","first-page":"1557","DOI":"10.1137\/0325086","volume":"25","author":"I. Karatzas","year":"1987","unstructured":"I. Karatzas, J.P. Lehoczky and S.E. Shreve, \u201cOptimal portfolio and consumption decisions for a \u201cSmall Investor\u201d on a finite horizon\u201d,SIAM Journal on Control an Optimization 25 (1987) 1557\u20131586.","journal-title":"SIAM Journal on Control an Optimization"},{"key":"BF02592149_CR19","doi-asserted-by":"crossref","first-page":"720","DOI":"10.1287\/moor.14.4.720","volume":"14","author":"A.J. King","year":"1989","unstructured":"A.J. King, \u201cGeneralized Delta theorems for multivalued mapping and measurable selections\u201d,Mathematics of Operations Research 14 (1989) 720\u2013736.","journal-title":"Mathematics of Operations Research"},{"key":"BF02592149_CR20","doi-asserted-by":"crossref","first-page":"165","DOI":"10.1007\/BF02282047","volume":"45","author":"A.J. King","year":"1993","unstructured":"A.J. King, \u201cAsymmetric risk measures and tracking models for portfolio optimization under uncertainty\u201d,Annals of Operations Research 45 (1993) 165\u2013177.","journal-title":"Annals of Operations Research"},{"key":"BF02592149_CR21","doi-asserted-by":"crossref","first-page":"148","DOI":"10.1287\/moor.18.1.148","volume":"18","author":"A.J. King","year":"1993","unstructured":"A.J. King and R.T. Rockafellar, \u201cAsymptotic theory for solutions in statistical estimation and stochastic programming\u201d,Mathematics of Operations Research 18 (1993) 148\u2013162.","journal-title":"Mathematics of Operations Research"},{"key":"BF02592149_CR22","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1080\/17442509108833676","volume":"34","author":"A.J. King","year":"1990","unstructured":"A.J. King and R.J-B. Wets, \u201cEpi-consistency of convex stochastic programs\u201d,Stochastic and Stochastics Reports 34 (1990) 83\u201392.","journal-title":"Stochastic and Stochastics Reports"},{"key":"BF02592149_CR23","unstructured":"W.K. Klein Haneveld, L. Stougie and M.H. Van der Vlerk, \u201cOn the convex hull of the simple integer recourse objective function\u201d, Research Memorandum nr. 516, University of Groningen (1993)."},{"key":"BF02592149_CR24","volume-title":"Stochastic Systems. Estimation, Identification and Adaptive Control","author":"P.R. Kumar","year":"1986","unstructured":"P.R. Kumar and P. Varaiya,Stochastic Systems. Estimation, Identification and Adaptive Control (Prentice-Hall, Englewood Cliffs, NJ, 1986)."},{"key":"BF02592149_CR25","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4684-0441-8","volume-title":"Numerical Methods for Stochastic Control Problems in Continuous Time","author":"H.J. Kushner","year":"1992","unstructured":"H.J. Kushner and P.G. Dupuis,Numerical Methods for Stochastic Control Problems in Continuous Time (Springer, New York, 1992)."},{"key":"BF02592149_CR26","doi-asserted-by":"crossref","first-page":"382","DOI":"10.1137\/0328020","volume":"28","author":"R. Lepp","year":"1990","unstructured":"R. Lepp, \u201cApproximations to stochastic programs with complete recourse\u201d,SIAM Journal on Control and Optimization 28 (1990) 382\u2013394.","journal-title":"SIAM Journal on Control and Optimization"},{"key":"BF02592149_CR27","unstructured":"G.C. Pflug, \u201cAsymptotic dominance and confidence for solutions of stochastic programs\u201d,Czechoslovak Journal for Operations Research (1992)."},{"key":"BF02592149_CR28","unstructured":"G.C. Pflug, \u201cAsymptotic stochastic programs\u201d, manuscript, University of Vienna (1993)."},{"key":"BF02592149_CR29","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-5254-2","volume-title":"Convergence of Stochastic Processes","author":"D. Pollard","year":"1984","unstructured":"D. Pollard,Convergence of Stochastic Processes (Springer, Berlin, 1984)."},{"key":"BF02592149_CR30","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1137\/0304020","volume":"4","author":"A Pr\u00e9kopa","year":"1966","unstructured":"A Pr\u00e9kopa, \u201cOn the probability distribution of the optimum of a random linear program\u201d,SIAM Journal on Control 4 (1966) 211\u2013222.","journal-title":"SIAM Journal on Control"},{"key":"BF02592149_CR31","doi-asserted-by":"crossref","first-page":"273","DOI":"10.1080\/17442508308833276","volume":"10","author":"R.T. Rockafellar","year":"1983","unstructured":"R.T. Rockafellar and R.J-B. Wets, \u201cDeterministic and stochastic optimization problems of Bolza type in discrete time\u201d,Stochastics 10 (1983) 273\u2013312.","journal-title":"Stochastics"},{"key":"BF02592149_CR32","doi-asserted-by":"crossref","first-page":"241","DOI":"10.1007\/BF02204819","volume":"30","author":"W. R\u00f6misch","year":"1991","unstructured":"W. R\u00f6misch and R. Schultz, \u201cStability analysis for stochastic programs\u201d,Annals of Operations Research 30 (1991) 241\u2013266.","journal-title":"Annals of Operations Research"},{"key":"BF02592149_CR33","unstructured":"W. R\u00f6misch and R. Schultz, \u201cLipschitz stability for stochastic programs with complete recourse\u201d, Schwerpunktprogramm DFG, Anwendungsbezogene Optimierung und Steuerung-1992 (1992)."},{"key":"BF02592149_CR34","doi-asserted-by":"crossref","first-page":"537","DOI":"10.2307\/2296483","volume":"37","author":"P.A. Samuelson","year":"1970","unstructured":"P.A. Samuelson, \u201cThe fundamental approximation theorem in portfolio analysis in terms of means, variances and higher moments\u201d,Review of Economic Studies 37 (1970) 537\u2013542.","journal-title":"Review of Economic Studies"},{"key":"BF02592149_CR35","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1007\/BF02204815","volume":"30","author":"A. Shapiro","year":"1991","unstructured":"A. Shapiro, \u201cAsymptotic analysis of stochastic programs\u201d,Annals of Operations Research 30 (1991) 169\u2013186.","journal-title":"Annals of Operations Research"},{"key":"BF02592149_CR36","doi-asserted-by":"crossref","first-page":"829","DOI":"10.1287\/moor.18.4.829","volume":"18","author":"A. Shapiro","year":"1993","unstructured":"A. Shapiro, \u201cAsymptotic behavior of optimal solutions in stochastic programming\u201d,Mathematics of Operations Research 18 (1993) 829\u2013845.","journal-title":"Mathematics of Operations Research"},{"key":"BF02592149_CR37","doi-asserted-by":"crossref","first-page":"99","DOI":"10.1007\/BF01582215","volume":"67","author":"A. Shapiro","year":"1994","unstructured":"A. Shapiro, \u201cQuantitative stability in stochastic programming\u201d,Mathematical Programming 67 (1994) 99\u2013108.","journal-title":"Mathematical Programming"},{"key":"BF02592149_CR38","volume-title":"Empirical Processes and Applications to Statistics","author":"G.R. Shorack","year":"1986","unstructured":"G.R. Shorack and J. Wellner,Empirical Processes and Applications to Statistics (Wiley, New York, 1986)."},{"key":"BF02592149_CR39","doi-asserted-by":"crossref","first-page":"660","DOI":"10.1287\/opre.36.5.660","volume":"36","author":"L. Somly\u00f3dy","year":"1988","unstructured":"L. Somly\u00f3dy and R.J-B. Wets, \u201cStochastic optimization models for lake eutrophication management\u201d,Operations Research 36 (1988) 660\u2013681.","journal-title":"Operations Research"},{"key":"BF02592149_CR40","volume-title":"Design and analysis of algorithms for stochastic integer programming","author":"L. Stougie","year":"1985","unstructured":"L. Stougie, \u201cDesign and analysis of algorithms for stochastic integer programming\u201d, Thesis, Centrum for Wiskunde en Informatica, Amsterdam (1985)."},{"key":"BF02592149_CR41","first-page":"309","volume-title":"Mathematical Programming, Recent Developments and Applications","author":"P. Varaiya","year":"1989","unstructured":"P. Varaiya and R.J-B Wets, \u201cStochastic dynamic optimization, approaches and computation\u201d, in: M. Iri and K. Tanabe, eds.,Mathematical Programming, Recent Developments and Applications, (Kluwer Academic Publishers, Dordrecht, 1989) pp. 309\u2013332."},{"key":"BF02592149_CR42","first-page":"443","volume-title":"Mathematical Programming in Theory and Practice","author":"W.T. Ziemba","year":"1974","unstructured":"W.T. Ziemba, \u201cChoosing investment portfolios when the returns have stable distributions\u201d, in: P.L. Hammer and G. Zoutendijk, eds.,Mathematical Programming in Theory and Practice, North-Holland, Amsterdam, 1974 pp. 443\u2013482."},{"key":"BF02592149_CR43","volume-title":"Stochastic Optimization Models in Finance","year":"1975","unstructured":"W.T. Ziemba and R.G. Vickson, eds.,Stochastic Optimization Models in Finance (Academic Press, New York, 1975)."}],"container-title":["Mathematical Programming"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/2.zoppoz.workers.dev:443\/http\/link.springer.com\/content\/pdf\/10.1007\/BF02592149.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/2.zoppoz.workers.dev:443\/http\/link.springer.com\/article\/10.1007\/BF02592149\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/2.zoppoz.workers.dev:443\/http\/link.springer.com\/content\/pdf\/10.1007\/BF02592149","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,20]],"date-time":"2019-05-20T19:37:52Z","timestamp":1558381072000},"score":1,"resource":{"primary":{"URL":"https:\/\/2.zoppoz.workers.dev:443\/http\/link.springer.com\/10.1007\/BF02592149"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1996,11]]},"references-count":43,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1996,11]]}},"alternative-id":["BF02592149"],"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/doi.org\/10.1007\/bf02592149","relation":{},"ISSN":["0025-5610","1436-4646"],"issn-type":[{"value":"0025-5610","type":"print"},{"value":"1436-4646","type":"electronic"}],"subject":[],"published":{"date-parts":[[1996,11]]}}}