I. Theoretical Results -- Stochastic-Parametric Linear Programs II -- A Necessary Condition for Continuity in Parametric Linear Programming -- On Parametric Linear Optimization IV. Differentiable Parameter Functions -- Conditions for Optimality in Multi-Stage Stochastic Programming Problems -- A Note on Sequential Minimax Rules for Stochastic Linear Programs -- A Dual of a Dynamic Inventory Control Model: The Deterministic and Stochastic Case -- Convexity and Optimization in Certain Problems in Statistics -- II. Applications and Methods -- Computation of Multiple Normal Probabilities -- Water Resources System Modelling Using Stochastic Programming with Recourse -- Solving Complete Fixed Recourse Problems by Successive Discretization - Extended Abstract - -- An Extended Frank-Wolfe Algorithm with Application to Portfolio Selection Problems -- Duality in Stochastic Programming Applied to the Design and Operation of Reservoirs -- Chance Constrained Inventory Model for an Asphalt Mixing Problem -- Solving Stochastic Linear Programs by Semi-Stochastic Approximation Algorithms -- Network Planning Using Two-Stage Programming under Uncertainty.