Output analysis for approximated stochastic programs -- Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments -- Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis -- Option pricing in a world with arbitrage -- Monte Carlo Methods for Discrete Stochastic Optimization -- Discrete Approximation in Quantile Problem of Portfolio Selection -- Optimizing electricity distribution using two-stage integer recourse models -- A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality -- Non-Linear Risk of Linear Instruments -- Multialgorithms for Parallel Computing: A New Paradigm for Optimization -- Convergence Rate of Incremental Subgradient Algorithms -- Transient Stochastic Models for Search Patterns -- Value-at-Risk Based Portfolio Optimization -- Combinatorial Optimization, Cross-Entropy, Ants and Rare Events -- Consistency of Statistical Estimators: the Epigraphical View -- Hierarchical Sparsity in Multistage Convex Stochastic Programs -- Conditional Value-at-Risk: Optimization Approach.