0. Prerequisites -- 1. Linear Programming. -- 2. Nonlinear Programming -- 3. Measure Theory and Probability Theory -- I. Introduction -- II. Distribution Problems -- 1. The General Case -- 2. Special Problems -- III. Two Stage Problems -- 1. The General Case -- 2. The Fixed Recourse Case -- 3....

Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the...

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...

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs...