Evaluation of a special multivariate gamma distribution function -- Multidimensional numerical integration using pseudorandom numbers -- A tight upper bound for the expectation of a convex function of a multivariate random variable -- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse -- A first order approach to a class of multi-time-period stochastic programming problems -- An approximation scheme for stochastic dynamic optimization problems -- Stability in stochastic programming with recourse. Contaminated distributions -- Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications -- Robustness against dependence in PERT: An application of duality and distributions with known marginals -- An alternating method for stochastic linear programming with simple recourse