Algorithms for stochastic programs: The case of nonstochastic tenders -- Decomposing the requirement space of a transporation problem into polyhedral cones -- Multistage stochastic programs with block-separable recourse -- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming -- A dual method for probabilistic constrained problems -- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems -- Computation of descent directions and efficient points in stochastic optimization problems without using derivatives -- Linearization methods for optimization of functionals which depend on probability measures