1999 - 2018


The Stochastic Programming E-Print Series (SPEPS) is intended to serve as an online repository of recent results in the area of Stochastic Programming (SP). By SP, we mean decision and control models in which data evolves over time, and are subject to significant uncertainty.


The goal of SPEPS is to provide a service to the SP community by managing rapid dissemination of results in the SP area. In general, papers will be screened (reviewed lightly), and will be either accepted or rejected based on the reports. That is, SPEPS will typically not consider multiple rounds of reviews. However, in those rare cases in which we suggest that the authors do submit a revised manuscript, the suggested revisions will be minimal. In keeping with these goals, the review/screening process for SPEPS will take no longer than three months from the date of submission. Furthermore, this process is not stringent enough for a paper to be considered error-free. Thus, the authors are encouraged to submit their paper to an archival journal.


All papers will be submitted electronically, in either pdf or ps format. Only one file should be submitted, and it should contain a title page listing the title of the paper, the authors, and the e-mail addresses of all authors. The pdf/ps file must be sent as an attachement to a "cover letter" expressing an interest in posting it on SPEPS. This e-mail should be adressed to one of the co-editors (Sen or Römisch).


Unlike an archival journal, this E-Print series will post accepted papers on this web site for four years from acceptance or until they are accepted for publication in a journal, and copyright is transferred from the authors to the publisher. At that point, it will be incumbent upon the authors to inform the Editorial Assistant to retire the paper from SPEPS. Failure to do so is a violation of SPEPS policies, and the editorial board will not be responsible for any copyright violations resulting from such negligence. By posting a paper, the author is consenting to have any subscriber of SPEPS download the paper for his/her use. However, papers downloaded from this site are not to be distributed without the consent of the author.



Suvrajeet S e n
University of Southern California, Los Angeles

Werner R ö m i s c h
Humboldt-University Berlin

Advisory Editors

M. A. H. D e m p s t e r, University of Cambridge
J. D u p a c o v a, Charles University, Prague
Y. E r m o l i e v, IIASA, Laxenburg
P. K a l l, University of Zurich
A. P r e k o p a, Rutgers University, New Brunswick
S. M. R o b i n s o n, University of Wisconsin, Madison
R. T. R o c k a f e l l a r, University of Washington, Seattle
R. J-B W e t s, University of California, Davis
W. T. Z i e m b a, University of British Columbia, Vancouver

Associate Editors

J. R. B i r g e, The University of Chicago
R. H e n r i o n, Weierstrass Institute Berlin
A. J. K i n g, IBM, Yorktown Heights
K. M a r t i, Federal Armed Forces University, Munich
J. M a y e r, University of Zurich
V. I. N o r k i n, Glushkov Institute of Cybernetics, Kiev
G. P f l u g, University of Vienna
A. R u s z c z y n s k i, Rutgers University, New Brunswick
R. S c h u l t z, Gerhard-Mercator-University Duisburg
A. S h a p i r o, Georgia Institute of Technology, Atlanta
St. U r y a s e v, University of Florida, Gainesville
M.H. van der V l e r k, University of Groningen
S. W. W a l l a c e, Molde University College, Molde
Huifu X u, City University of London

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