Stochastic Linear Programming

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. Complete Fixed Recourse -- 4. Simple Recourse -- 5. Computational Remarks -- 6. Another Approach to Two Stage Programming -- IV. Chance Constrained Programming -- 1. Convexity Statements -- 2. Relationship between Chance Constrained Programs and Two Stage Problems -- References.