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Indexed articles:  \\textit{Dupa\u010dov\u00e1, Jitka}, Reflections on output analysis for multistage stochastic linear programms, 3-20 [Zbl 1137.90626]  \\textit{Kall, Peter; Mayer, J\u00e1nos}, Modeling support for multistage recourse problems, 21-41 [Zbl 1171.90488]  \\textit{Sladk\u00fd, Karel; Sita\u0159, Milan}, Optimal solutions for undiscounted variance penalized Markov decision chains, 43-66 [Zbl 1190.90262]  \\textit{Granger, Julien; Krishnamurthy, Ananth; Robinson, Stephen M.}, Approximation and optimization for stochastic networks, 67-79 [Zbl 1173.90343]  \\textit{Arkin, Vadim I.; Slastnikov, Alexander D.}, Optimal stopping problem and investment models, 83-98 [Zbl 1165.60323]  \\textit{Bianchi, Stephen W.; Wets, Roger J.-B.; Yang, Liming}, Estimating Libor/swaps spot-volatilities: the EpiVolatility model, 99-114 [Zbl 1137.91429]  \\textit{Dempster, M. A. H.; Germano, M.; Medova, E. 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