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It consists of three parts. In the introduction an exhaustive and thorough review on research directions and different approaches in stochastic programming since 1950 up to the present day is given. In the second part stability and sensitivity analysis with respect to the probability measure \\(P\\in {\\mathcal P}\\) is considered where \\({\\mathcal P}\\) is a metrized space of probability measures. Such an approach is connected with certain results in parametric programming [see e.g. \\textit{B. Bank, J. Guddat, D. Klatte, B. Kummer} and \\textit{K. Tammer}, ``Nonlinear parametric optimization'' (Berlin 1982; for the 1983 English ed. see Zbl 0502.49002)]. The main attention is paid to quantitative stability, to G\u00e2teaux differentiability of the optimal value function \\(\\phi(P)=\\inf_{x\\in M}f(x,P)\\) and to the limit distribution of \\(\\phi(P_ N)\\) if \\(\\lim_{N\\to \\infty}\\sqrt{N}d(P_ N,P)\\) is bounded in probability, where d is the distance between \\(P_ N\\) and P in \\({\\mathcal P}\\). 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