1. J.R. Birge, “Using sequential approximations in the L-shaped and generalized programming algorithms for stochastic linear programs,” Technical Report No. 83-12, Department of Industrial and Operations Engineering, The University of Michigan (Ann Arbor, MI, 1983).
2. J.R. Birge, “Decomposition and partitioning methods for multi-stage stochastic linear programs,”Operations Research 33 (1985) 989–1007.
3. J.R. Birge, “An L-shaped computer code for multi-stage stochastic linear programs,” in: Y. Ermoliev and R. Wets, eds.,Numerical Methods in Stochastic Optimization (Springer-Verlag, Berlin, 1987) to appear.
4. J.R. Birge and R.J-B. Wets, “Approximations and error bounds in stochastic programming,” in: Y. Tong, ed.,Inequalities in Statistics and Probability, IMS Lecture Notes-Monograph Series Vol. 5 (Institute of Mathematical Statistics, Hayward, CA, 1984) pp. 178–186.
5. J.R. Birge and R.J-B. Wets, “Designing approximation schemes for stochastic optimization problems, in particular, for stochastic programs with recourse,”Mathematical Programming Study 27 (1986) 54–102.