Preface. Output analysis for approximated stochastic programs; J. Dupacová. Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments; P. Efraimidis, P.G. Spirakis. Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis; A. Gaivoronski, et al. Option pricing in a world with arbitrage; X. Guo, L. Shepp. Monte Carlo Methods for Discrete Stochastic Optimization; T. Homem-de-Mello. Discrete Approximation in Quantile Problem of Portfolio Selection; A. Kibzun, R. Lepp. Optimizing electricity distribution using two-stage integer recourse models; W.K. Klein Haneveld, M.H. van der Vlerk. A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality; L. Korf. Non-Linear Risk of Linear Instruments; A. Kreinin. Multialgorithms for Parallel Computing: A New Paradigm for Optimization; J. Nazareth. Convergence Rate of Incremental Subgradient Algorithms; A. Nedic, D. Bertsekas. Transient Stochastic Models for Search Patterns; E. Pasiliao. Value-at-Risk Based Portfolio Optimization; A. Puelz. Combinatorial Optimization, Cross-Entropy, Ants and Rare Events; R.Y. Rubinstein. Consistency of Statistical Estimators: the Epigraphical View; G. Salinetti. Hierarchical Sparsity in Multistage Convex Stochastic Programs; M. Steinbach. Conditional Value-at-Risk: Optimization Approach; S. Uryasev, R.T. Rockafellar.