1. Bertsekas, D. P. (1995). Dynamic Programming and Optimal Control. Belmont, Massachusetts, Athena Scientific.
   
2. Birge, R. and F. Louveaux (1997). Introduction to Stochastic Programming. New York: Springer-Verlag. (ENGINEERING Library T57.79 .B57)
   
3. Gross, D. and C. M. Harris (1998). Fundamentals of Queueing Theory. New York, John Wiley & Sons.(ENGINEERING Library T57.9 .G76)
   
4. Heyman, D. P. and M. J. Sobel (1984). Stochastic Models in Operations Research: Stochastic Optimization. New York, McGraw-Hill. (ENGINEERING Library T57.6 .H49)
   
5. Kall, P. and S. W. Wallace (1995). Stochastic Programming. New York, Wiley & Sons. (exorbitantly priced as $250!)
   
6. Prekopa, A. (1995). Stochastic Programming. Dordrecht, Kluwer Academic Publishers.
   
7. Ross, S. M. (1983). Introduction to Stochastic Dynamic Programming. New York: Academic Press. (available in paperback, $39) (MATHEMATICAL SCIENCES Library T57.83 .R67)
   
8. Ross, S. M. (1992) Applied Probability Models with Optimization Applications. New York: Dover, (paperback, $8.95)
   
9. Tijms, H. C. (1994). Stochastic Models: An Algorithmic Approach. Chichester: John Wiley & Sons. (available in paperback)

1. Bertsekas, D. P. and J. N. Tsitsiklis (2000). Introduction to Probability.
   available at URL: http://web.mit.edu/afs/athena.mit.edu/user/d/i/dimitrib/www/Probability.html
   
2. Birge, J. R. (1997). "Stochastic programming computation and applications." INFORMS Journal on Computing 9(2): 111-133. Complete text of this (and all other articles 1989-1997!) may be downloaded free from URL: http://joc.pubs.informs.org/
   
3. Kleywegt, Anton J. and Alexander Shapiro (2000), Stochastic Optimization, to appear in Handbook of Industrial Engineering, 3rd edition. G. Salvendy: 35pp.Currently downloadable at the URL: http://www.isye.gatech.edu/~ashapiro/index.html
   
4. Vlerk, M. H. v. d. (2000). Stochastic Programming Bibliography. Very complete, available at URL: http://mally.eco.rug.nl/biblio/stoprog.html
   
5. White, D. J. (1993). "A Survey of Applications of Markov Decision Processes." Journal of the Operational Research Society 44(11): 1073-1096.

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Last updated: 9 January 2002