Lecture Notes:

• Stochastic Optimization by Anton Kleywegt and Alexander Shapiro
• Lectures on Stochastic Programming by Alexander Shapiro and Andrjez Ruszczynski.
  

Tutorials:

• Stochastic Programming - Modeling and Basic Properties by Alexander Shapiro
• Stochastic Integer Programming - An Algorithmic Perspective by Shabbir Ahmed

• Optimization of Risk Measures by Alexander Shapiro
• Complexity of Two and Multi-Stage Stochastic Programming Problems by Alexander Shapiro
• Robust Optimization and Dynamical Decision Making by Arkadi Nemirovski
• Mathematics of Robust Optimization by Arkadi Nemirovski
  

Computational Resources:

• SIPLIB : A Stochastic Integer Programming Test Problem Library