C.: Stability of multistage stochastic programs, Preprint 255, DFG Research Center Matheon "Mathematics for key technologies", 2005 and submitted to

Abstract. Quantitative stability of linear multistage stochastic programs is studied. It is shown that the inma of such programs behave (locally) Lipschitz continuous with respect to the sum of an Lr-distance and of a distance measure for the ltrations of the original and approximate stochastic (input) processes. Various issues of the result are discussed and an illustrative example is given. Consequences for the reduction of scenario trees are also discussed