RC22663 (W0212-039) December 6, 2002 Mathematics IBM Research Report Stochastic Optimization for Lake Eutrophication Management Alan King IBM Research Division Thomas J. Watson Research Center P.O. Box 218 Yorktown Heights, NY 10598 Laszlo Somlyody Budapest University of Technology and Economics Budapest, Hungary Roger J.-B. Wets University of California Davis, California Research Division Almaden - Austin - Beijing - Haifa - India - T. J. Watson - Tokyo - Zurich LIMITED DISTRIBUTION NOTICE: This report has been submitted for publication outside of IBM and will probably be copyrighted if accepted for publication. It has been issued as a Research Report for early dissemination of its contents. In view of the transfer of copyright to the outside publisher, its distribution outside of IBM prior to publication should be limited to peer communications and specific requests. After outside publication, requests should be filled only by reprints or legally obtained copies of the article (e.g. , payment of royalties). Copies may be requested from IBM T. J. Watson Research Center , P. O. Box 218, Yorktown Heights, NY 10598 USA (email: reports@us.ibm.com). Some reports are available on the internet at http://domino.watson.ibm.com/library/CyberDig.nsf/home .