John R. Birge

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Person:166232

Available identifiers

zbMath Open birge.john-rMaRDI QIDQ166232

List of research outcomes

PublicationDate of PublicationType
Disruption and Rerouting in Supply Chain Networks2024-03-12Paper
On the Convergence of L-shaped Algorithms for Two-Stage Stochastic Programming2023-09-03Paper
Quantification of Market Power Mitigation via Efficient Aggregation of Distributed Energy Resources2022-09-14Paper
Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks2022-08-05Paper
A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit2022-06-28Paper
Learning from Stochastically Revealed Preference2022-06-03Paper
The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems2022-04-05Paper
Asymptotic behavior of solutions: an application to stochastic NLP2022-03-22Paper
Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors2022-02-16Paper
Portfolio optimization under a generalized hyperbolic skewedtdistribution and exponential utility2021-07-16Paper
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior2021-06-02Paper
On Efficient Aggregation of Distributed Energy Resources2021-03-26Paper
An Approximation Approach for Response-Adaptive Clinical Trial Design2021-02-01Paper
Dynamic Selling Mechanisms for Product Differentiation and Learning2020-10-26Paper
Optimal Dynamic Product Development and Launch for a Network of Customers2020-10-20Paper
Risk-Sensitive Asset Management and Cascading Defaults2020-03-11Paper
Book review of: X. Liu et al., Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the internet of things.2019-05-23Paper
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties2018-03-06Paper
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market2017-09-26Paper
Response-adaptive designs for clinical trials: simultaneous learning from multiple patients2016-10-07Paper
The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets2016-10-07Paper
Introduction to the special issue on optimizing risk management in services2012-12-13Paper
Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and data envelopment analysis2011-11-17Paper
Introduction to Stochastic Programming2011-06-22Paper
Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs2008-12-05Paper
Equity valuation, production, and financial planning: A stochastic programming approach2007-02-20Paper
https://portal.mardi4nfdi.de/entity/Q34153522007-01-18Paper
Finite buffer polling models with routing2005-04-21Paper
Stochastic unit commitment problem2005-03-04Paper
Multistage stochastic programming model for electric power capacity expansion problem2004-06-18Paper
Equilibrium values in a competitive power exchange market2002-10-26Paper
Duality gaps in stochastic integer programming2002-06-05Paper
Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs2002-06-04Paper
https://portal.mardi4nfdi.de/entity/Q44957342000-08-10Paper
Successive Approximations of Linear Control Models1999-03-31Paper
https://portal.mardi4nfdi.de/entity/Q42311431999-03-10Paper
Modeling investment uncertainty in the costs of global \(CO_2\) emission policy1998-11-26Paper
Bounds on optimal values in stochastic scheduling1998-01-12Paper
State-of-the-Art-Survey—Stochastic Programming: Computation and Applications1997-09-17Paper
Introduction to Stochastic Programming1997-09-15Paper
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs1997-08-07Paper
Stochastic programming approaches to stochastic scheduling1997-01-07Paper
Computing Karmarkar's projections quickly by using matrix factorization1996-12-12Paper
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions1996-08-01Paper
https://portal.mardi4nfdi.de/entity/Q48872631996-08-01Paper
Parallel decomposition of large-scale stochastic nonlinear programs1996-07-31Paper
Subdifferential Convergence in Stochastic Programs1996-06-23Paper
Bounds on Expected Project Tardiness1996-04-29Paper
Models and model value in stochastic programming1996-01-07Paper
Continuous approximation schemes for stochastic programs1995-08-27Paper
Optimal match-up strategies in stochastic scheduling1995-04-10Paper
Studies of lexicography in the generalized network simplex method1994-05-05Paper
Semiregularity and Generalized Subdifferentials with Applications to Optimization1994-05-03Paper
Optimal Flows in Stochastic Dynamic Networks with Congestion1993-08-09Paper
Efficient solution of two-stage stochastic linear programs using interior point methods1993-06-29Paper
Prior reduced fill-in in solving equations in interior point algorithms1993-01-16Paper
Bounding separable recourse functions with limited distribution information1992-06-26Paper
Matchup Scheduling with Multiple Resources, Release Dates and Disruptions1992-06-25Paper
Single-machine scheduling subject to stochastic breakdowns1990-01-01Paper
Sublinear upper bounds for stochastic programs with recourse1989-01-01Paper
Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information1989-01-01Paper
Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System1989-01-01Paper
A multicut algorithm for two-stage stochastic linear programs1988-01-01Paper
Assessing the effects of machine breakdowns in stochastic scheduling1988-01-01Paper
A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38095561988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38136071988-01-01Paper
Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38203781988-01-01Paper
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem1987-01-01Paper
Aggregation in Dynamic Programming1987-01-01Paper
Refining bounds for stochastic linear programs with linearly transformed independent random variables1986-01-01Paper
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse1986-01-01Paper
Methods for a network design problem in solar power systems1985-01-01Paper
Aggregation bounds in stochastic linear programming1985-01-01Paper
Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs1985-01-01Paper
A dantzig-wolfe decomposition variant equivalent to basis factorization1985-01-01Paper
Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33404791984-01-01Paper
Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's1983-01-01Paper
The value of the stochastic solution in stochastic linear programs with fixed recourse1982-01-01Paper

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