The following pages link to John R. Birge (Q166232):
Displayed 50 items.
- Response-adaptive designs for clinical trials: simultaneous learning from multiple patients (Q320737) (← links)
- The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets (Q323519) (← links)
- Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and data envelopment analysis (Q646662) (← links)
- Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) (← links)
- Methods for a network design problem in solar power systems (Q1086150) (← links)
- A multicut algorithm for two-stage stochastic linear programs (Q1104862) (← links)
- Sublinear upper bounds for stochastic programs with recourse (Q1115346) (← links)
- Assessing the effects of machine breakdowns in stochastic scheduling (Q1116880) (← links)
- Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
- Prior reduced fill-in in solving equations in interior point algorithms (Q1197902) (← links)
- (Q1312762) (redirect page) (← links)
- Studies of lexicography in the generalized network simplex method (Q1312763) (← links)
- Optimal match-up strategies in stochastic scheduling (Q1346690) (← links)
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
- Bounds on optimal values in stochastic scheduling (Q1375116) (← links)
- Modeling investment uncertainty in the costs of global \(CO_2\) emission policy (Q1388839) (← links)
- Multistage stochastic programming model for electric power capacity expansion problem (Q1433514) (← links)
- Finite buffer polling models with routing (Q1771367) (← links)
- Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)
- Computing Karmarkar's projections quickly by using matrix factorization (Q1815744) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- Parallel decomposition of large-scale stochastic nonlinear programs (Q1918421) (← links)
- An upper bound on the expected value of a non-increasing convex function with convex marginal return functions (Q1919193) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Book review of: X. Liu et al., Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the internet of things. (Q2416586) (← links)
- Stochastic programming approaches to stochastic scheduling (Q2564886) (← links)
- Introduction to Stochastic Programming (Q3008815) (← links)
- Introduction to the special issue on optimizing risk management in services (Q3145034) (← links)
- Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs (Q3217951) (← links)
- (Q3340479) (← links)
- (Q3415352) (← links)
- Equity valuation, production, and financial planning: A stochastic programming approach (Q3423288) (← links)
- Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs (Q3544256) (← links)
- Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's (Q3657800) (← links)
- Aggregation bounds in stochastic linear programming (Q3675909) (← links)
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592) (← links)
- A dantzig-wolfe decomposition variant equivalent to basis factorization (Q3705221) (← links)
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (Q3741437) (← links)
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem (Q3757691) (← links)
- Aggregation in Dynamic Programming (Q3773725) (← links)
- A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs (Q3790947) (← links)
- (Q3809556) (← links)
- (Q3813607) (← links)
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming (Q3815854) (← links)
- (Q3820378) (← links)
- The value of the stochastic solution in stochastic linear programs with fixed recourse (Q3968764) (← links)
- Matchup Scheduling with Multiple Resources, Release Dates and Disruptions (Q3978844) (← links)
- Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information (Q4207759) (← links)
- Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System (Q4207777) (← links)