Douglas J. White

According to our database, Douglas J. White authored at least 16 papers between 1968 and 2000.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2000

pth Power Lagrangian Method for Integer Programming.

Duan Li, Douglas J. White

Ann. Oper. Res., 2000

1999

Lagrangean Relaxation Revisited, Technical Note.

Douglas J. White

Constraints An Int. J., 1999

1998

Epsilon Dominance and Constraint Partitioning in Multiple Objective Problems.

Douglas J. White

J. Glob. Optim., 1998

Epsilon-dominating solutions in mean-variance portfolio analysis.

Douglas J. White

Eur. J. Oper. Res., 1998

1995

A superharmonic approach to solving infinite horizon partially observable Markov decision problems.

Douglas J. White

Math. Methods Oper. Res., 1995

Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs.

Douglas J. White

Oper. Res., 1995

1993

A penalty function approach for solving bi-level linear programs.

Douglas J. White, G. Anandalingam

J. Glob. Optim., 1993

1992

A linear programming approach to solving bilinear programmes.

Douglas J. White

Math. Program., 1992

1991

The maximal dispersion problem and the "First point outside the neighbourhood" heuristic.

Douglas J. White

Comput. Oper. Res., 1991

1990

A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem.

Alain Haurie, G. Savard, Douglas J. White

Oper. Res., 1990

1989

The "largest element first" heuristic for the maximization assignment problem.

Douglas J. White

Comput. Oper. Res., 1989

1985

Vector maximisation and lagrange multipliers.

Douglas J. White

Math. Program., 1985

1982

The set of efficient solutions for multiple objective shortest path problems.

Douglas J. White

Comput. Oper. Res., 1982

1980

Technical Note - Generalized Efficient Solutions for Sums of Sets.

Douglas J. White

Oper. Res., 1980

1974

Technical Note - Dynamic Programming and Probabilistic Constraints.

Douglas J. White

Oper. Res., 1974

1968

A Method for Approximate Solutions to Stochastic Dynamic Programming Problems Using Expectations.

J. M. Norman, Douglas J. White

Oper. Res., 1968