Pivot Strategies for Primal-Simplex Network Codes. - John M. Mulvey (J. ACM, 1978)

Reporting computational experiments in mathematical programming. - Harlan P. Crowder; Ron S. Dembo; John M. Mulvey (Math. Program., 1978)

Testing of a large-scale network optimization program. - John M. Mulvey (Math. Program., 1978)

On Reporting Computational Experiments with Mathematical Software. - Harlan P. Crowder; Ron S. Dembo; John M. Mulvey (ACM Trans. Math. Softw., 1979)

Technical Note - Equivalence of the 0-1 Integer Programming Problem to Discrete Generalized and Pure Networks. - Fred W. Glover; John M. Mulvey (Oper. Res., 1980)

Nonlinear network programming on a vector supercomputer (abstract). - Stavros A. Zenios; John M. Mulvey (ACM Conference on Computer Science, 1986)

Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP. - Stavros A. Zenios; John M. Mulvey (Oper. Res., 1986)

Nonlinear programming on generalized networks. - David P. Ahlfeld; John M. Mulvey; Ron S. Dembo; Stavros A. Zenios (ACM Trans. Math. Softw., 1987)

Vectorization and multitasking of nonlinear network programming algorithms. - Stavros A. Zenios; John M. Mulvey (Math. Program., 1988)

A distributed algorithm for convex network optimization problems. - Stavros A. Zenios; John M. Mulvey (Parallel Comput., 1988)

OR Practice - Large-Scale Nonlinear Network Models and Their Application. - Ron S. Dembo; John M. Mulvey; Stavros A. Zenios (Oper. Res., 1989)

Balancing large social accounting matrices with nonlinear network programming. - Stavros A. Zenios; Arne Drud; John M. Mulvey (Networks, 1989)

Applying the progressive hedging algorithm to stochastic generalized networks. - John M. Mulvey; Hercules Vladimirou (Ann. Oper. Res., 1991)

Formulating Two-Stage Stochastic Programs for Interior Point Methods. - Irvin J. Lustig; John M. Mulvey; Tamra J. Carpenter (Oper. Res., 1991)

Solving multistage stochastic networks: An application of scenario aggregation. - John M. Mulvey; Hercules Vladimirou (Networks, 1991)

A diagonal quadratic approximation method for large scale linear programs. - John M. Mulvey; Andrzej Ruszczynski (Oper. Res. Lett., 1992)

Preface. - Hiroshi Konno; David G. Luenberger; John M. Mulvey (Ann. Oper. Res., 1993)

Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure. - Tamra J. Carpenter; Irvin J. Lustig; John M. Mulvey; David F. Shanno (INFORMS J. Comput., 1993)

Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives. - Tamra J. Carpenter; Irvin J. Lustig; John M. Mulvey; David F. Shanno (SIAM J. Optim., 1993)

An Extension of the DQA Algorithm to Convex Stochastic Programs. - Adam J. Berger; John M. Mulvey; Andrzej Ruszczynski (SIAM J. Optim., 1994)

Chapter 15 Asset and liability allocation in a global environment. - John M. Mulvey; William T. Ziemba (Finance, 1995)

Accountability and Computer Decision Systems. - Deborah G. Johnson; John M. Mulvey (Commun. ACM, 1995)

A New Scenario Decomposition Method for Large-Scale Stochastic Optimization. - John M. Mulvey; Andrzej Ruszczynski (Oper. Res., 1995)

Robust Optimization of Large-Scale Systems. - John M. Mulvey; Robert J. Vanderbei; Stavros A. Zenios (Oper. Res., 1995)

Robust Optimization on PC Supercomputers. - John M. Mulvey (Applications on Advanced Architecture Computers, 1996)

Solving robust optimization models in finance. - John M. Mulvey (CIFEr, 1996)

Linking strategic and tactical planning systemsfor asset and liability management. - John M. Mulvey; Chris Madsen; François Morin (Ann. Oper. Res., 1999)

Parameter estimation in stochastic scenario generation systems. - John M. Mulvey; Daniel P. Rosenbaum; Bala Shetty (Eur. J. Oper. Res., 1999)

An Asset and Liability Management System for Towers Perrin-Tillinghast. - John M. Mulvey; Gordon Gould; Clive Morgan (Interfaces, 2000)

Stratified filtered sampling in stochastic optimization. - Robert Rush; John M. Mulvey; John E. Mitchell 001; Thomas R. Willemain (Adv. Decis. Sci., 2000)

Introduction to financial optimization: Mathematical Programming Special Issue. - John M. Mulvey (Math. Program., 2001)

Simulation for risk management: risk management of a P/C insurance company scenario generation, simulation and optimization. - John M. Mulvey; Hafize G. Erkan (WSC, 2003)

Financial planning via multi-stage stochastic optimization. - John M. Mulvey; Bala Shetty (Comput. Oper. Res., 2004)

25. Decentralized Risk Management for Global Property and Casualty Insurance Companies. - John M. Mulvey; Hafize G. Erkan (Applications of Stochastic Programming, 2005)

OR PRACTICE - Assisting Defined-Benefit Pension Plans. - John M. Mulvey; Koray D. Simsek; Zhuojuan Zhang; Frank J. Fabozzi; William R. Pauling (Oper. Res., 2008)

Financial Optimization. - John M. Mulvey; Bala Shetty (Encyclopedia of Optimization, 2009)

Dynamic asset allocation for varied financial markets under regime switching framework. - Geum Il Bae; Woo Chang Kim; John M. Mulvey (Eur. J. Oper. Res., 2014)

Optimal savings management for individuals with defined contribution pension plans. - Agnieszka Karolina Konicz; John M. Mulvey (Eur. J. Oper. Res., 2015)

Dynamic allocations for currency futures under switching regimes signals. - Lorenzo Reus; John M. Mulvey (Eur. J. Oper. Res., 2016)

MUSBO: Model-based Uncertainty Regularized and Sample Efficient Batch Optimization for Deployment Constrained Reinforcement Learning. - DiJia Su; Jason D. Lee; John M. Mulvey; H. Vincent Poor (CoRR, 2021)

PoBRL: Optimizing Multi-Document Summarization by Blending Reinforcement Learning Policies. - DiJia Andy Su; Difei Su; John M. Mulvey; H. Vincent Poor (CoRR, 2021)

Portfolio Optimization Under Regime Switching and Transaction Costs: Combining Neural Networks and Dynamic Programs. - Xiaoyue Li; John M. Mulvey (INFORMS J. Optim., 2021)

Competitive Multi-Agent Reinforcement Learning with Self-Supervised Representation. - DiJia Su; Jason D. Lee; John M. Mulvey; H. Vincent Poor (ICASSP, 2022)

Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks. - Xiaoyue Li; Ayse Sinem Uysal; John M. Mulvey (Eur. J. Oper. Res., 2022)

ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting. - Zepu Wang; Yuqi Nie; Peng Sun 007; Nam H. Nguyen; John M. Mulvey; H. Vincent Poor (CoRR, 2023)

Optimizing Multidocument Summarization by Blending Reinforcement Learning Policies. - DiJia Su; Difei Su; John M. Mulvey; H. Vincent Poor (IEEE Trans. Artif. Intell., 2023)

A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. - Yuqi Nie; Yaxuan Kong; Xiaowen Dong 001; John M. Mulvey; H. Vincent Poor; Qingsong Wen; Stefan Zohren (CoRR, 2024)

End-to-end risk budgeting portfolio optimization with neural networks. - Ayse Sinem Uysal; Xiaoyue Li; John M. Mulvey (Ann. Oper. Res., 2024)

Dynamic asset allocation with asset-specific regime forecasts. - Yizhan Shu; Chenyu Yu; John M. Mulvey (Ann. Oper. Res., 2025)