John R. Birge

According to our database1, John R. Birge authored at least 63 papers between 1982 and 2020.

Collaborative distances:



In proceedings 
PhD thesis 




An Approximation Approach for Response-Adaptive Clinical Trial Design.
INFORMS J. Comput., 2020

Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets.
Manag. Sci., 2019

Book Review: Xinbao Liu, Jun Pei, Lin Liu, Hao Cheng, Mi Zhou, and Panos M. Pardalos: Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the Internet of Things. Springer optimization and its applications series - Springer, 2017, XVIII pp, Hardcover: ISBN: 978-3-319-64567-4.
J. Glob. Optim., 2019

Optimal Dynamic Product Development and Launch for a Network of Customers.
Oper. Res., 2019

Dynamic Selling Mechanisms for Product Differentiation and Learning.
Oper. Res., 2019

Flexibility from Networks of Data Centers: A Market Clearing Formulation with Virtual Links.
CoRR, 2019

Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors.
Proceedings of the 2019 ACM Conference on Economics and Computation, 2019

Risk-Sensitive Asset Management and Cascading Defaults.
Math. Oper. Res., 2018

Trade Credit, Risk Sharing, and Inventory Financing Portfolios.
Manag. Sci., 2018

Optimal Commissions and Subscriptions in Networked Markets.
Proceedings of the 2018 ACM Conference on Economics and Computation, 2018

When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress.
Manuf. Serv. Oper. Manag., 2017

A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties.
Oper. Res., 2017

Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market.
Oper. Res., 2017

Risk Intelligence in Big Data Era: A Review and Introduction to Special Issue.
IEEE Trans. Cybern., 2016

The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets.
Eur. J. Oper. Res., 2016

Response-adaptive designs for clinical trials: Simultaneous learning from multiple patients.
Eur. J. Oper. Res., 2016

OM Forum - Operations and Finance Interactions.
Manuf. Serv. Oper. Manag., 2015

The Supply Chain Effects of Bankruptcy.
Manag. Sci., 2015

Approximation Methods for Determining Optimal Allocations in Response Adaptive Clinical Trials.
Proceedings of the ICORES 2014, 2014

Serial Chain Merger Evaluation Model and Application to Mortgage Banking.
Decis. Sci., 2012

Guest editorial.
Comput. Oper. Res., 2012

Introduction to the Special Issue on "Operational Research and Asia Risk Management".
Asia Pac. J. Oper. Res., 2011

Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and Data Envelopment Analysis.
Ann. Oper. Res., 2011

Two-Stage Stochastic Programs with Recourse.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Stochastic Integer Programs.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

L-shaped Method for Two-stage Stochastic Programs with Recourse.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs.
SIAM J. Optim., 2007

Call for Papers - Special Issue of <i>Management Science</i>: Interfaces of Operations and Finance.
Manag. Sci., 2007

A Stochastic Programming Approach to the Airline Crew Scheduling Problem.
Transp. Sci., 2006

The Abridged Nested Decomposition Method for Multistage Stochastic Linear Programs with Relatively Complete Recourse.
Algorithmic Oper. Res., 2006

Finite buffer polling models with routing.
Eur. J. Oper. Res., 2005

Quasi-monte carlo simulation in a LIBOR market model.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

Option Methods for Incorporating Risk into Linear Capacity Planning Models.
Manuf. Serv. Oper. Manag., 2000

Duality Gaps in Stochastic Integer Programming.
J. Glob. Optim., 2000

Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs.
Oper. Res., 2000

Bounds on optimal values in stochastic scheduling.
Oper. Res. Lett., 1997

Stochastic Programming Computation and Applications.
INFORMS J. Comput., 1997

An upper bound on the expected value of a non-increasing convex function with convex marginal return functions.
Oper. Res. Lett., 1996

A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs.
Math. Program., 1996

Stochastic programming approaches to stochastic scheduling.
J. Glob. Optim., 1996

Parallel decomposition of large-scale stochastic nonlinear programs.
Ann. Oper. Res., 1996

Subdifferential Convergence in Stochastic Programs.
SIAM J. Optim., 1995

Bounds on Expected Project Tardiness.
Oper. Res., 1995

Optimal Match-up Strategies in Stochastic Scheduling.
Discret. Appl. Math., 1995

Continuous approximation schemes for stochastic programs.
Ann. Oper. Res., 1995

Models and model value in stochastic programming.
Ann. Oper. Res., 1995

Semiregularity and Generalized Subdifferentials with Applications to Optimization.
Math. Oper. Res., 1993

Optimal Flows in Stochastic Dynamic Networks with Congestion.
Oper. Res., 1993

Studies of lexicography in the generalized network simplex method.
Ann. Oper. Res., 1993

Prior reduced fill-in in solving equations in interior point algorithms.
Oper. Res. Lett., 1992

Efficient solution of two-stage stochastic linear programs using interior point methods.
Comput. Optim. Appl., 1992

Matchup Scheduling with Multiple Resources, Release Dates and Disruptions.
Oper. Res., 1991

Bounding separable recourse functions with limited distribution information.
Ann. Oper. Res., 1991

Sublinear upper bounds for stochastic programs with recourse.
Math. Program., 1989

Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information.
Math. Oper. Res., 1989

Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System.
Oper. Res., 1989

Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem.
Math. Oper. Res., 1987

Aggregation in Dynamic Programming.
Oper. Res., 1987

Aggregation bounds in stochastic linear programming.
Math. Program., 1985

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs.
Oper. Res., 1985

Methods for a network design problem in solar power systems.
Comput. Oper. Res., 1985

Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's.
Math. Program., 1983

The value of the stochastic solution in stochastic linear programs with fixed recourse.
Math. Program., 1982