# John R. Birge

According to our database

Collaborative distances:

^{1}, John R. Birge authored at least 63 papers between 1982 and 2020.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## Bibliography

2020

INFORMS J. Comput., 2020

2019

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

Oper. Res., 2019

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

2018

Math. Oper. Res., 2018

Manag. Sci., 2018

Proceedings of the 2018 ACM Conference on Economics and Computation, 2018

2017

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

2016

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

2015

Manuf. Serv. Oper. Manag., 2015

Manag. Sci., 2015

2014

Approximation Methods for Determining Optimal Allocations in Response Adaptive Clinical Trials.

Proceedings of the ICORES 2014, 2014

2012

Decis. Sci., 2012

Comput. Oper. Res., 2012

2011

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

2009

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2007

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

2006

Transp. Sci., 2006

The Abridged Nested Decomposition Method for Multistage Stochastic Linear Programs with Relatively Complete Recourse.

Algorithmic Oper. Res., 2006

2005

Eur. J. Oper. Res., 2005

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2000

Manuf. Serv. Oper. Manag., 2000

J. Glob. Optim., 2000

Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs.

Oper. Res., 2000

1997

Oper. Res. Lett., 1997

INFORMS J. Comput., 1997

1996

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

J. Glob. Optim., 1996

Ann. Oper. Res., 1996

1995

SIAM J. Optim., 1995

Oper. Res., 1995

Discret. Appl. Math., 1995

Ann. Oper. Res., 1995

Ann. Oper. Res., 1995

1993

Semiregularity and Generalized Subdifferentials with Applications to Optimization.

Math. Oper. Res., 1993

Oper. Res., 1993

Ann. Oper. Res., 1993

1992

Oper. Res. Lett., 1992

Efficient solution of two-stage stochastic linear programs using interior point methods.

Comput. Optim. Appl., 1992

1991

Oper. Res., 1991

Ann. Oper. Res., 1991

1989

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

1987

Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem.

Math. Oper. Res., 1987

Oper. Res., 1987

1985

Math. Program., 1985

Oper. Res., 1985

Comput. Oper. Res., 1985

1983

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

Math. Program., 1983

1982

The value of the stochastic solution in stochastic linear programs with fixed recourse.

Math. Program., 1982