Access Statistics for John R. Birge

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties 1 1 2 18 2 2 5 22
Bounding the expectation of convex functions with limited distribution information 0 0 0 0 0 0 4 30
Optimal Bidding Strategies in Non-Sealed Bid Online Auctions of Common Products with Quantity Uncertainty 0 0 0 421 0 0 2 1,262
Optimal Commissions and Subscriptions in Networked Markets 1 1 1 22 3 3 5 18
Prior reduced fill-in in solving equations in interior point algorithms 0 0 0 3 0 0 1 68
Total Working Papers 2 2 3 464 5 5 17 1,400


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties 0 0 0 0 0 1 1 1
A Stochastic Programming Approach to the Airline Crew Scheduling Problem 0 0 0 1 0 1 3 15
A model for tax advantages of portfolios with many assets 0 0 1 27 0 0 3 98
A multicut algorithm for two-stage stochastic linear programs 0 0 0 39 1 2 3 154
Aggregation in Dynamic Programming 1 1 7 7 1 1 9 12
Bi-level Programing Merger Evaluation and Application to Banking Operations 0 0 0 8 1 2 5 45
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 0 0 0 2 0 0 3 11
Bounds on Expected Project Tardiness 2 2 2 2 3 4 8 8
Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming 0 0 0 2 0 0 2 28
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem 0 0 0 4 0 0 1 10
Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function 0 0 0 0 0 0 0 3
Convergence Properties of Two-Stage Stochastic Programming 0 0 0 0 0 2 4 5
Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs 0 0 1 1 0 0 3 12
Dynamic Selling Mechanisms for Product Differentiation and Learning 0 0 0 0 1 3 4 4
Equilibrium Values in a Competitive Power Exchange Market 0 0 0 122 0 2 4 491
Equity valuation, production, and financial planning: A stochastic programming approach 0 0 0 0 0 0 1 2
Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and Data Envelopment Analysis 1 1 1 5 6 6 8 26
Finite buffer polling models with routing 0 0 0 3 0 0 0 30
INTRODUCTION TO THE SPECIAL ISSUE ON "OPERATIONAL RESEARCH AND ASIA RISK MANAGEMENT" 0 0 0 0 0 0 0 7
Incorporating Investment Uncertainty into Greenhouse Policy Models 0 0 0 1 0 0 2 52
Index tracking and enhanced indexation using a parametric approach 0 0 2 15 2 2 6 64
Introduction to special issue on "Enterprise risk management in operations" 1 2 6 62 1 6 17 172
Introduction to the special issue on applications of financial engineering in operations, production, services, logistics, and management 0 0 0 0 0 0 1 2
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market 0 0 0 0 1 2 2 2
Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs 0 0 0 0 1 1 3 6
Limits to arbitrage in electricity markets: A case study of MISO 0 1 3 15 0 4 17 62
Long-term bank balance sheet management: Estimation and simulation of risk-factors 0 0 5 61 1 4 16 187
Matchup Scheduling with Multiple Resources, Release Dates and Disruptions 0 1 2 6 0 2 5 13
Modeling investment uncertainty in the costs of global CO2 emission policy 0 0 0 15 0 0 0 45
OM Forum—Operations and Finance Interactions 0 0 0 2 0 6 12 25
Optimal Dynamic Product Development and Launch for a Network of Customers 0 0 2 2 1 1 4 4
Optimal Flows in Stochastic Dynamic Networks with Congestion 0 0 0 1 0 0 0 3
Option Methods for Incorporating Risk into Linear Capacity Planning Models 0 0 0 23 0 2 8 73
Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility 0 0 0 4 1 1 3 10
Reducing Travelling Costs and Player Fatigue in the National Basketball Association 0 8 15 36 2 10 21 52
Response-adaptive designs for clinical trials: Simultaneous learning from multiple patients 0 0 1 2 0 0 4 26
Risk-Sensitive Asset Management and Cascading Defaults 0 0 0 0 0 1 2 2
Scheduling a Professional Sports League in Microsoft ® Excel: Showing Students the Value of Good Modeling and Solution Techniques 0 0 0 1 1 1 1 5
Semiregularity and Generalized Subdifferentials with Applications to Optimization 0 0 0 0 1 1 4 5
Single‐machine scheduling subject to stochastic breakdowns 0 0 1 1 1 1 3 3
State-of-the-Art-Survey---Stochastic Programming: Computation and Applications 0 0 3 13 2 2 12 32
Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets 0 1 2 2 0 2 4 4
The Supply Chain Effects of Bankruptcy 0 1 4 9 3 8 17 52
The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets 0 1 3 6 0 1 7 56
Trade Credit in Supply Chains: Multiple Creditors and Priority Rules 0 1 1 1 0 1 1 1
Trade Credit, Risk Sharing, and Inventory Financing Portfolios 0 0 0 0 1 4 5 5
Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information 1 1 1 1 1 1 3 4
Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System 0 0 0 0 0 0 0 1
When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress 0 0 0 0 1 2 3 3
Total Journal Articles 6 21 63 502 34 90 245 1,933


Statistics updated 2021-01-03