Wallace Stein W.

Stein W. Wallace

Information about the author Stein W. Wallace will soon be added to the site.
Found 25 papers in total
Correlations in stochastic programming: a case from stochastic service network design
Correlations in stochastic programming: a case from stochastic service network design
2007
Deterministic models, even if used repeatedly, will not capture the essence of...
Stochastic programming: Potential hazards when random variables reflect market interaction
Stochastic programming: Potential hazards when random variables reflect market interaction
2006
There are two types of random phenomena modeled in stochastic programs. One type is...
An electricity market game between consumers, retailers and network operators
An electricity market game between consumers, retailers and network operators
2005
We consider a simple game-theoretical model in which an electricity retailer and a...
Sensitivity analysis and uncertainty in linear programming
Sensitivity analysis and uncertainty in linear programming
2003
Linear programming (LP) is one of the great successes to emerge from operations...
Generating scenario trees for multistage decision problems
Generating scenario trees for multistage decision problems
2001
In models of decision making under uncertainty we often are faced with the problem of...
The performance of stochastic dynamic and fixed mix portfolio models
The performance of stochastic dynamic and fixed mix portfolio models
2002
The purpose of this paper is to demonstrate how to evaluate stochastic programming...
The simplex algorithm for multicommodity networks
The simplex algorithm for multicommodity networks
2002
We consider multicommodity network flow problems, where external flow is allowed to...
Feasibility in transportation networks with supply eating arcs
Feasibility in transportation networks with supply eating arcs
1998
In this paper, we consider a special case of a new type of mixed integer programming...
Analyzing legal regulations in the Norwegian life insurance business using a multistage asset–liability management model
Analyzing legal regulations in the Norwegian life insurance business using a multistage asset–liability management model
2001
The legal regulations for the life insurance business in Norway have recently been,...
Scenarios for multistage stochastic programs
Scenarios for multistage stochastic programs
2000
A major issue in any application of multistage stochastic programming is the...
Improving project cost estimation by taking into account managerial flexibility
Improving project cost estimation by taking into account managerial flexibility
2000
Project costs tend to be higher than depicted by budgets. Irrespective of the quality...
Decision making under uncertainty: Is sensitivity analysis of any use?
Decision making under uncertainty: Is sensitivity analysis of any use?
2000
Sensitivity analysis, combined with parametric optimization, is often presented as a...
Modelling aspects of distributed processing in telecommunication networks
Modelling aspects of distributed processing in telecommunication networks
1998
The purpose of this paper is to formally describe new optimization models for...
Option theory and modeling under uncertainty
Option theory and modeling under uncertainty
1998
Within the framework of some simple models, we explain how option theory can enhance...
Work patterns in project scheduling
Work patterns in project scheduling
1998
In project planning and control, it is of vital importance to take into account that...
Preprocessing in stochastic programming: The case of capacitated networks
Preprocessing in stochastic programming: The case of capacitated networks
1995
We investigate different preprocessing procedures for stochastic linear programs whose...
Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
1996
This paper discusses the use of different pricing and ordering schemes when solving...
Feasibility in uncapacitated networks: The effect of individual arcs and nodes
Feasibility in uncapacitated networks: The effect of individual arcs and nodes
1996
The purpose of this paper is to investigate the effect of individual arcs and nodes on...
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
1993
The Gale-Hoffman inequalities characterize feasible external flow in a (capacitated)...
Overcoming the (apparent) problem of inconsistency in origin-destination matrix estimators
Overcoming the (apparent) problem of inconsistency in origin-destination matrix estimators
1993
Recently a number of models for the estimation of origin-destination trip matrices...
Bounding multi-stage stochastic programs from above
Bounding multi-stage stochastic programs from above
1993
The purpose of this paper is to present general approaches for bounding some...
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
1991
This paper describes how the scenario aggregation principle can be combined with...
Structural properties of the progressive hedging algorithm
Structural properties of the progressive hedging algorithm
1991
This short note discusses some structural properties of the progressive hedging...
Bounding the expected time-cost curve for a stochastic PERT network flow
Bounding the expected time-cost curve for a stochastic PERT network flow
1989
Based on some earlier work by Wollmer on how to approximate the expected time-cost...
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