Birge John R.

John R. Birge

Information about the author John R. Birge will soon be added to the site.
Found 27 papers in total
Equity valuation, production, and financial planning: a stochastic programming approach
Equity valuation, production, and financial planning: a stochastic programming approach
2006
Most of the operations management literature assumes that a firm can always finance...
A stochastic programming approach to the airline crew scheduling problem
A stochastic programming approach to the airline crew scheduling problem
2006
Traditional methods model the billion-dollar airline crew scheduling problem as...
The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
2006
This paper considers large-scale multistage stochastic linear programs. Sampling is...
Finite buffer polling models with routing
Finite buffer polling models with routing
2005
This paper analyzes a finite buffer polling system with routing. Finite buffers are...
Scheduling a professional sports league in Microsoft® Excel: Showing students the value of good modeling and solution techniques
Scheduling a professional sports league in Microsoft® Excel: Showing students the value of good modeling and solution techniques
2004
Scheduling a sports league to minimize travel is a notoriously difficult task...
Stochastic unit commitment problem
Stochastic unit commitment problem
2004
The electric power industry is undergoing restructuring and deregulation. We need to...
Lagrangian solution techniques and bounds for loosely coupled mixed-integer stochastic programs
Lagrangian solution techniques and bounds for loosely coupled mixed-integer stochastic programs
2000
Many production problems involve facility setups that lead to integer variables,...
Option methods for incorporating risk into linear capacity planning models
Option methods for incorporating risk into linear capacity planning models
2000
Manufacturing and service operations decisions depend critically on capacity and...
Setting single-period optimal capacity levels and prices for substitutable products
Setting single-period optimal capacity levels and prices for substitutable products
1998
In this paper, we consider how a company that has the flexibility to produce two...
Stochastic programming computation and applications
Stochastic programming computation and applications
1997
Although decisions frequently have uncertain consequences, optimal-decision models...
Bounds on expected project tardiness
Bounds on expected project tardiness
1995
A frequent goal in scheduling projects and production operations is determining the...
Modeling investment uncertainty in the costs of global CO2 emission policy
Modeling investment uncertainty in the costs of global CO2 emission policy
1995
This paper investigates the effect that explicit modeling of stochastic returns to...
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
1996
Multistage stochastic linear programs can represent a variety of practical decision...
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
1996
In this note, the authors show that if a convex function is non-increasing and has a...
Parallel decomposition of large-scale stochastic nonlinear programs
Parallel decomposition of large-scale stochastic nonlinear programs
1996
Many practical decision problems involve both nonlinear relationships and...
Optimal match-up strategies in stochastic scheduling
Optimal match-up strategies in stochastic scheduling
1995
Practical scheduling problems require the consideration of random events that may...
Models and model value in stochastic programming
Models and model value in stochastic programming
1995
Finding optimal decisions often involves the consideration of certain random or...
Continuous approximation schemes for stochastic programs
Continuous approximation schemes for stochastic programs
1995
One of the main methods for solving stochastic programs is approximation by...
Semiregularity and generalized subdifferentials with applications to optimization
Semiregularity and generalized subdifferentials with applications to optimization
1993
The Michel-Penot subdifferential of a locally Lipschitzian function is the principal...
Optimal flows in stochastic dynamic networks with congestion
Optimal flows in stochastic dynamic networks with congestion
1993
This paper presents a method for finding optimal flows in a dynamic network with...
Matchup scheduling with multiple resources, release dates and disruptions
Matchup scheduling with multiple resources, release dates and disruptions
1991
This paper considers the rescheduling of operations with release dates and multiple...
Prior reduced fill-in in solving equations in interior point algorithms
Prior reduced fill-in in solving equations in interior point algorithms
1992
The efficiency of interior-point algorithms for linear programming is related to the...
Bounding separable recourse functions with limited distribution information
Bounding separable recourse functions with limited distribution information
1991
The recourse function in a stochastic program with recourse can be approximated by...
Using parallel iteration for approximate analysis of a multiple server queueing system
Using parallel iteration for approximate analysis of a multiple server queueing system
1989
This paper describes an iterative approach to the analysis of Markovian service...
Papers per page: