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John Birge
John Birge
Professor of Operations Management, University of Chicago Booth School of Business
Verified email at chicagobooth.edu
Title
Cited by
Cited by
Year
Introduction to stochastic programming
JR Birge, F Louveaux
Springer Science & Business Media, 2011
92742011
Decomposition and partitioning methods for multistage stochastic linear programs
JR Birge
Operations research 33 (5), 989-1007, 1985
8751985
A stochastic model for the unit commitment problem
S Takriti, JR Birge, E Long
IEEE Transactions on Power Systems 11 (3), 1497-1508, 1996
7621996
A multicut algorithm for two-stage stochastic linear programs
JR Birge, FV Louveaux
European Journal of Operational Research 34 (3), 384-392, 1988
7121988
The value of the stochastic solution in stochastic linear programs with fixed recourse
JR Birge
Mathematical programming 24, 314-325, 1982
4171982
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
JR Birge, RJB Wets
Stochastic Programming 84 Part I, 54-102, 1986
3741986
Trade credit, risk sharing, and inventory financing portfolios
SA Yang, JR Birge
Management Science 64 (8), 3667-3689, 2018
3582018
Matchup scheduling with multiple resources, release dates and disruptions
JC Bean, JR Birge, J Mittenthal, CE Noon
Operations research 39 (3), 470-483, 1991
3551991
State-of-the-art-survey—Stochastic programming: Computation and applications
JR Birge
INFORMS journal on computing 9 (2), 111-133, 1997
3321997
Joint production and financing decisions: Modeling and analysis
X Xu, JR Birge
Available at SSRN 652562, 2004
3182004
A stochastic programming approach to the airline crew scheduling problem
JW Yen, JR Birge
Transportation Science 40 (1), 3-14, 2006
2702006
Flexible operation of batteries in power system scheduling with renewable energy
N Li, C Uckun, EM Constantinescu, JR Birge, KW Hedman, A Botterud
IEEE Transactions on Sustainable Energy 7 (2), 685-696, 2015
2232015
Option methods for incorporating risk into linear capacity planning models
JR Birge
Manufacturing & Service Operations Management 2 (1), 19-31, 2000
1852000
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, E Gunn, AJ King, SW Wallace
WP-87-118, 1987
1841987
Using integer programming to refine Lagrangian-based unit commitment solutions
S Takriti, JR Birge
IEEE Transactions on power systems 15 (1), 151-156, 2000
1722000
Computing block-angular Karmarkar projections with applications to stochastic programming
JR Birge, L Qi
Management science 34 (12), 1472-1479, 1988
1691988
How inventory is (should be) financed: Trade credit in supply chains with demand uncertainty and costs of financial distress
SA Yang, JR Birge
Available at SSRN 1734682, 2013
1672013
Jump-diffusion models for asset pricing in financial engineering
SG Kou
Handbooks in operations research and management science 15, 73-116, 2007
1612007
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
JR Birge, CJ Donohue, DF Holmes, OG Svintsitski
Mathematical Programming 75 (2), 327-352, 1996
1591996
Single‐machine scheduling subject to stochastic breakdowns
J Birge, JBG Frenk, J Mittenthal, AHGR Kan
Naval Research Logistics (NRL) 37 (5), 661-677, 1990
1541990
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