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Selected Bibliography for John R. Birge
Jerry W. and Carol Lee Levin Professor of Operations Management


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Published Works

"Long-Term Bank Balance Sheet Management: Estimation and Simulation of Risk-Factors." John R. Birge and Pedro Júdice; Journal of Banking & Finance, 2013, 37(12), pp. 4711-20.
http://dx.doi.org/10.1016/j.jbankfin.2013.07.040

"Risk Management in Cleaner Production." Desheng Dash Wu, David L. Olson and John R. Birge; Journal of Cleaner Production, 2013, 53(0), pp. 1-6.
http://dx.doi.org/10.1016/j.jclepro.2013.02.014

"Serial Chain Merger Evaluation Model and Application to Mortgage Banking*." Desheng Dash Wu and John R. Birge; Decision Sciences, 2012, 43(1), pp. 5-36.
http://dx.doi.org/10.1111/j.1540-5915.2011.00340.x

Introduction to Stochastic Programming; John R. Birge and François Louveaux; Springer Series in Operations Research.; New York: Springer, 2011
http://dx.doi.org/10.1007/978-1-4614-0237-4

"Estimation of Potential Gains from Mergers in Multiple Periods: A Comparison of Stochastic Frontier Analysis and Data Envelopment Analysis." Desheng Wu, Zhaoxin Zhou and John Birge; Annals of Operations Research, 2011, 186(1), pp. 357-81.
http://dx.doi.org/10.1007/s10479-011-0903-6

"The Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization," ManMohan S. Sodhi, Christopher S. Tang and John R. Birge, in M. S. Sodhi and C. S. Tang: A Long View of Research and Practice in Operations Research and Management Science. Springer US, 2010, pp. 23-33
http://dx.doi.org/10.1007/978-1-4419-6810-4_3

"L - Shaped Method for Two-Stage Stochastic Programs with Recourse," Francois Louveaux and John R. Birge, in C. A. Floudas and P. M. Pardalos: Encyclopedia of Optimization. Springer US, 2009, pp. 1943-45
http://dx.doi.org/10.1007/978-0-387-74759-0_351

"Stochastic Integer Programs," Francois Louveaux and John R. Birge, in C. A. Floudas and P. M. Pardalos: Encyclopedia of Optimization. Springer US, 2009, pp. 3753-55
http://dx.doi.org/10.1007/978-0-387-74759-0_650

"Two-Stage Stochastic Programs with Recourse," Francois Louveaux and John R. Birge, in C. A. Floudas and P. M. Pardalos: Encyclopedia of Optimization. Springer US, 2009, pp. 3959-61
http://dx.doi.org/10.1007/978-0-387-74759-0_691

"Setting Basestock Levels in Multi-Product Systems with Setups and Random Yield." Scott E. Grasman, Tava Lennon Olsen and John R. Birge; IIE Transactions, 2008, 40(12), pp. 1158 - 70.
http://dx.doi.org/10.1080/07408170801967062

"Operational Decisions, Capital Structure, and Managerial Compensation: A News Vendor Perspective." Xiaodong Xu and John R. Birge; Engineering Economist, 2008, 53(3), pp. 173 - 96.
http://dx.doi.org/10.1080/00137910802262887

Financial Engineering; John R. Birge and Vadim Linetsky; Handbooks in Operations Research and Management Science; Amsterdam; London North-Holland, 2007
http://www.sciencedirect.com/science/handbooks/09270507

"Chapter 20: Optimization Methods in Dynamic Portfolio Management," John R. Birge, in J. R. Birge and V. Linetsky: Financial Engineering. Elsevier, 2007, pp. 845-65
http://dx.doi.org/10.1016/S0927-0507(07)15020-9

"Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs." John R. Birge and Gongyun Zhao; Siam Journal on Optimization, 2007, 18(4), pp. 1165-86.
http://dx.doi.org/10.1137/060665506

"A Model for Tax Advantages of Portfolios with Many Assets." John R. Birge and Song Yang; Journal of Banking & Finance, 2007, 31(11), pp. 3269-90.
http://dx.doi.org/10.1016/j.jbankfin.2007.04.005

"Complexity in Energy Networks under Uncertainty," John R. Birge, IEEE Power Engineering Society General Meeting, Montreal: IEEE, 2006, pp.

"The Abridged Nested Decomposition Method for Multistage." Christopher J. Donohue and John R. Birge; Algorithmic Operations Research, 2006, 1(1), pp. 20-30.

"Equity Valuation, Production, and Financial Planning: A Stochastic Programming Approach." Xiaodong Xu and John R. Birge; Naval Research Logistics, 2006, 53(7), pp. 641-55.
http://dx.doi.org/10.1002/nav.20182

"A Stochastic Programming Approach to the Airline Crew Scheduling Problem." Joyce W. Yen and John R. Birge; Transportation Science, 2006, 40(1), pp. 3-14.
http://dx.doi.org/10.1287/trsc.1050.0138

"Finite Buffer Polling Models with Routing." Scott E. Grasman, John R. Birge and Tava Lennon Olsen; European Journal of Operational Research, 2005, 165, pp. 794.
http://dx.doi.org/10.1016/j.ejor.2003.11.030

"Scheduling a Professional Sports League in Microsoft® Excel: Showing Students the Value of Good Modeling and Solution Techniques." John R. Birge; INFORMS Transactions on Education, 2004, 5(1), pp. 56-66.
http://dx.doi.org/10.1287/ited.5.1.56

"Stochastic Unit Commitment Problem." Takayuki Shiina and John R. Birge; International Transactions in Operational Research, 2004, 11(1), pp. 19.
http://dx.doi.org/10.1111/j.1475-3995.2004.00437.x

"Multistage Stochastic Programming Model for Electric Power Capacity Expansion Problem." T. Shiina and John R. Birge; Japan Journal of Industrial and Applied Mathematics, 2003, 20(3), pp. 379-97.
http://dx.doi.org/10.1007/BF03167428

"Single Machine Scheduling with Randomly Compressible Processing Times." X. D. Qi, G. Yin and John R. Birge; Stochastic Analysis and Applications, 2002, 20(3), pp. 591-613.
http://dx.doi.org/10.1081/SAP-120004116

Stochastic Programming Applications to Electric Power Problems; Takayki Shiina and John R. Birge; Ciepi Report R01003; Tokyo: Central Research Institute of Electric Power Industry., 2002
http://criepi.denken.or.jp/jp/kenkikaku/cgi-bin/report_download.cgi?download_name=criepireportR01003&report_cde=R01003

"Equilibrium Values in a Competitive Power Exchange Market." Chonawee Supatgiat, Rachel Q. Zhang and John R. Birge; Computational Economics, 2001, 17(1), pp. 93-121.
http://dx.doi.org/10.1023/A:1011274413023

"A Quadratic Recourse Function for the Two-Stage Stochastic Program," John R. Birge, Stephen M. Pollock and Liqun Qi, in A. Eberhard: Progress in Optimization. Dordrecht: Kluwer, 2000, pp. 109--21

"A Variant of the Topkis-Veinott Method for Solving Inequality Constrained Optimization Problems." John R. Birge, L. Qi and Z. Wei; Applied Mathematics and Optimization, 2000, 41(3), pp. 309-30.
http://dx.doi.org/10.1007/s002459911015

"Scheduling Problems with Random Processing Times under Expected Earliness/Tardiness Costs." X. D. Qi, G. Yin and John R. Birge; Stochastic Analysis and Applications, 2000, 18(3), pp. 453-73.
http://dx.doi.org/10.1080/07362990008809680

"Single-Machine Scheduling with Random Machine Breakdowns and Randomly Compressible Processing Times." X. D. Qi, G. Yin and John R. Birge; Stochastic Analysis and Applications, 2000, 18(4), pp. 635-53.
http://dx.doi.org/10.1080/07362990008809689

"Duality Gaps in Stochastic Integer Programming." Suvrajeet Sen, Julia L. Higle and John R. Birge; Journal of Global Optimization, 2000, 18(2), pp. 189-94.
http://dx.doi.org/10.1023/A:1008314824754

"Option Methods for Incorporating Risk into Linear Capacity Planning Models." John R. Birge; Manufacturing & Service Operations Management, 2000, 2(1), pp. 19-31.
http://dx.doi.org/10.1287/msom.2.1.19.23269

"Using Integer Programming to Refine Lagrangian-Based Unit Commitment Solutions." Samer Takriti and John R. Birge; IEEE Transactions on Power Systems, 2000, 15(1), pp. 151-56.
http://dx.doi.org/10.1109/59.852114

"Convergence Properties of Two-Stage Stochastic Programming." L. Dai, C. H. Chen and John R. Birge; Journal of Optimization Theory and Applications, 2000, 106(3), pp. 489-509.
http://dx.doi.org/10.1023/A:1004649211111

"Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs." Samer Takriti and John R. Birge; Operations Research, 2000, 48(1), pp. 91-98.
http://www.jstor.org/stable/222917

"Risk-Neutral Option Pricing Methods for Adjusting Constrained Cash Flows." John R. Birge and R. Q. Zhang; Engineering Economist, 1999, 44(1), pp. 36-49.
http://dx.doi.org/10.1080/00137919908967507

"Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function." John R. Birge, L. Qi and Z. Wei; Journal of Optimization Theory and Applications, 1998, 97(2), pp. 357-83.
http://dx.doi.org/10.1023/A:1022630801549

"New Method for Nonsmooth Convex Optimization." Z. Wei, L. Qi and John R. Birge; Journal of Inequalities and Applications, 1998, 2(2), pp. 157-79.
http://dx.doi.org/10.1155/S1025583498000101

"A General Approach to Convergence Properties of Some Methods for Nonsmooth Convex Optimization." John R. Birge, L. Qi and Z. Wei; Applied Mathematics and Optimization, 1998, 38(2), pp. 141-58.
http://dx.doi.org/10.1007/s002459900086

"A Startup Procedure for Process Industries Using a Multiple Objective Nonlinear Program." H. B. Nembhard and John R. Birge; IIE Transactions, 1998, 30(4), pp. 291-300.
http://dx.doi.org/10.1023/A:1007438822496

"Setting Single-Period Optimal Capacity Levels and Prices for Substitutable Products." John R. Birge, J. Drogosz and I. Duenyas; International Journal of Flexible Manufacturing Systems, 1998, 10(4), pp. 407-30.
http://dx.doi.org/10.1023/A:1008061605260

"Successive Approximations of Linear Control Models." John R. Birge and S. Takriti; SIAM Journal on Control and Optimization, 1998, 37(1), pp. 165-76.
http://dx.doi.org/10.1137/S0363012995293864

"Stochastic Programming Computation and Applications." John R. Birge; INFORMS Journal on Computing, 1997, 9(2), pp. 111-33.
http://search.epnet.com/login.aspx?direct=true&db=aph&an=4472636

"Bounds on Optimal Values in Stochastic Scheduling." John R. Birge and K. D. Glazebrook; Operations Research Letters, 1997, 21(3), pp. 107-14.
http://dx.doi.org/10.1016/S0167-6377(97)00017-5

Introduction to Stochastic Programming; John R. Birge and Francois Louveaux; Springer Series in Operations Research; New York: Springer, 1997
http://site.ebrary.com/lib/uchicago/Doc?id=10002165

"Review of 'Stochastic Programming'." John R. Birge; SIAM Review, 1996, 38(4), pp. 681.
http://www.jstor.org/stable/2132946

"Computing Karmarkar's Projections Quickly by Using Matrix Factorization." John R. Birge and Hengyong Tang; Applied Mathematics - A Journal of Chinese Universities, 1996, 11(3), pp. 355--60.
http://dx.doi.org/10.1007/BF02664803

"Stochastic Programming in Industrial Engineering," John R. Birge and John M. Mulvey, in M. Avriel and B. Golany: Mathematical Programming for Industrial Engineers. New York: Dekker, 1996, pp. 543--74

"Using Second Moment Information in Stochastic Scheduling." M. J. Maddox and John R. Birge; Recent Advances in Control and Optimization of Manufacturing Systems, 1996, 214, pp. 99-120.
http://dx.doi.org/10.1007/BFb0015115

"Stochastic Programming Approaches to Stochastic Scheduling." John R. Birge and M. A. H. Dempster; Journal of Global Optimization, 1996, 9(3-4), pp. 417-51.
http://dx.doi.org/10.1007/BF00121682

"A Parallel Implementation of the Nested Decomposition Algorithm for Multistage Stochastic Linear Programs." John R. Birge, C. J. Donohue, D. F. Holmes and O. G. Svintsitski; Mathematical Programming, 1996, 75(2), pp. 327-52.
http://dx.doi.org/10.1007/BF02592158

"An Upper Bound on the Expected Value of a Non-Increasing Convex Function with Convex Marginal Return Functions." C. J. Donohue and John R. Birge; Operations Research Letters, 1996, 18(5), pp. 213-21.
http://dx.doi.org/10.1016/0167-6377(95)00055-0

"Parallel Decomposition of Large-Scale Stochastic Nonlinear Programs." John R. Birge and C. H. Rosa; Annals of Operations Research, 1996, 64(1), pp. 39-65.
http://dx.doi.org/10.1007/BF02187640

"A Stochastic Model for the Unit Commitment Problem." S. Takriti, John R. Birge and E. Long; IEEE Transactions on Power Systems, 1996, 11(3), pp. 1497-508.
http://dx.doi.org/10.1109/59.535691

"Incorporating Investment Uncertainty into Greenhouse Policy Models." John R. Birge and Charles H. Rosa; Energy Journal, 1996, 17(1), pp. 79-90.
http://search.epnet.com/login.aspx?direct=true&db=bth&an=9603142258

"Models and Model Value in Stochastic Programming." John R. Birge; Annals of Operations Research, 1995, 59(1), pp. 1-18.
http://dx.doi.org/10.1007/BF02031741

"Subdifferential Convergence in Stochastic Programs." John R. Birge and L. Q. Qi; Siam Journal on Optimization, 1995, 5(2), pp. 436-53.
http://dx.doi.org/10.1137/0805022

"Modeling Investment Uncertainty in the Costs of Global Co2 Emission Policy." John R. Birge and C. H. Rosa; European Journal of Operational Research, 1995, 83(3), pp. 466-88.
http://dx.doi.org/10.1016/0377-2217(94)00244-7

"Optimal Match-up Strategies in Stochastic Scheduling." John R. Birge and M. A. H. Dempster; Discrete Applied Mathematics, 1995, 57(2-3), pp. 105-20.
http://dx.doi.org/10.1016/0166-218X(94)00098-X

"Continuous Approximation Schemes for Stochastic Programs." John R. Birge and Qi Liqun; Annals of Operations Research, 1995, 56(1), pp. 15-38.
http://dx.doi.org/10.1007/BF02031698

"Bounds on Expected Project Tardiness." John R. Birge and Marilyn J. Maddox; Operations Research, 1995, 43(5), pp. 838-50.
http://www.jstor.org/stable/172037

Mathematical Programming : State of the Art 1994; John R. Birge and Katta G. Murty; Ann Arbor: University of Michigan, 1994

"Semiregularity and Generalized Subdifferentials with Applications to Optimization." John R. Birge and Qi Liqun; Mathematics of Operations Research, 1993, 18(4), pp. 982-1005.
http://www.jstor.org/stable/3690134

"Studies of Lexicography in the Generalized Network Simplex Method." J. C. Arantes, John R. Birge and K. G. Murty; Annals of Operations Research, 1993, 46-47(1-4), pp. 235-48.
http://dx.doi.org/10.1007/BF02023097

"Optimal Flows in Stochastic Dynamic Networks with Congestion." John R. Birge and James K. Ho; Operations Research, 1993, 41(1), pp. 203-16.
http://www.jstor.org/stable/171954

"Stochastic Programming: Optimizing the Uncertain," John R. Birge, in K. H. Phua: Optimization. River Edge, NJ: World Scientific, 1992, pp. 613--32

"Prior Reduced Fill-in in Solving Equations in Interior Point Algorithms." John R. Birge, R. M. Freund and R. Vanderbei; Operations Research Letters, 1992, 11(4), pp. 195-98.

"Efficient Solution of Two-Stage Stochastic Linear Programs Using Interior Point Methods." John R. Birge and D. F. Holmes; Computational Optimization and Applications, 1992, 1(3), pp. 245-76.
http://dx.doi.org/10.1007/BF00249637

"Review of 'Numerical Techniques for Stochastic Optimization.'." John R. Birge and Benjamin Lev; Interfaces, 1991, 21(1), pp. 138.
http://www.jstor.org/stable/25061448

"Bounding Separable Recourse Functions with Limited Distribution Information." John R. Birge and J. H. Dula; Annals of Operations Research, 1991, 30(1-4), pp. 277-98.
http://dx.doi.org/10.1007/BF02204821

"Matchup Scheduling with Multiple Resources, Release Dates and Disruptions." James C. Bean, John R. Birge, John Mittenthal and Charles E. Noon; Operations Research, 1991, 39(3), pp. 470-83.
http://www.jstor.org/stable/171400

"Single-Machine Scheduling Subject to Stochastic Breakdowns." John R. Birge, J. B. G. Frenk, J. Mittenthal and Ahgr Kan; Naval Research Logistics, 1990, 37(5), pp. 661-77.
http://dx.doi.org/10.1002/1520-6750(199010)37:5<661::AID-NAV3220370506>3.0.CO;2-3

Prior Reduced Fill-in in Solving Equations in Interior Point Algorithms; John R. Birge and Robert Michael Freund; Operations Research Center Working Paper;OR 220-90; Cambridge, Mass.: Massachusetts Institute of Technology, Operations Research Center, 1990.
http://hdl.handle.net/1721.1/5318

"Sublinear Upper-Bounds for Stochastic Programs with Recourse." John R. Birge and R. J. B. Wets; Mathematical Programming, 1989, 43(1-3), pp. 131-49.
http://dx.doi.org/10.1007/BF01585113

"Modeling Rural Police Patrol." John R. Birge and S. M. Pollock; Journal of the Operational Research Society, 1989, 40(1), pp. 41-54.
http://www.jstor.org/stable/2583076

"Upper-Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information." John R. Birge and Marc Teboulle; Mathematics of Operations Research, 1989, 14(4), pp. 745-59.
http://www.jstor.org/stable/3689741

"Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System." John R. Birge and Stephen M. Pollock; Operations Research, 1989, 37(5), pp. 769-79.
http://www.jstor.org/stable/171022

"A Multicut Algorithm for Two Stage Stochastic Linear Programs." John R. Birge and Francois V. Louveaux; European Journal of Operational Research, 1988, 34(3), pp. 384.

"An L-Shaped Method Computer Code for Multi-Stage Stochastic Linear   Programs," John R. Birge, in I. M. Ermol’ev and R. J.-B. Wets: Numerical Techniques for Stochastic Optimization. Berlin: Springer, 1988, pp. 255--66

"The Relationship between the L-Shaped Method and Dual Basis   Factorization for Stochastic Linear Programming," John R. Birge, in I. M. Ermol’ev and R. J.-B. Wets: Numerical Techniques for Stochastic Optimization. Berlin: Springer, 1988, pp. 267--72

"Exhaustible Resource Models with Uncertain Returns from Exploration   Investment," John R. Birge, in I. M. Ermol’ev and R. J.-B. Wets: Numerical Techniques for Stochastic Optimization. Berlin: Springer, 1988, pp. 481--88

"A Separable Piecewise Linear Upper Bound for Stochastic Linear-Programs." John R. Birge and S. W. Wallace; SIAM Journal on Control and Optimization, 1988, 26(3), pp. 725-39.
http://dx.doi.org/10.1137/0326042

"Assessing the Effects of Machine Breakdowns in Stochastic Scheduling." John R. Birge and K. D. Glazebrook; Operations Research Letters, 1988, 7(6), pp. 267-71.

"Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming." John R. Birge and Liqun Qi; Management Science, 1988, 34(12), pp. 1472-79.
http://www.jstor.org/stable/2632037

"Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem." John R. Birge and R. J. B. Wets; Mathematics of Operations Research, 1987, 12(1), pp. 149-62.
http://www.jstor.org/stable/3689677

Single Machine Scheduling Subject to Stochastic Breakdowns; John R. Birge; Report / Econometric Institute 8748/B; Rotterdam: Erasmus University Rotterdam, 1987

"Aggregation in Dynamic Programming." James C. Bean, John R. Birge and Robert L. Smith; Operations Research, 1987, 35(2), pp. 215-20.
http://www.jstor.org/stable/170693

"Refining Bounds for Stochastic Linear-Programs with Linearly Transformed Independent Random-Variables." John R. Birge and S. W. Wallace; Operations Research Letters, 1986, 5(2), pp. 73-77.

"Designing Approximation Schemes for Stochastic Optimization Problems, in Particular for Stochastic Programs with Recourse." John R. Birge and R. J. B. Wets; Mathematical Programming Studies, 1986, 27(1), pp. 54-102.
http://dx.doi.org/10.1007/BFb0121114

"Match-up Real-Time Scheduling," J. C. Bean and John R. Birge, Real-Time Optimization in Automated Manufacturing Facilities. Proceedings of a Symposium (NBS-SP-724), 1986, pp. 197-212.

"Methods for a Network Design Problem in Solar Power-Systems." John R. Birge and V. Malyshko; Computers & Operations Research, 1985, 12(1), pp. 125-38.

"A Dantzig-Wolfe Decomposition Variant Equivalent to Basis Factorization." John R. Birge; Mathematical Programming Study, 1985, 24(OCT), pp. 43-64.

"Aggregation Bounds in Stochastic Linear Programming." John R. Birge; Mathematical Programming, 1985, 31(1), pp. 25-41.
http://dx.doi.org/10.1007/BF02591859

"Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs." John R. Birge; Operations Research, 1985, 33(5), pp. 989-1007.
http://www.jstor.org/stable/170850

"Aggregation in Stochastic Production Problems," John R. Birge, in P. Thoft-Christensen: System Modelling and Optimization : Proceedings of the 11th IFIP Conference. Berlin: Springer, 1984, pp. 672--83

"Random Procedures for Nonredundant Constraint Identification in   Stochastic Linear Programs." John R. Birge and Robert L. Smith; American Journal of Mathematical and Management Sciences, 1984, 4(1-2), pp. 41--70.

"Approximations and Error Bounds in Stochastic Programming," John R. Birge and Roger J.-B. Wets, in Y. L. Tong: Inequalities in Statistics and Probability. Hayward, CA: Institute of Mathematical Statistics, 1984, pp. 178--86

"Redistricting to Maximize the Preservation of Political Boundaries." John R. Birge; Social Science Research, 1983, 12(3), pp. 205-14.
http://dx.doi.org/10.1016/0049-089X(83)90012-1

"Computational Complexity of Van Der Heyden's Variable Dimension Algorithm and Dantzig-Cottle's Principal Pivoting Method for Solving Lcps." John R. Birge and A. Gana; Mathematical Programming, 1983, 26(3), pp. 316-25.
http://dx.doi.org/10.1007/BF02591869

"The Value of the Stochastic Solution in Stochastic Linear Programs with Fixed Recourse." John R. Birge; Mathematical Programming, 1982, 24(3), pp. 314-25.
http://dx.doi.org/10.1007/BF01585113

Solution Methods for Stochastic Dynamic Linear Programs; John R. Birge; Ph.D Dissertation, Stanford University, 1980.

"Reducing Traveling Costs and Player Fatigue in the National-Basketball-Association." J. C. Bean and John R. Birge; Interfaces, 1980, 10(3), pp. 98-102.
http://www.jstor.org/stable/25059927

 

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