http://dx.doi.org/10.1016/j.jbankfin.2007.04.005
"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://www.extenza-eps.com/INF/doi/abs/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://search.epnet.com/ogin.aspx?direct=true&db=bth&an=16772012
"Complexity in Energy Networks under Uncertainty," John R. Birge, IEEE Power Engineering Society General Meeting Montreal: IEEE, 2006
"The Abridged Nested Decomposition Method for Multistage." Christopher J. Donohue and John R. Birge; Algorithmic Operations Research, 2006, 1(1), pp. 20-30.
"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://ite.pubs.informs.org/Vol5No1/Birge/index.php
"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.
"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://www.metapress.com/link.asp?id=fvmnph6yhcwx7elt
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
"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://search.epnet.com/login.aspx?direct=true&db=bth&an=6079292
"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.
"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.
"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://www.springerlink.com/link.asp?id=q78778620m752122
"Option Methods for Incorporating Risk into Linear Capacity Planning Models." John R. Birge; Manufacturing & Service Operations Management, 2000, 2(1), pp. 19-31.http://www.extenza-eps.com/INF/doi/abs/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://www.metapress.com/link.asp?id=h25141010017q010
"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://links.jstor.org/sici?sici=0030-364X%28200001%2F02%2948%3A1%3C91%3ALSTABF%3E2.0.CO%3B2-C
"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://search.epnet.com/login.aspx?direct=true&db=bth&an=6478364
"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://www.metapress.com/link.asp?id=v041128813772l64
"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.
"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://search.epnet.com/login.aspx?direct=true&db=bth&an=5539981
"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://proquest.umi.com/pqdlink?did=29755279&sid=1&Fmt=4&clientId=13392&RQT=309&VName=PQD
"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://epubs.siam.org/sam-bin/dbq/article/29386
"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
"Review of 'Stochastic Programming'." John R. Birge; SIAM Review, 1996, 38(4), pp. 681.http://links.jstor.org/sici?sici=0036-1445%28199612%2938%3A4%3C681%3ASP%3E2.0.CO%3B2-Q
"Computing Karmarkar's Projections Quickly by Using Matrix Factorization." John R. Birge and Hengyong Tang; Applied Mathematics - Journal of Chinese Universities, 1996, 11(3), pp. 355--60.
"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.
"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://www.springerlink.com/link.asp?id=wh2835284m72558m
"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.
"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, vol.64, pp. 39-65.
"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, pp. 1--18.
"Subdifferential Convergence in Stochastic Programs." John R. Birge and L. Q. Qi; Siam Journal on Optimization, 1995, 5(2), pp. 436-53.
"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, vol.56, pp. 15-38.
"Bounds on Expected Project Tardiness." John R. Birge and Marilyn J. Maddox; Operations Research, 1995, 43(5), pp. 838-50.http://links.jstor.org/sici?sici=0030-364X%28199509%2F10%2943%3A5%3C838%3ABOEPT%3E2.0.CO%3B2-Z
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://search.epnet.com/login.aspx?direct=true&db=bth&an=9403091629
"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. 237-48.
"Optimal Flows in Stochastic Dynamic Networks with Congestion." John R. Birge and James K. Ho; Operations Research, 1993, 41(1, Special Issue on Stochastic and Dynamic Models in Transportation), pp. 203-16.http://links.jstor.org/sici?sici=0030-364X%28199301%2F02%2941%3A1%3C203%3AOFISDN%3E2.0.CO%3B2-M
"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.
"Review of 'Numerical Techniques for Stochastic Optimization.'" John R. Birge and Benjamin Lev; Interfaces, 1991, 21(1), pp. 138.http://search.epnet.com/login.aspx?direct=true&db=bth&an=4472064
"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.
"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://links.jstor.org/sici?sici=0030-364X%28199105%2F06%2939%3A3%3C470%3AMSWMRR%3E2.0.CO%3B2-X
"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.
Prior Reduced Fill-in in Solving Equations in Interior Point Algorithms; John R. Birge and Robert Michael Freund; Working paper 3186-90-MS; Cambridge, Mass.: Alfred P. Sloan School of Management Massachusetts Institute of Technology, 1990.
"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://links.jstor.org/sici?sici=0160-5682%28198901%2940%3A1%3C41%3AMRPP%3E2.0.CO%3B2-Z
"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://search.epnet.com/login.aspx?direct=true&db=bth&an=5170301
"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://links.jstor.org/sici?sici=0030-364X%28198909%2F10%2937%3A5%3C769%3AUPIFAA%3E2.0.CO%3B2-P
"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.
"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://links.jstor.org/sici?sici=0025-1909%28198812%2934%3A12%3C1472%3ACBKPWA%3E2.0.CO%3B2-3
"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://search.epnet.com/login.aspx?direct=true&db=bth&an=6979265
Single Machine Scheduling Subject to Stochastic Breakdowns John R. Birge; Report / Econometric Institute 8748/B; Rotterdam: Erasmus University Rotterdam, 1987
Bounding the Expectation of Convex Functions with Limited Distribution Information; John R. Birge and José Dula; Core discussion paper.8733;; Louvain-la-Neuve: Center for Operations Research and Econometrics. Université catholique de Louvain, 1987.
"Aggregation in Dynamic Programming." James C. Bean, John R. Birge and Robert L. Smith; Operations Research, 1987, 35(2), pp. 215-20.http://links.jstor.org/sici?sici=0030-364X%28198703%2F04%2935%3A2%3C215%3AAIDP%3E2.0.CO%3B2-X
"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.
"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.
"Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs." John R. Birge; Operations Research, 1985, 33(5), pp. 989-1007.http://links.jstor.org/sici?sici=0030-364X%28198509%2F10%2933%3A5%3C989%3ADAPMFM%3E2.0.CO%3B2-I
"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: IInstitute 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.
"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.
"The Value of the Stochastic Solution in Stochastic Linear Programs with Fixed Recourse." John R. Birge; Mathematical Programming, 1982, 24(3), pp. 314-25.
Solution Methods for Stochastic Dynamic Linear Programs; John R. Birge; Ph.D Dissertation, Stanford University, 1980.http://proquest.umi.com/pqdweb?did=751633671&sid=1&Fmt=2&clientId=13392&RQT=309&VName=PQD
"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://search.epnet.com/login.aspx?direct=true&db=bth&an=6692949
Solution Methods for Stochastic Dynamic Linear Programs John R. Birge; Technical Report Sol 80-29;; Stanford, Calif.: Stanford University Systems Optimization Laboratory, 1980