Selected Bibliography for John R. Birge

Hobart W. Williams Distinguished Service Professor of Operations Management

Home page for John R. Birge
John Birge author profile at Scopus

Published Works

Innovative Technology at the Interface of Finance and Operations: Volume I Volodymyr Babich, John Birge and Gilles Hilary; Cham: Springer International Publishing, 2022.

"Interface of Operations and Finance: A Tutorial," Volodymyr Babich and John Birge, in Innovative Technology at the Interface of Finance and Operations: Volume I. V. Babich, J. R. Birge and G. Hilary, Cham: Springer International Publishing, 2022, pp. 43-99.

"The Value and Cost of More Stages in Stochastic Programing: A Statistical Analysis on a Set of Portfolio Choice Problems." John R. Birge, Jörgen Blomvall and Jonas Ekblom; Quantitative Finance, 2022, 22(1), pp. 95-112.

"Asymptotic Behavior of Solutions: An Application to Stochastic NLP." Arnab Sur and John R. Birge; Mathematical Programming, 2022, 191(1), pp. 281-306.

"Enhancing Regulatory Decision Making for Postmarket Drug Safety." Vishal Ahuja, Carlos A. Alvarez, John R. Birge and Chad Syverson; Management Science, 2021, 67(12), pp. 7493-510.

"Network Structure and Its Impact on Commodity Markets†." John R. Birge; Production and Operations Management, 2021, 30(12), pp. 4568-74.

"Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors." John R. Birge, Yifan Feng, N. Bora Keskin and Adam Schultz; Operations Research, 2021, 69(6), pp. 1746-66.

"The Interface of Finance, Operations, and Risk Management." Volodymyr Babich and John R. Birge; Foundations and Trends in Technology, Information and Operations Management, 2021, 15(1–2), pp. 1-203.

"Optimal Commissions and Subscriptions in Networked Markets." John Birge, Ozan Candogan, Hongfan Chen and Daniela Saban; Manufacturing & Service Operations Management, 2021, 23(3), pp. 569-88.

"On Efficient Aggregation of Distributed Energy Resources," Zuguang Gao, Khaled Alshehri and John R. Birge, 2021 60th IEEE Conference on Decision and Control (CDC) 2021, pp. 7064-69.

"Approximation Schemes for Multiperiod Binary Knapsack Problems," Zuguang Gao, John R. Birge and Varun Gupta, in Computer Science – Theory and Applications. Csr 2021. R. Santhanam and D. Musatov, Cham: Springer International Publishing, 2021, pp. 131-46.

"Portfolio Optimization under the Generalized Hyperbolic Distribution: Optimal Allocation, Performance and Tail Behavior." John R. Birge and L. Chavez-Bedoya; Quantitative Finance, 2021, 21(2), pp. 199-219.

"Flexibility from Networks of Data Centers: A Market Clearing Formulation with Virtual Links." Weiqi Zhang, Line A. Roald, Andrew A. Chien, John R. Birge and Victor M. Zavala; Electric Power Systems Research, 2020, 189, pp. 106723.

"An Approximation Approach for Response-Adaptive Clinical Trial Design." Vishal Ahuja and John R. Birge; INFORMS Journal on Computing, 2020, 32(4), pp. 877-94.

"Trade Credit in Supply Chains: Multiple Creditors and Priority Rules." S. Alex Yang and John R. Birge; Foundations and Trends in Technology, Information and Operations Management, 2020, 14(1–2), pp. 5-22.

"Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors." John R. Birge, Yifan Feng, N. Bora Keskin and Adam Schultz. Proceedings of the 2019 ACM Conference on Economics and Computation. Phoenix, AZ, USA: Association for Computing Machinery, 2019, 397–98.

"Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets." Nur Sunar and John R. Birge; Management Science, 2019, 65(2), pp. 714-34.

"Dynamic Selling Mechanisms for Product Differentiation and Learning." N. Bora Keskin and John R. Birge; Operations Research, 2019, 67(4), pp. 1069-89.

"Optimal Dynamic Product Development and Launch for a Network of Customers." Nur Sunar, John R. Birge and Sinit Vitavasiri; Operations Research, 2019, 67(3), pp. 770-90.

"Limits to Arbitrage in Electricity Markets: A Case Study of MISO." John R. Birge, Ali Hortaçsu, Ignacia Mercadal and J. Michael Pavlin; Energy Economics, 2018, 75, pp. 518-33.

"Trade Credit, Risk Sharing, and Inventory Financing Portfolios." S. Alex Yang and John R. Birge; Management Science, 2018, 64(8), pp. 3667-89.

"Optimal Commissions and Subscriptions in Networked Markets." John Birge, Ozan Candogan, Hongfan Chen and Daniela Saban. Proceedings of the 2018 ACM Conference on Economics and Computation. Ithaca, NY, USA: Association for Computing Machinery, 2018, 613–14.

"Risk-Sensitive Asset Management and Cascading Defaults." John R. Birge, Lijun Bo and Agostino Capponi; Mathematics of Operations Research, 2018, 43(1), pp. 1-28.

"When Customers Anticipate Liquidation Sales: Managing Operations under Financial Distress." John R. Birge, Rodney P. Parker, Michelle Xiao Wu and S. Alex Yang; Manufacturing & Service Operations Management, 2017, 19(4), pp. 657-73.

"Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market." John R. Birge, Ali Hortaçsu and J. Michael Pavlin; Operations Research, 2017, 65(4), pp. 837-55.

"A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties." Victor M. Zavala, Kibaek Kim, Mihai Anitescu and John Birge; Operations Research, 2017, 65(3), pp. 557-76.

"Pom and Finance," John R. Birge, in The Routledge Companion to Production and Operations Management. M. K. Starr and S. Gupta, London ; New York: Routledge, Taylor & Francis Group, 2017, pp.

"The Structural Impact of Renewable Portfolio Standards and Feed-in Tariffs on Electricity Markets." Ingmar Ritzenhofen, John R. Birge and Stefan Spinler; European Journal of Operational Research, 2016, 255(1), pp. 224-42.

"Risk Intelligence in Big Data Era: A Review and Introduction to Special Issue." Dasheng Wu and John R. Birge; IEEE Transactions on Cybernetics, 2016, 46(8), pp. 1718-20.

"Portfolio Optimization under a Generalized Hyperbolic Skewed T Distribution and Exponential Utility." John R. Birge and Luis Chavez-Bedoya; Quantitative Finance, 2016, 16(7), pp. 1019-36.

"An Improved Stochastic Unit Commitment Formulation to Accommodate Wind Uncertainty." Canan Uçkun, Audun Botterud and John R. Birge; IEEE Transactions on Power Systems, 2016, 31(4), pp. 2507-17.

"Flexible Operation of Batteries in Power System Scheduling with Renewable Energy." Nan Li, Canan Uçkun, Emil M. Constantinescu, John R. Birge, Kory W. Hedman and Audun Botterud; IEEE Transactions on Sustainable Energy, 2016, 7(2), pp. 685-96.

"Bi-Level Programing Merger Evaluation and Application to Banking Operations." Desheng Dash Wu, Cuicui Luo, Haofei Wang and John R. Birge; Production and Operations Management, 2016, 25(3), pp. 498-515.

"Response-Adaptive Designs for Clinical Trials: Simultaneous Learning from Multiple Patients." Vishal Ahuja and John R. Birge; European Journal of Operational Research, 2016, 248(2), pp. 619-33.

"The Supply Chain Effects of Bankruptcy." S. Alex Yang, John R. Birge and Rodney P. Parker; Management Science, 2015, 61(10), pp. 2320-38.

"Geographic Variation in Rosiglitazone Use Surrounding Fda Warnings in the Department of Veterans Affairs." Vishal Ahuja, Min-Woong Sohn, John R. Birge, Chad Syverson, Elly Budiman-Mak, Nicholas Emanuele, Jennifer M. Cooper and Elbert S. Huang; Journal of Managed Care & Specialty Pharmacy, 2015, 21(12), pp. 1214-34.

"Om Forum—Operations and Finance Interactions." John R. Birge; Manufacturing & Service Operations Management, 2015, 17(1), pp. 4-15.

"Modeling Manager Confidence in Forecasted Excess Returns under Active Portfolio Management." John Birge and Luis Chavez-Bedoya; Journal of Asset Management, 2014, 15(6), pp. 353-65.

"Index Tracking and Enhanced Indexation Using a Parametric Approach." Luis Chavez-Bedoya and John R. Birge; Journal of Economics Finance and Administrative Science, 2014, 19(36), pp. 19-44.

"Approximation Methods for Determining Optimal Allocations in Response Adaptive Clinical Trials," Vishal Ahuja, John R. Birge and Christopher Ryan, ICORES 2014 - Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems B. Vitoriano, E. Pinson and F. C. Valente, SciTePress, 2014, pp. 460-65.

"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.

"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.

"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.

Introduction to Stochastic Programming John R. Birge and François Louveaux; Springer Series in Operations Research.; New York: Springer, 2011.

"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.

"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 A Long View of Research and Practice in Operations Research and Management Science. M. S. Sodhi and C. S. Tang, Springer US, 2010, pp. 23-33.

"L - Shaped Method for Two-Stage Stochastic Programs with Recourse," Francois Louveaux and John R. Birge, in Encyclopedia of Optimization. C. A. Floudas and P. M. Pardalos, Springer US, 2009, pp. 1943-45.

"Stochastic Integer Programs," Francois Louveaux and John R. Birge, in Encyclopedia of Optimization. C. A. Floudas and P. M. Pardalos, Springer US, 2009, pp. 3753-55.

"Two-Stage Stochastic Programs with Recourse," Francois Louveaux and John R. Birge, in Encyclopedia of Optimization. C. A. Floudas and P. M. Pardalos, Springer US, 2009, pp. 3959-61.

"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.

"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.

Financial Engineering John R. Birge and Vadim Linetsky; Handbooks in Operations Research and Management Science; Amsterdam; London North-Holland, 2007.

"Chapter 20: Optimization Methods in Dynamic Portfolio Management," John R. Birge, in Financial Engineering. J. R. Birge and V. Linetsky, Elsevier, 2007, pp. 845-65.

"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.

"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.

"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.

"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.

"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.

"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.

"Stochastic Unit Commitment Problem." Takayuki Shiina and John R. Birge; International Transactions in Operational Research, 2004, 11(1), pp. 19.

"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.

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.

"A Quadratic Recourse Function for the Two-Stage Stochastic Program," John R. Birge, Stephen M. Pollock and Liqun Qi, in Progress in Optimization. A. Eberhard, 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.

"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.

"Option Methods for Incorporating Risk into Linear Capacity Planning Models." John R. Birge; Manufacturing & Service Operations Management, 2000, 2(1), pp. 19-31.

"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.

"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.

"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.

"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.

"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.

"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.

"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.

"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.

"Successive Approximations of Linear Control Models." John R. Birge and S. Takriti; SIAM Journal on Control and Optimization, 1998, 37(1), pp. 165-76.

"Stochastic Programming Computation and Applications." John R. Birge; INFORMS Journal on Computing, 1997, 9(2), pp. 111-33.

"Bounds on Optimal Values in Stochastic Scheduling." John R. Birge and K. D. Glazebrook; Operations Research Letters, 1997, 21(3), pp. 107-14.

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.

"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.

"Stochastic Programming in Industrial Engineering," John R. Birge and John M. Mulvey, in Mathematical Programming for Industrial Engineers. M. Avriel and B. Golany, 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.

"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.

"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.

"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.

"Incorporating Investment Uncertainty into Greenhouse Policy Models." John R. Birge and Charles H. Rosa; Energy Journal, 1996, 17(1), pp. 79-90.

"Models and Model Value in Stochastic Programming." John R. Birge; Annals of Operations Research, 1995, 59(1), 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.

"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.

"Continuous Approximation Schemes for Stochastic Programs." John R. Birge and Qi Liqun; Annals of Operations Research, 1995, 56(1), pp. 15-38.

"Bounds on Expected Project Tardiness." John R. Birge and Marilyn J. Maddox; Operations Research, 1995, 43(5), pp. 838-50.

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.

"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.

"Optimal Flows in Stochastic Dynamic Networks with Congestion." John R. Birge and James K. Ho; Operations Research, 1993, 41(1), pp. 203-16.

"Stochastic Programming: Optimizing the Uncertain," John R. Birge, in Optimization. K. H. Phua, 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.

"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.

"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; Operations Research Center Working Paper;OR 220-90; Cambridge, Mass.: Massachusetts Institute of Technology, Operations Research Center, 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.

"Modeling Rural Police Patrol." John R. Birge and S. M. Pollock; Journal of the Operational Research Society, 1989, 40(1), pp. 41-54.

"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.

"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.

"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 Numerical Techniques for Stochastic Optimization. I. M. Ermol’ev and R. J.-B. Wets, 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 Numerical Techniques for Stochastic Optimization. I. M. Ermol’ev and R. J.-B. Wets, Berlin: Springer, 1988, pp. 267--72.

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

"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.

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.

"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.

"Aggregation in Stochastic Production Problems," John R. Birge, in System Modelling and Optimization : Proceedings of the 11th IFIP Conference. P. Thoft-Christensen, 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 Inequalities in Statistics and Probability. Y. L. Tong, 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.

"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.

"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.