J

John R. Birge

1956

21 books found

American professor of mathematics, focused on stochastic programming

Books by John R. Birge
Introduction to stochastic programmingJohn R. Birge
⏱ 7h 15m

Introduction to stochastic programming

John R. Birge

1997435 pp.
A separable piecewise linear upper bound for stochastic linear programsJohn R. Birge

A separable piecewise linear upper bound for stochastic linear programs

John R. Birge

1987No page data
Financial engineeringJohn R. Birge
⏱ 17h 6m

Financial engineering

John R. Birge

20071026 pp.
Introduction to stochastic programmingJohn R. Birge
⏱ 8h 5m

Introduction to stochastic programming

John R. Birge

2011485 pp.
Innovative Technology at the Interface of Finance and OperationsVolodymyr Babich

Innovative Technology at the Interface of Finance and Operations

Volodymyr Babich

2021No page data
Handbooks in Operations Research and Management ScienceJohn R. Birge

Handbooks in Operations Research and Management Science

John R. Birge

2007No page data
Introduction to Stochastic ProgrammingJohn R. Birge
⏱ 8h 32m

Introduction to Stochastic Programming

John R. Birge

2011512 pp.
Mathematical programmingJohn R. Birge
⏱ 5h 8m

Mathematical programming

John R. Birge

1994308 pp.
Research in stochastic programmingJohn R. Birge
⏱ 5h 6m

Research in stochastic programming

John R. Birge

2000306 pp.
Option methods for incorporating risk into linear planning modelsJohn R. Birge
⏱ 11m

Option methods for incorporating risk into linear planning models

John R. Birge

199511 pp.
Stochastic programmingJohn R. Birge
⏱ 20m

Stochastic programming

John R. Birge

199220 pp.
L-shaped method for two stage problems of stochastic convex programmingJohn R. Birge

L-shaped method for two stage problems of stochastic convex programming

John R. Birge

1993No page data
Computing Karmarkar's projections in stochastic linear programmingJohn R. Birge
⏱ 10m

Computing Karmarkar's projections in stochastic linear programming

John R. Birge

199310 pp.
An upper bound on the network recourse functionChristopher J. Donohue
⏱ 30m

An upper bound on the network recourse function

Christopher J. Donohue

199530 pp.
An upper bound on the expected value of a non-increasing convex function with convex marginal return functionsChristopher J. Donohue
⏱ 16m

An upper bound on the expected value of a non-increasing convex function with convex marginal return functions

Christopher J. Donohue

199516 pp.
Incorporating investment uncertainty into greenhouse policy modelsJohn R. Birge
⏱ 14m

Incorporating investment uncertainty into greenhouse policy models

John R. Birge

199514 pp.
Stochastic programming approaches to stochastic schedulingJohn R. Birge
⏱ 33m

Stochastic programming approaches to stochastic scheduling

John R. Birge

199533 pp.
Some methods for solving nonsmooth convex minimization problemsJohn R. Birge
⏱ 20m

Some methods for solving nonsmooth convex minimization problems

John R. Birge

199620 pp.
Efficient solution of two stage stochastic linear programs using interior point methodsJohn R. Birge
⏱ 24m

Efficient solution of two stage stochastic linear programs using interior point methods

John R. Birge

199224 pp.
A quadratic recourse function for the two-stage stochastic programJohn R. Birge
⏱ 11m

A quadratic recourse function for the two-stage stochastic program

John R. Birge

199511 pp.