Talks
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- Capacity
Planning using Option Values, INFORMS, New Orleans, October 31, 1995
(pdf file)
- Quasi-Monte
Carlo Approaches to Option Pricing, Nuclear Engineering, University of
Michigan, November 20, 1995 (pdf file, missing some bit-mapped graphics)
- Multistage
Stochastic Programming, NSF Workshop on Stochastic Programming,
University of Arizona, Tucson, AZ, January 16, 1996 (pdf file)
- Stochastic
Optimization Models with Fixed Costs, University of Michigan, College
of Engineering-Ford Motor Company Control Seminar, February 2, 1996 (pdf
file)
- Methods
for Stochastic Dynamic Network Problems, University of Florida,
Gainesville, FL, Conference on Network Optimization, February 13, 1996
(pdf file)
- Option
Pricing, Risk, and Planning Models, University of Pennsylvania,
Philadelphia, PA, Systems Engineering Department Seminar, February 26,
1996 (also University of Washington, Seattle, WA, Industrial Engineering
Seminar, May 22, 1996 and Georgetown University, April 1997). (pdf file)
- The
Effect of Setups in the Presence of Random Yield Loss, Washington, DC,
INFORMS National Meeting, May 7, 1996 (pdf file)
- Stochastic
Programming Models in Practice, Victoria, BC, SIAM Optimization
Conference, May 21, 1996 (pdf file)
- Discrete
and Continuous Optimization Models for Stochastic Scheduling,
Williamsburg, VA, AMS-SIAM Summer Seminar on Mathematics of Stochastic Manufacturing
Systems, June 19, 1996 (pdf file)
- Asymptotic
Duality in Stochastic Integer Programming, Kalamazoo, MI, Department
of Mathematics, Western Michigan University, December 5, 1996 (also IFIP
Detroit, July 1997). (pdf file)
- Airline
Crew Scheduling with Random Delays, UM, February 1997. (pdf file)
- Improving
Quality in Introductory Industrial Engineering through Case Studies and
Communication , Milwaukee, WI, American Society for Engineering
Education Annual Conference, June 18, 1997. (pdf file)
- Stochastic
Programming Models in Design, Hampton, VI, Institute for Computer
Applications in Science and Engineering, NASA Langley Research Center,
July 9, 1997. (pdf file)
- Presented by Joyce Yen, Decomposition
Methods for Nonlinear Stochastic Programming, Detroit, MI, IFIP TC7
Conference on System Modelling and Optimization, July 23, 1997. (pdf file)
- Recent
Results in Large-Scale Stochastic Programming Implementations ,
Lausanne, Switzerland, International Symposium on Mathematical
Programming, August 27, 1997. (pdf file)
- Enhanced
Nested Decomposition Methods for Optimal Power Dispatching , Colombian
Energy Ministry Symposium, Cartagena, Colombia, September 12, 1997. (pdf
file)
- Economic
Analysis of the Reconfigurable/Dedicated Manufacturing System Decision:
Optimal Policies and Option Values , Ann Arbor, MI, University of
Michigan, Manufacturing Research Seminar, October 2, 1997. (pdf file)
- How
to Choose the Best (when you're not sure what will happen) , Pittsburgh,
PA, University of Pittsburgh Department of Industrial Engineering, October
9, 1997. (pdf file)
- Stochastic
Optimization: The Present and Future of OR , Dallas, TX, INFORMS
National Meeting, October 26, 1997. (pdf file)
- Comparison
of Static and Dynamic Asset Allocation Models, Dallas, TX, INFORMS
National Meeting, October 28, 1997. (pdf file)
- Option
Pricing and Capacity Expansion, Dallas, TX, INFORMS National Meeting,
October 28, 1997. (pdf file)
- Abridged
Nested Decomposition Method for Stochastic Programs, Montreal, PQ,
Canada, April 28, 1998. (html)
- Recent
Trends for Optimization in Financial Engineering, with Kristin Missil,
SIAM Meeting, Toronto, Ontario, Canada, May, 1998. (html)
- The
Future of Stochastic Programming: Theory and Methods, Conference on
Stochastic Programming, Vancouver, BC, Canada, August 1998. (html)
- Option
Values in Capacity and Inventory Decisions, INFORMS Meeting, Seattle,
WA, October, 1998. (dvi)
- Abridged
Nested Decomposition for Multistage Stochastic Linear Programming,
Conference on Planning and Market Models for the Colombian Electric Power
System, Bogota, Colombia, May 1999. (pdf)
- Jump
Diffusion Models in Pricing Energy Options, INFORMS National Meeting,
San Antonio, November 2000. (pdf)
- Optimal
Policy Structure in Dynamic Asset Liability Management, INFORMS
National Meeting, San Antonio, November 2000.(pdf)
- Optimal
Dynamic Portfolio Management with Stochastic Programming, INFORMS
Chicago Chapter Meeting, Northwestern University, November 2000. (pdf)
- Equilibria
in Electric Power Exchange Markets, Institute for Mathematics and its
Applicatinos, University of Minnesota, December 2000. (pdf)
- Real-Options
Valuation and Supply Chain Management, Association for Private
Enterprise Education International Conference, Washington, DC, April 2001.
(pdf)
- Regulation
and Deregulation of Electric Power Markets, Northwestern Alumni
Association, Washington, DC, July 2001. (pdf, video: Fast
internet connection (LAN, DSL, cable modem), Slower
internet connection (56K modem) )
- Algorithms
for Stochastic Programming based on Stochastic Program Structure,
Tutorial, Ninth International Conference on Stochastic Programming,
Humboldt University, Berlin, August, 2001. (htm)
- Using
Stochastic Programming in Financial Engineering, Semi-plenary, Ninth
International Conference on Stochastic Programming, Humboldt University,
Berlin, August, 2001. (htm)
- Real
Option Valuation in Investment Planning Models, Tutorial: Current Trends
in Financial Modeling, Thun, Switzerland, October, 2001. (pdf)
- Introduction
to OR/MS and Financial Engineering, INFORMS National Meeting, Miami,
Florida, November 2001. (html)
- Stochastic
Optimization in Asset-Liability Management, Optimization Technology
Center seminar, Northwestern University, November 2001. (pdf)
- Introduction
to Stochastic Programming, CUSTOM Conference, Carnegie Mellon University, December 2001.
(pdf)
- Stochastic
Programming Models in Asset-Liability Management, University of Arizona,
Systems and Industrial Engineering Colloquium, February 2002. (pdf)
- Optimization
in Financial Engineering in the Post-Boom Market, SIAM Conference on
Optimization, Toronto, May 2002. (pdf)
- Building
Consistent Asset-Liability Management Models, SIAM Conference on
Optimization, Toronto, May 2002. (pdf)
- Real
Options Theory and Practice, INFORMS Practice Conference, Montreal,
May 2002. (pdf)
- Using
Management Science to Reduce Enterprise Risks: Defining the Role of
Operational and Financial Hedges, Arnoff Lecture on the Practice of
Management Science, University of Cincinnati, May 2002. (pdf)
- Stochastic
Optimization Tutorial, Institute for Mathematics and its Applications,
Supply Chain and Logistics Optimizations Tutorial, Minneapolis, September
2002. (pdf)
- Optimal
Consumption – A Stochastic Programming Approach, INFORMS National
Meeting, San Jose, CA, November 2003. (pdf)
- Engineering
and the Service Sector: Common Elements, Challenges, and Opportunities,
NSF Grantees Conference, Birmingham, AL, January 2003. (pdf)
- Using
Stochastic Programming Problem Structure to Gain Computational Efficiency,
Sandia National Labs, Livermore, CA, January 2003. (pdf)
- Portfolios
with Trading Constraints and Payout Restrictions, IBM T.J. Watson
Research Center, June 2003. (pdf)
- Production
Financing Interactions and Optimal Capital Structure, University of
Michigan, May 2003. (pdf)
- Solving
Infinite Horizon Stochastic Optimization Problems, Optimization
Technology Center, November 2003. (pdf)
- The
Complexity of Networked Resources: Lessons and Opportunities from the
Service Sector, “Understanding Complexity” Workshop, Princeton
University, November 2003. (pdf)
- What
are the Limits of OR Models? – The Large-Scale Model Paradox and Data
Estimation, III Congresso Colombiana/I Conferencia Andina
Internacional de Investigacion de Operaciones CCIO-2004, Cartagena,
Colombia, March 2004. (pdf)
- Evaluating
Electricity Capacity with Option Pricing, CCIO-2004, Cartagena,
Colombia, March 2004. (pdf)
- Optimization
Models in Financial Mathematics, Illinois Section Mathematical
Association of America Meeting, Schaumburg, Illinois, April 3, 2004. (pdf)
Send questions to jrbirge@northwestern.edu
.