Available preprints
Note: published papers are listed under Miscellaneous
Prior Publications.
- J. R. Birge, Quasi-Monte Carlo Approaches to Option
Pricing, Technical Report 94-19, Department of Industrial and
Operations Engineering, University of Michigan, 1994 (Revised June 1995).
(This page contains the links to a ps file for text and gif files for
figures.)
- S. Takriti, J.R. Birge, and
E. Long, Intelligent
Unified Control of Unit Commitment and Generation Allocation, Technical
Report 94-26, Department of Industrial and Operations Engineering,
University of Michigan, Ann Arbor, September 1994, updated as EPRI Report,
December 1995. (postscript)
- C.J. Donohue and J. R. Birge,
An
Upper Bound on the Network Recourse Function, Technical Report 95-5,
Department of Industrial and Operations Engineering, University of
Michigan, March 1995.
- J.R. Birge, I. Duenyas, and
W. Narongwanich, When
Should One Invest In Flexible Capacity?, Department of Industrial and
Operations Engineering, University of Michigan, 1998. (pdf).
- W. Zhu, J.R. Birge, and R.
Zhang, Optimal
Multiple Module Design – An Extended Simplex-Like Method, Department
of Industrial and Operations Engineering, University of Michigan, 2001.
(pdf).
- C. Supatgiat, J.R. Birge, and
R. Zhang, Optimal
Bidding Strategies in Non-Sealed Bid Online Auctions of Common Products
with Quantity Uncertainty, Industrial Engineering and Management
Sciences, Northwestern University, 2002. (pdf)
- W. Narongwanich, I. Duenyas,
and J.R. Birge, Optimal
Portfolio of Reconfigurable and Dedicated Capacity under Uncertainty, Department
of Industrial and Operations Engineering, University of Michigan, 2002.
(pdf).
- S.E. Grasman, T.L. Olsen, and
J.R. Birge, Finite
Buffer Polling Models with Routing, Engineering Management, University
of Missouri-Rolla, 2002 (revised 2003). (pdf)
- S.E. Grasman, T.L. Olsen, and
J.R. Birge, Setting
Basestock Level in Multiproduct Systems with Setups and Random Yield,
Engineering Management, University of Missouri-Rolla, 2003. (pdf)
- J. Yen, J.R. Birge, A
Stochastic Programming Approach to the Airline Crew Scheduling Problem,
Industrial Engineering and Management Sciences, Northwestern University,
2002 (revised 2003). (pdf)
- J.R. Birge and G. Zhao, Successive
Linear Approximation Solution of Infinite Horizon Dynamic Stochastic
Programs, Industrial Engineering and Management Sciences, Northwestern
University, 2003. (pdf,
ps).
- Other links to general
information, test problems, and computational papers.
This page was last modified on 10Sep2003. Send questions to jrbirge@northwestern.edu.