Miscellaneous Publications

The following list contains links to sources for publications that may be available online. In general, journal publications require a subscription to the journal or service such as JSTOR or ProQuest. The link may direct you to a login page (e.g., for recent INFORMS publications and Springer journals). In those cases, retrieving the article will require a login and then search.

Books

Chapters in Books:

Articles in refereed journals, transactions or archives

  1. J.C. Bean, J.R. Birge. “Reducing Travel Costs and Player Fatigue in the NBA,” Interfaces 10 (1980) 98-102.
  2. J.R. Birge, “The Value of the Stochastic Solution in Stochastic Linear Programs, with Fixed Recourse,” Mathematical Programming 24 (1982) 314-325.
  3. J.R. Birge, and Akli Gana, “Computational Complexity of Van der Heyden's Variable Dimension Algorithm and Dantzig-Cottle's Principal Pivoting Method for Solving LCP's,” Mathematical Programming 26 (1983) 205-214.
  4. J.R. Birge, “Redistricting to Maximize the Preservation of Political Boundaries,” Social Science Research 12 (1983) 205-214
  5. J.R. Birge, V. Malyshko and V. Pedhko, “Optimization of the Structure of a Field of Solar Energy Heliostats,” (in Russian), Geliotekhnika, 1984 (3) pp. 49-52, translated as “Optimizing the Structure of a Heliostat Array Control System in a Solar Electric Power Station,” in Applied Solar Energy 20 (1985) 54-56.
  6. J.R. Birge, and V. Malyshko, “Methods for a Network Design Problem in Solar Power Systems,” Computers and Operations Research 10 (1985) 125-138.
  7. J.R. Birge, and Robert L. Smith, “Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs,” The American Journal of Mathematical and Management Sciences, (special issue on Statistics in Optimization) 4 (1984) 41-70.
  8. J.R. Birge, “Decomposition and Partitioning Methods for Multi-Stage Stochastic Linear Programs,” Operations Research 33 (1985) 989-1007.
  9. J.R. Birge, “Aggregation in Stochastic Linear Programming,” Mathematical Programming 31 (1985) 25-41.
  10. J.R. Birge, “A Dantzig-Wolfe Decomposition Variant Equivalent to Basis Factorization,” Mathematical Programming Study 24 (1985) 43-64.
  11. J.R. Birge, and R. J-B. Wets, “Designing Approximation Schemes for Stochastic Optimization Problems, in particular, for Stochastic Programs with Recourse,” Mathematical Programming Study 27 (1986) 54-102.
  12. J.R. Birge and S.W. Wallace, “Refining Bounds for Stochastic Linear Programs with Linearly Transformed Independent Random Variables,” Operations Research Letters 5 (1986) 73-77.
  13. J.R. Birge and R. J-B Wets, “Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem,” Mathematics of Operations Research 12 (1987) 49-162.
  14. J.C. Bean, J.R. Birge, and R.L. Smith, “Aggregation in Dynamic Programming,” Operations Research 35 (1987) 215-220.
  15. J.R. Birge and F. Louveaux, “A Multicut Algorithm for Two-Stage Stochastic Linear Programs,” European Journal of Operational Research 34 (1988) 384-392.
  16. J.R. Birge and S.W. Wallace, “A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs,” SIAM Journal on Control and Optimization 26 (1988) 725-739.
  17. J.R. Birge and R. J-B Wets, “Sublinear Upper Bounds for Stochastic Programs with Recourse,” Mathematical Programming 43 (1989) 131-149.
  18. J.R. Birge and L. Qi, “Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming,” Management Science 34 (1988) 1472-1479.
  19. J.R. Birge and M. Teboulle, “Upper Bounds on the Expected Value of a Convex Function using Subgradient and Conjugate Function Information,” Mathematics of Operations Research 14 (1989)745-759.
  20. J.R. Birge and K.D. Glazebrook, “Assessing the Effects of Machine Breakdowns in Stochastic Scheduling,” Operations Research Letters 7 (1988) 267-271.
  21. J.R. Birge and S.M. Pollock, “Modeling Rural Police Patrol,” Journal of the Operational Research Society 40 (1989) 41-54.
  22. J.R. Birge and S.M. Pollock, “Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System,” Operations Research 37 (1989) 769-779.
  23. J.R. Birge, H. Frenk, J. Mittenthal, and A. Rinnooy Kan, “Single Machine Scheduling subject to Machine Breakdowns,” Naval Research Logistics Journal 37 (1990) 661-677.
  24. J.C. Bean, J.R. Birge, J. Mittenthal, and C.E. Noon, “Matchup Scheduling with Multiple Resources, Release Dates and Disruptions,” Operations Research 39 (1991) 470-483.
  25. J.R. Birge and J. Dulá, “Bounding Separable Recourse Functions with Limited Distribution Information,” Annals of Operations Research 30 (1991) 277-298.
  26. J.R. Birge, R. M. Freund, and R. Vanderbei, “Prior Reduced Fill-in in the Solution of Equations in Interior Point Algorithms,” Operations Research Letters 11 (1992) 195-198.
  27. J. R. Birge and Liqun Qi, “Semiregularity and Generalized Subdifferentials with Applications to Stochastic Programming,” Mathematics of Operations Research 4 (1993) 982-1005.
  28. J. C. Arantes, J. R. Birge and K. G. Murty, “Studies of Lexicography in the Generalized Network Simplex Method,” Annals of Operations Research 47 (1993) 237-248.
  29. J.R. Birge and J.K. Ho, “Optimal Flows in Stochastic Dynamic Networks with Congestion,” Operations Research 41 (1993) 203-216.
  30. J.R. Birge and Liqun Qi, “Subdifferentials Convergence in Stochastic Programs,” SIAM J. Optimization 5 (1995) 436-453.
  31. J.R. Birge and D. Holmes, “Efficient Solution of Two-Stage Stochastic Linear Programs using Interior Point Methods,'' Computational Optimization and Applications 1 (1992) 245-276.
  32. J.R. Birge and M.A.H. Dempster, “Optimal Match-Up Strategies in Stochastic Scheduling“, Discrete Applied Mathematics 57 (1995) 105-120.
  33. J.R. Birge, “Models and Modeling Value in Stochastic Programming,” Annals of Operations Research 59 (1995) 1-18.
  34. J.R. Birge and Liqun Qi, “Continuous Approximation Schemes for Stochastic Programming,” Annals of Operations Research 56 (1995), pp. 15-38.
  35. J.R. Birge and M.J. Maddox, “Bounds on Expected Project Tardiness,” Operations Research 43 (1995) 838-850.
  36. J.R. Birge and C.H. Rosa, “Modelling Investment Uncertainty in the Costs of Global CO2 Emission Policy,” European Journal of Operations Research 83 (1995) 466-488.
  37. J.R. Birge and C. H. Rosa, “Incorporating Investment Uncertainty into Greenhouse Policy Models,” The Energy Journal 17 (1996) 79-90. (Access through Expanded Academic ASAP.)
  38. J.R. Birge and C.H. Rosa, “Parallel Decomposition of Large-scale Stochastic Nonlinear Programs,” Annals of Operations Research 64 (1996) 39-65.
  39. J.R. Birge, C.J. Donohue, D.F. Holmes, and O.G. Svintsiski, “A Parallel Implementation of the Nested Decomposition Algorithm for Multistage Stochastic Linear Programs,” Mathematical Programming 75 (1996) 327-352.
  40. S. Takriti, J.R. Birge, and E. Long, “ A Stochastic Model for the Unit Commitment Problem,” IEEE Transactions on Power Systems 11, No. 3 (1996) 1497--1508.
  41. J.R. Birge and C.H. Rosa, “Incorporating Investment Uncertainty into Greenhouse Policy Models,” The Energy Journal 17 (1996) 79-90.
  42. J.R. Birge and M.A.H. Dempster, “Stochastic Programming Approaches to Stochastic Scheduling,” Journal of Global Optimization 9 (1996) 417-451.
  43. J.R. Birge and C.J. Donohue, “ An Upper Bound on a Specific Class of Convex Functions,” Operations Research Letters 18 (1996) 213-221.
  44. J.R. Birge and Tang Hengyong, “Computing Karkarkar's Projections Quickly by Using Matrix Factorization,” Applied Mathematics - Journal of Chinese Universities 11 (1996) 355-360.
  45. J.R. Birge, L. Qi, and Z. Wei, “A General Approach to Convergence Properties of Some Methods for Nonsmooth Convex Optimization,” Applied Mathematics and Optimization 38 (1998), pp. 141-158.
  46. Z. Wei, L. Qi, and J.R. Birge, “A New Method For Nonsmooth Convex Optimization,” Journal of Inequalities and Applications, 2 (1998), pp. 157-179.
  47. J.R. Birge and K.D. Glazebrook, “Bounds on Optimal Values in Stochastic Scheduling,” Operations Research Letters 21 (1997) 107-114.
  48. J.R. Birge, “Stochastic Programming Computation and Applications: State-of-the-Art Survey,” INFORMS Journal on Computing 9 (1997) 111-133.
  49. Z. Wei, J.R. Birge, and L. Qi, “Convergence Analysis Of Some Methods For Minimizing A Nonsmooth Convex Function,” Journal of Optimization Theory and Applications 97 (1998), pp. 357-383.
  50. S. Takriti and J.R. Birge, “Successive Approximations of Linear Control Models,” SIAM Journal on Control and Optimization 37 (1998), pp. 165-176.
  51. J.R. Birge, J. Drogosz, and I. Duenyas, “Setting Single-Period Optimal Capacity Levels and Prices for Substitutable Products,” Int. J. Flexible Manufacturing Systems 10 (1998), pp. 407-430.
  52. H.B. Nembhard and J.R. Birge, “A Startup Procedure for Process Industries using a Multiobjective Nonlinear Program,” IIE Transactions 4 (1998), pp. 291-300.
  53. J.R. Birge and R. Zhang, “Risk-Neutral Option Pricing Methods for Adjusting Constrained Cash Flows,” The Engineering Economist 44 (1999), pp. 36-49.
  54. S. Takriti and J.R. Birge, “Lagrangian Solution Techniques and Bounds for Loosely-Coupled Mixed-Integer Stochastic Programs,”Operations Research 48 (2000), pp. 91-98.
  55. S. Takriti and J.R. Birge, “Using Integer Programming To Refine Lagrangian-Based Unit Commitment Solutions,” IEEE Transactions on Power Systems 15 (2000), pp. 151-156.
  56. J.R. Birge, L. Qi, and Z. Wei, “A Variant Of The Topkis-Veinott Method For Solving Inequality Constrained Optimization Problems,” Applied Mathematics and Optimization 41(2000), pp. 309-330.
  57. X.D. Qi, G. Yin, and J.R. Birge, “Single-Machine Scheduling with Random Machine Breakdowns and Randomly Compressible Processing Times,” Stochastic Analysis and Applications 18 (2000), pp. 635-653.
  58. C. Supatgiat, R.Q. Zhang, and J.R. Birge, “Equilibrium Values in a Competitive Power Exchange Market,” Computational Economics 17 (2001), pp. 93-121.
  59. X.D. Qi, G. Yin, and J.R. Birge, “Scheduling Problems with Random Processing Times under Expected Earliness/Tardiness Costs,” Stochastic Analysis and Applications 18 (2000), pp. 453-473.
  60. L. Dai, C.H. Chen, and J.R. Birge, “Convergence Properties of Two-Stage Stochastic Programming,” Journal of Optimization Theory and Applications 106 (2000), pp. 489-509.
  61. S. Sen, J.L. Higle, and J.R. Birge, “Duality Gaps in Stochastic Integer Programming,” Journal of Global Optimization 18 (2000), pp. 189-194.
  62. J.R. Birge, “Option Methods for Incorporating Risk into Linear Capacity Planning Models,” Manufacturing and Service Operations Management 2 (2000), pp. 19-31.
  63. X.D. Qi, G. Yin, and J.R. Birge, “Single-Machine Scheduling with Randomly Compressible Processing Times,” Stochastic Analysis and Applications 20 (2002), pp. 591-613.
  64. T. Shiina and J.R. Birge, “Stochastic Unit Commitment Problem,” International Transactions in Operations Research 10 (2003), to appear.
  65. T. Shiina and J.R. Birge, “Multistage Stochastic Programming Model for Electric Power Capacity Expansion Problem,” Japan Journal of Industrial and Applied Mathematics 20 (2003), pp. 379-397.
This page was last modified on 12Sep03. Send questions to jrbirge@northwestern.edu.