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- John R. Birge

Discipline name
D-index
D-index (Discipline H-index) only includes papers and citation values for an examined
discipline in contrast to General H-index which accounts for publications across all
disciplines.
Citations
Publications
World Ranking
National Ranking

Engineering and Technology
D-index
35
Citations
7,807
119
World Ranking
3387
National Ranking
1314

2011 - Member of the National Academy of Engineering For contributions to the theory of optimization under uncertainty.

- Finance
- Mathematical optimization
- Microeconomics

John R. Birge focuses on Mathematical optimization, Stochastic programming, Linear programming, Stochastic optimization and Dynamic programming. His work on Scheduling as part of general Mathematical optimization research is frequently linked to Expected value, bridging the gap between disciplines. His Stochastic programming research is multidisciplinary, relying on both Theoretical computer science, Mathematical economics, Financial plan, Normal convergence and Convergence of random variables.

His research in Financial plan intersects with topics in Robust optimization, Uncertain data and Management science. His Linear programming study combines topics from a wide range of disciplines, such as Upper and lower bounds, Numerical analysis and Interior point method. His work in Dynamic programming tackles topics such as Power system simulation which are related to areas like Computer program and Integer programming.

- Introduction to Stochastic Programming (4516 citations)
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (503 citations)
- A stochastic model for the unit commitment problem (484 citations)

John R. Birge mainly investigates Mathematical optimization, Stochastic programming, Microeconomics, Stochastic optimization and Linear programming. His work deals with themes such as Stochastic approximation and Computation, which intersect with Mathematical optimization. His Stochastic programming research incorporates themes from Upper and lower bounds, Stochastic modelling, Linear-fractional programming and Convex function.

His Microeconomics research includes themes of Electricity, Electricity market and Renewable energy.

- Mathematical optimization (32.41%)
- Stochastic programming (22.53%)
- Microeconomics (15.02%)

- Microeconomics (15.02%)
- Supply chain (5.14%)
- Electricity market (5.14%)

John R. Birge mostly deals with Microeconomics, Supply chain, Electricity market, Finance and Trade credit. In the field of Microeconomics, his study on Outcome overlaps with subjects such as Market maker. His research integrates issues of Function, Clearing and Quantile in his study of Electricity market.

His work on Risk management is typically connected to Publication as part of general Finance study, connecting several disciplines of science. Term is intertwined with Market clearing and Mathematical optimization in his research. His studies deal with areas such as Uniqueness and Portfolio as well as Mathematical optimization.

- Trade Credit, Risk Sharing, and Inventory Financing Portfolios (116 citations)
- A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties (40 citations)
- Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market (32 citations)

- Finance
- Mathematical optimization
- Microeconomics

His primary areas of study are Electricity market, Mathematical optimization, Monetary economics, Market clearing and Supply chain. His Electricity market study incorporates themes from Clearing, Quantile and Supply. His Mathematical optimization study integrates concerns from other disciplines, such as New product development, Graph and Bounded function.

His Monetary economics research is multidisciplinary, incorporating perspectives in Arbitrage, Limits to arbitrage, Transaction cost, Speculation and Market manipulation. The study incorporates disciplines such as Competition, Credit default swap, Credit risk, Shock and Trade credit in addition to Supply chain. John R. Birge focuses mostly in the field of Trade credit, narrowing it down to matters related to Capital structure and, in some cases, Inventory control.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Introduction to Stochastic Programming

John R. Birge;Franois Louveaux.

**(2011)**

8226 Citations

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

John R. Birge.

Operations Research **(1985)**

798 Citations

A stochastic model for the unit commitment problem

S. Takriti;J.R. Birge;E. Long.

IEEE Transactions on Power Systems **(1996)**

712 Citations

A multicut algorithm for two-stage stochastic linear programs

John R. Birge;François V. Louveaux.

European Journal of Operational Research **(1988)**

648 Citations

Introduction to Stochastic programming (2nd edition), Springer verlag, New York

John Birge;François Louveaux.

**(2011)**

599 Citations

Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

John R. Birge;Roger J.-B. Wets.

Mathematical programming study **(1986)**

373 Citations

The value of the stochastic solution in stochastic linear programs with fixed recourse

John R. Birge.

Mathematical Programming **(1982)**

345 Citations

Matchup Scheduling with Multiple Resources, Release Dates and Disruptions

James C. Bean;John R. Birge;John Mittenthal;Charles E. Noon.

Operations Research **(1991)**

325 Citations

State-of-the-Art-Survey—Stochastic Programming: Computation and Applications

John R. Birge.

Informs Journal on Computing **(1997)**

302 Citations

A Stochastic Programming Approach to the Airline Crew Scheduling Problem

Joyce W. Yen;John R. Birge.

Transportation Science **(2006)**

245 Citations

Operations Research

(Impact Factor: 3.924)

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