2011 - Member of the National Academy of Engineering For contributions to the theory of optimization under uncertainty.
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.
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.
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.
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.
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Introduction to Stochastic Programming
John R. Birge;Franois Louveaux.
Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
John R. Birge.
Operations Research (1985)
A stochastic model for the unit commitment problem
S. Takriti;J.R. Birge;E. Long.
IEEE Transactions on Power Systems (1996)
A multicut algorithm for two-stage stochastic linear programs
John R. Birge;François V. Louveaux.
European Journal of Operational Research (1988)
Introduction to Stochastic programming (2nd edition), Springer verlag, New York
John Birge;François Louveaux.
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)
The value of the stochastic solution in stochastic linear programs with fixed recourse
John R. Birge.
Mathematical Programming (1982)
Matchup Scheduling with Multiple Resources, Release Dates and Disruptions
James C. Bean;John R. Birge;John Mittenthal;Charles E. Noon.
Operations Research (1991)
State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
John R. Birge.
Informs Journal on Computing (1997)
Trade Credit, Risk Sharing, and Inventory Financing Portfolios
S. Alex Yang;John R. Birge.
Management Science (2017)
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