Details about John R. Birge

Access statistics for papers by John R. Birge.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pbi119

Working Papers

2025

1. Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models
   Papers, arXiv.org

2021

2. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market
   Working Papers, The George Washington University, Institute for International Economic Policy View citations (6)
   See also Journal Article Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market, Management Science, INFORMS (2022) View citations (10) (2022)
3. The Impact of COVID-19 on Supply Chain Credit Risk
   Working Papers, The George Washington University, Institute for International Economic Policy View citations (2)
   See also Journal Article The impact of COVID‐19 on supply chain credit risk, Production and Operations Management, Production and Operations Management Society (2023) View citations (1) (2023)

2020

4. Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures
   Working Papers, Becker Friedman Institute for Research In Economics View citations (40)
   See also Journal Article Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures, Management Science, INFORMS (2022) View citations (4) (2022)

2018

5. Optimal Commissions and Subscriptions in Networked Markets
   Research Papers, Stanford University, Graduate School of Business View citations (1)
   See also Journal Article Optimal Commissions and Subscriptions in Networked Markets, Manufacturing & Service Operations Management, INFORMS (2021) View citations (3) (2021)

2015

6. A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
   Papers, arXiv.org View citations (4)
   See also Journal Article A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties, Operations Research, INFORMS (2017) View citations (16) (2017)

2003

7. Optimal Bidding Strategies in Non-Sealed Bid Online Auctions of Common Products with Quantity Uncertainty
   Game Theory and Information, University Library of Munich, Germany

1990

8. Prior reduced fill-in in solving equations in interior point algorithms
   Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (2)

1987

9. Bounding the expectation of convex functions with limited distribution information
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2024

1. Aggregating Distributed Energy Resources: Efficiency and Market Power
   Manufacturing & Service Operations Management, 2024, 26, (3), 834-852
2. Limiting out-of-sample performance of optimal unconstrained portfolios
   Finance Research Letters, 2024, 67, (PB)
3. To Interfere or Not To Interfere: Information Revelation and Price-Setting Incentives in a Multiagent Learning Environment
   Operations Research, 2024, 72, (6), 2391-2412

2023

4. Disruption and Rerouting in Supply Chain Networks
   Operations Research, 2023, 71, (2), 750-767
5. The impact of COVID‐19 on supply chain credit risk
   Production and Operations Management, 2023, 32, (12), 4088-4113 View citations (1)
   See also Working Paper The Impact of COVID-19 on Supply Chain Credit Risk, Working Papers (2021) View citations (2) (2021)

2022

6. A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit
   INFORMS Journal on Computing, 2022, 34, (1), 183-195
7. Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures
   Management Science, 2022, 68, (5), 3175-3195 View citations (4)
   See also Working Paper Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures, Working Papers (2020) View citations (40) (2020)
8. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market
   Management Science, 2022, 68, (9), 6506-6538 View citations (10)
   See also Working Paper Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market, Working Papers (2021) View citations (6) (2021)
9. George Bernard Dantzig
   Production and Operations Management, 2022, 31, (5), 1909-1911
10. Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks
    Operations Research, 2022, 70, (3), 1739-1761
11. The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems
    Quantitative Finance, 2022, 22, (1), 95-112

2021

12. Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors
    Operations Research, 2021, 69, (6), 1746-1766
13. Enhancing Regulatory Decision Making for Postmarket Drug Safety
    Management Science, 2021, 67, (12), 7493-7510 View citations (2)
14. Network Structure and its Impact on Commodity Markets
    Production and Operations Management, 2021, 30, (12), 4568-4574 View citations (2)
15. Optimal Commissions and Subscriptions in Networked Markets
    Manufacturing & Service Operations Management, 2021, 23, (3), 569-588 View citations (3)
    See also Working Paper Optimal Commissions and Subscriptions in Networked Markets, Research Papers (2018) View citations (1) (2018)
16. Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior
    Quantitative Finance, 2021, 21, (2), 199-219 View citations (1)
17. The Interface of Finance, Operations, and Risk Management
    Foundations and Trends(R) in Technology, Information and Operations Management, 2021, 15, (1-2), 1-203 View citations (1)

2020

18. An Approximation Approach for Response-Adaptive Clinical Trial Design
    INFORMS Journal on Computing, 2020, 32, (4), 877-894 View citations (3)
19. Trade Credit in Supply Chains: Multiple Creditors and Priority Rules
    Foundations and Trends(R) in Technology, Information and Operations Management, 2020, 14, (1-2), 5-22 View citations (1)

2019

20. Book Review: Xinbao Liu, Jun Pei, Lin Liu, Hao Cheng, Mi Zhou, and Panos M. Pardalos: Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the Internet of Things. Springer optimization and its applications series
    Journal of Global Optimization, 2019, 73, (3), 675-676
21. Optimal Dynamic Product Development and Launch for a Network of Customers
    Operations Research, 2019, 67, (3), 770-790 View citations (10)
22. Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets
    Management Science, 2019, 65, (2), 714-734 View citations (19)

2018

23. Limits to arbitrage in electricity markets: A case study of MISO
    Energy Economics, 2018, 75, (C), 518-533 View citations (11)

2017

24. A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
    Operations Research, 2017, 65, (3), 557-576 View citations (16)
    See also Working Paper A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties, Papers (2015) View citations (4) (2015)
25. Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
    Operations Research, 2017, 65, (4), 837-855 View citations (18)
26. When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress
    Manufacturing & Service Operations Management, 2017, 19, (4), 657-673 View citations (3)

2016

27. Bi-level Programing Merger Evaluation and Application to Banking Operations
    Production and Operations Management, 2016, 25, (3), 498-515 View citations (11)
28. Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility
    Quantitative Finance, 2016, 16, (7), 1019-1036 View citations (7)
29. Response-adaptive designs for clinical trials: Simultaneous learning from multiple patients
    European Journal of Operational Research, 2016, 248, (2), 619-633 View citations (11)
30. The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
    European Journal of Operational Research, 2016, 255, (1), 224-242 View citations (40)

2015

31. OM Forum—Operations and Finance Interactions
    Manufacturing & Service Operations Management, 2015, 17, (1), 4-15 View citations (9)
32. The Supply Chain Effects of Bankruptcy
    Management Science, 2015, 61, (10), 2320-2338 View citations (55)

2014

33. Index tracking and enhanced indexation using a parametric approach
    Journal of Economics, Finance and Administrative Science, 2014, 19, (36), 19-44 View citations (5)
34. Modeling manager confidence in forecasted excess returns under active portfolio management
    Journal of Asset Management, 2014, 15, (6), 353-365

2013

35. Long-term bank balance sheet management: Estimation and simulation of risk-factors
    Journal of Banking & Finance, 2013, 37, (12), 4711-4720 View citations (9)

2011

36. Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and Data Envelopment Analysis
    Annals of Operations Research, 2011, 186, (1), 357-381 View citations (24)
37. INTRODUCTION TO THE SPECIAL ISSUE ON "OPERATIONAL RESEARCH AND ASIA RISK MANAGEMENT"
    Asia-Pacific Journal of Operational Research (APJOR), 2011, 28, (01), v-xi View citations (5)
38. Introduction to special issue on "Enterprise risk management in operations"
    International Journal of Production Economics, 2011, 134, (1), 1-2 View citations (28)

2007

39. A model for tax advantages of portfolios with many assets
    Journal of Banking & Finance, 2007, 31, (11), 3269-3290 View citations (3)

2006

40. A Stochastic Programming Approach to the Airline Crew Scheduling Problem
    Transportation Science, 2006, 40, (1), 3-14 View citations (34)
41. Equity valuation, production, and financial planning: A stochastic programming approach
    Naval Research Logistics (NRL), 2006, 53, (7), 641-655 View citations (18)
42. Introduction to the special issue on applications of financial engineering in operations, production, services, logistics, and management
    Naval Research Logistics (NRL), 2006, 53, (7), 601-602

2005

43. Finite buffer polling models with routing
    European Journal of Operational Research, 2005, 165, (3), 794-809 View citations (3)

2001

44. Equilibrium Values in a Competitive Power Exchange Market
    Computational Economics, 2001, 17, (1), 93-121 View citations (8)

2000

45. Convergence Properties of Two-Stage Stochastic Programming
    Journal of Optimization Theory and Applications, 2000, 106, (3), 489-509 View citations (22)
46. Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs
    Operations Research, 2000, 48, (1), 91-98 View citations (14)

1998

47. Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function
    Journal of Optimization Theory and Applications, 1998, 97, (2), 357-383 View citations (4)

1996

48. Incorporating Investment Uncertainty into Greenhouse Policy Models
    The Energy Journal, 1996, 17, (1), 79-90
    Also in The Energy Journal, 1996, Volume17, (Number 1), 79-89 (1996) View citations (8)

1995

49. Bounds on Expected Project Tardiness
    Operations Research, 1995, 43, (5), 838-850 View citations (8)
50. Modeling investment uncertainty in the costs of global CO2 emission policy
    European Journal of Operational Research, 1995, 83, (3), 466-488 View citations (10)

1993

51. Optimal Flows in Stochastic Dynamic Networks with Congestion
    Operations Research, 1993, 41, (1), 203-216 View citations (3)

1991

52. Matchup Scheduling with Multiple Resources, Release Dates and Disruptions
    Operations Research, 1991, 39, (3), 470-483 View citations (31)

1990

53. Single‐machine scheduling subject to stochastic breakdowns
    Naval Research Logistics (NRL), 1990, 37, (5), 661-677 View citations (11)

1989

54. Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System
    Operations Research, 1989, 37, (5), 769-779 View citations (1)

1988

55. A multicut algorithm for two-stage stochastic linear programs
    European Journal of Operational Research, 1988, 34, (3), 384-392 View citations (119)
56. Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
    Management Science, 1988, 34, (12), 1472-1479 View citations (26)

1987

57. Aggregation in Dynamic Programming
    Operations Research, 1987, 35, (2), 215-220 View citations (11)

1985

58. Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
    Operations Research, 1985, 33, (5), 989-1007 View citations (92)

1980

59. Reducing Travelling Costs and Player Fatigue in the National Basketball Association
    Interfaces, 1980, 10, (3), 98-102 View citations (20)

Chapters

2010

1. The Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization
   Springer