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Details about John R. Birge

Homepage:https://faculty.chicagobooth.edu/john-birge
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by John R. Birge.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pbi119


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Working Papers

2023

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

2021

  1. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market
    Working Papers, The George Washington University, Institute for International Economic Policy Downloads View citations (3)
    See also Journal Article Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market, Management Science, INFORMS (2022) Downloads View citations (3) (2022)
  2. The Impact of COVID-19 on Supply Chain Credit Risk
    Working Papers, The George Washington University, Institute for International Economic Policy Downloads 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) Downloads (2023)

2020

  1. Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (40)
    See also Journal Article Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures, Management Science, INFORMS (2022) Downloads View citations (2) (2022)

2018

  1. Optimal Commissions and Subscriptions in Networked Markets
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (1)
    See also Journal Article Optimal Commissions and Subscriptions in Networked Markets, Manufacturing & Service Operations Management, INFORMS (2021) Downloads View citations (2) (2021)

2015

  1. A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties, Operations Research, INFORMS (2017) Downloads View citations (13) (2017)

2003

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

1990

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

1987

  1. 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

2023

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

2022

  1. A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit
    INFORMS Journal on Computing, 2022, 34, (1), 183-195 Downloads
  2. Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures
    Management Science, 2022, 68, (5), 3175-3195 Downloads View citations (2)
    See also Working Paper Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures, Working Papers (2020) Downloads View citations (40) (2020)
  3. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market
    Management Science, 2022, 68, (9), 6506-6538 Downloads View citations (3)
    See also Working Paper Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market, Working Papers (2021) Downloads View citations (3) (2021)
  4. George Bernard Dantzig
    Production and Operations Management, 2022, 31, (5), 1909-1911 Downloads
  5. Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks
    Operations Research, 2022, 70, (3), 1739-1761 Downloads
  6. 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 Downloads

2021

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

2020

  1. An Approximation Approach for Response-Adaptive Clinical Trial Design
    INFORMS Journal on Computing, 2020, 32, (4), 877-894 Downloads View citations (2)
  2. 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 Downloads View citations (1)

2019

  1. 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 Downloads
  2. Optimal Dynamic Product Development and Launch for a Network of Customers
    Operations Research, 2019, 67, (3), 770-790 Downloads View citations (6)
  3. 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 Downloads View citations (18)

2018

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

2017

  1. A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
    Operations Research, 2017, 65, (3), 557-576 Downloads View citations (13)
    See also Working Paper A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties, Papers (2015) Downloads View citations (4) (2015)
  2. 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 Downloads View citations (17)
  3. When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress
    Manufacturing & Service Operations Management, 2017, 19, (4), 657-673 Downloads View citations (3)

2016

  1. Bi-level Programing Merger Evaluation and Application to Banking Operations
    Production and Operations Management, 2016, 25, (3), 498-515 Downloads View citations (10)
  2. Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility
    Quantitative Finance, 2016, 16, (7), 1019-1036 Downloads View citations (6)
  3. Response-adaptive designs for clinical trials: Simultaneous learning from multiple patients
    European Journal of Operational Research, 2016, 248, (2), 619-633 Downloads View citations (10)
  4. The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
    European Journal of Operational Research, 2016, 255, (1), 224-242 Downloads View citations (37)

2015

  1. OM Forum—Operations and Finance Interactions
    Manufacturing & Service Operations Management, 2015, 17, (1), 4-15 Downloads View citations (9)
  2. The Supply Chain Effects of Bankruptcy
    Management Science, 2015, 61, (10), 2320-2338 Downloads View citations (50)

2014

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

2013

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

2011

  1. 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 Downloads View citations (23)
  2. INTRODUCTION TO THE SPECIAL ISSUE ON "OPERATIONAL RESEARCH AND ASIA RISK MANAGEMENT"
    Asia-Pacific Journal of Operational Research (APJOR), 2011, 28, (01), v-xi Downloads View citations (5)
  3. Introduction to special issue on "Enterprise risk management in operations"
    International Journal of Production Economics, 2011, 134, (1), 1-2 Downloads View citations (28)

2007

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

2006

  1. A Stochastic Programming Approach to the Airline Crew Scheduling Problem
    Transportation Science, 2006, 40, (1), 3-14 Downloads View citations (33)
  2. Equity valuation, production, and financial planning: A stochastic programming approach
    Naval Research Logistics (NRL), 2006, 53, (7), 641-655 Downloads View citations (17)
  3. 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 Downloads

2005

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

2001

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

2000

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

1998

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

1996

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

1995

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

1993

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

1991

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

1990

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

1989

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

1988

  1. A multicut algorithm for two-stage stochastic linear programs
    European Journal of Operational Research, 1988, 34, (3), 384-392 Downloads View citations (116)
  2. Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
    Management Science, 1988, 34, (12), 1472-1479 Downloads View citations (26)

1987

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

1985

  1. Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
    Operations Research, 1985, 33, (5), 989-1007 Downloads View citations (86)

1980

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

Chapters

2010

  1. The Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization
    Springer
 
Page updated 2024-05-22