John Mulvey
Title
Cited by
Cited by
Year
Robust optimization of large-scale systems
JM Mulvey, RJ Vanderbei, SA Zenios
Operations research 43 (2), 264-281, 1995
21791995
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński
Operations research 43 (3), 477-490, 1995
5591995
Worldwide asset and liability modeling
WT Ziemba, WT Ziemba, JM Mulvey, HK Moffatt, JM Mulvey
Cambridge University Press, 1998
4971998
Stochastic network programming for financial planning problems
JM Mulvey, H Vladimirou
Management Science 38 (11), 1642-1664, 1992
3871992
Contaminated groundwater remediation design using simulation, optimization, and sensitivity theory: 1. Model development
DP Ahlfeld, JM Mulvey, GF Pinder, EF Wood
Water Resources Research 24 (3), 431-441, 1988
3431988
Cluster analysis: An application of Lagrangian relaxation
JM Mulvey, HP Crowder
Management Science 25 (4), 329-340, 1979
2631979
Solving capacitated clustering problems
JM Mulvey, MP Beck
European Journal of Operational Research 18 (3), 339-348, 1984
2181984
Formulating two-stage stochastic programs for interior point methods
IJ Lustig, JM Mulvey, TJ Carpenter
Operations Research 39 (5), 757-770, 1991
2051991
Making a case for robust optimization models
D Bai, T Carpenter, J Mulvey
Management science 43 (7), 895-907, 1997
1971997
Stochastic network optimization models for investment planning
JM Mulvey, H Vladimirou
Annals of Operations Research 20 (1), 187-217, 1989
1951989
Generating scenarios for the Towers Perrin investment system
JM Mulvey
Interfaces 26 (2), 1-15, 1996
1751996
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou
Annals of Operations Research 31 (1), 399-424, 1991
1651991
On reporting computational experiments with mathematical software
H Crowder, RS Dembo, JM Mulvey
ACM Transactions on Mathematical Software (TOMS) 5 (2), 193-203, 1979
1381979
Strategic financial risk management and operations research
JM Mulvey, DP Rosenbaum, B Shetty
European Journal of Operational Research 97 (1), 1-16, 1997
1371997
A diagonal quadratic approximation method for large scale linear programs
JM Mulvey, A Ruszczyn
Operations Research Letters 12 (4), 205-215, 1992
1361992
7. Optimal Investment Strategies for University Endowment Funds
RC Merton, GM Constantinides
Studies of supply and demand in higher education, 211-242, 2008
1332008
Solving long-term financial planning problems via global optimization
CD Maranas, IP Androulakis, CA Floudas, AJ Berger, JM Mulvey
Journal of Economic Dynamics and Control 21 (8-9), 1405-1425, 1997
1311997
Robust optimization model of schedule design for a fixed bus route
Y Yan, Q Meng, S Wang, X Guo
Transportation Research Part C: Emerging Technologies 25, 113-121, 2012
1272012
Financial planning via multi-stage stochastic optimization
JM Mulvey, B Shetty
Computers & Operations Research 31 (1), 1-20, 2004
1272004
An asset and liability management system for Towers Perrin-Tillinghast
JM Mulvey, G Gould, C Morgan
Interfaces 30 (1), 96-114, 2000
1242000
The system can't perform the operation now. Try again later.
Articles 1–20