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
20101995
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński
Operations research 43 (3), 477-490, 1995
5221995
Worldwide asset and liability modeling
WT Ziemba, WT Ziemba, JM Mulvey, JM Mulvey, HK Moffatt
Cambridge University Press, 1998
4711998
Stochastic network programming for financial planning problems
JM Mulvey, H Vladimirou
Management Science 38 (11), 1642-1664, 1992
3621992
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
2791988
Cluster analysis: An application of Lagrangian relaxation
JM Mulvey, HP Crowder
Management Science 25 (4), 329-340, 1979
2441979
Solving capacitated clustering problems
JM Mulvey, MP Beck
European Journal of Operational Research 18 (3), 339-348, 1984
1951984
Stochastic network optimization models for investment planning
JM Mulvey, H Vladimirou
Annals of Operations Research 20 (1), 187-217, 1989
1851989
Making a case for robust optimization models
D Bai, T Carpenter, J Mulvey
Management science 43 (7), 895-907, 1997
1831997
Formulating two-stage stochastic programs for interior point methods
IJ Lustig, JM Mulvey, TJ Carpenter
Operations Research 39 (5), 757-770, 1991
1831991
Generating scenarios for the Towers Perrin investment system
JM Mulvey
Interfaces 26 (2), 1-15, 1996
1661996
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou
Annals of Operations Research 31 (1), 399-424, 1991
1571991
On reporting computational experiments with mathematical software
H Crowder, RS Dembo, JM Mulvey
ACM Transactions on Mathematical Software (TOMS) 5 (2), 193-203, 1979
1341979
Strategic financial risk management and operations research
JM Mulvey, DP Rosenbaum, B Shetty
European Journal of Operational Research 97 (1), 1-16, 1997
1321997
Contaminated groundwater remediation design using simulation, optimization, and sensitivity theory: 2. Analysis of a field site
DP Ahlfeld, JM Mulvey, GF Pinder
Water Resources Research 24 (3), 443-452, 1988
1311988
Optimal investment strategies for university endowment funds
RC Merton
Studies of supply and demand in higher education, 211-242, 1993
130*1993
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
1241997
A diagonal quadratic approximation method for large scale linear programs
JM Mulvey, A Ruszczyn
Operations Research Letters 12 (4), 205-215, 1992
1241992
Higher-order predictor-corrector interior point methods with application to quadratic objectives
TJ Carpenter, IJ Lusting, JM Mulvey, DF Shanno
SIAM Journal on Optimization 3 (4), 696-725, 1993
1181993
Financial planning via multi-stage stochastic optimization
JM Mulvey, B Shetty
Computers & Operations Research 31 (1), 1-20, 2004
1162004
The system can't perform the operation now. Try again later.
Articles 1–20