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
21011995
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński
Operations research 43 (3), 477-490, 1995
5401995
Worldwide asset and liability modeling
WT Ziemba, WT Ziemba, JM Mulvey, JM Mulvey, HK Moffatt
Cambridge University Press, 1998
4781998
Stochastic network programming for financial planning problems
JM Mulvey, H Vladimirou
Management Science 38 (11), 1642-1664, 1992
3671992
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
2831988
Cluster analysis: An application of Lagrangian relaxation
JM Mulvey, HP Crowder
Management Science 25 (4), 329-340, 1979
2471979
Solving capacitated clustering problems
JM Mulvey, MP Beck
European Journal of Operational Research 18 (3), 339-348, 1984
2001984
Making a case for robust optimization models
D Bai, T Carpenter, J Mulvey
Management science 43 (7), 895-907, 1997
1921997
Formulating two-stage stochastic programs for interior point methods
IJ Lustig, JM Mulvey, TJ Carpenter
Operations Research 39 (5), 757-770, 1991
1911991
Stochastic network optimization models for investment planning
JM Mulvey, H Vladimirou
Annals of Operations Research 20 (1), 187-217, 1989
1871989
Generating scenarios for the Towers Perrin investment system
JM Mulvey
Interfaces 26 (2), 1-15, 1996
1681996
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou
Annals of Operations Research 31 (1), 399-424, 1991
1601991
On reporting computational experiments with mathematical software
H Crowder, RS Dembo, JM Mulvey
ACM Transactions on Mathematical Software (TOMS) 5 (2), 193-203, 1979
1361979
Strategic financial risk management and operations research
JM Mulvey, DP Rosenbaum, B Shetty
European Journal of Operational Research 97 (1), 1-16, 1997
1341997
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
1331988
Optimal investment strategies for university endowment funds
RC Merton
Studies of supply and demand in higher education, 211-242, 1993
132*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
1281997
A diagonal quadratic approximation method for large scale linear programs
JM Mulvey, A Ruszczyn
Operations Research Letters 12 (4), 205-215, 1992
1271992
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
1201993
Financial planning via multi-stage stochastic optimization
JM Mulvey, B Shetty
Computers & Operations Research 31 (1), 1-20, 2004
1192004
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Articles 1–20