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John Mulvey
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Robust optimization of large-scale systems
JM Mulvey, RJ Vanderbei, SA Zenios
Operations research 43 (2), 264-281, 1995
26261995
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński
Operations research 43 (3), 477-490, 1995
6251995
Worldwide asset and liability modeling
WT Ziemba, JM Mulvey
Cambridge University Press, 1998
5371998
Stochastic network programming for financial planning problems
JM Mulvey, H Vladimirou
Management science 38 (11), 1642-1664, 1992
4151992
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
3121988
Solving capacitated clustering problems
JM Mulvey, MP Beck
European Journal of Operational Research 18 (3), 339-348, 1984
2741984
Cluster analysis: An application of Lagrangian relaxation
JM Mulvey, HP Crowder
Management Science 25 (4), 329-340, 1979
2741979
Formulating two-stage stochastic programs for interior point methods
IJ Lustig, JM Mulvey, TJ Carpenter
Operations Research 39 (5), 757-770, 1991
2261991
Stochastic network optimization models for investment planning
JM Mulvey, H Vladimirou
Annals of Operations Research 20 (1), 187-217, 1989
2131989
Making a case for robust optimization models
D Bai, T Carpenter, J Mulvey
Management science 43 (7), 895-907, 1997
2111997
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou
Annals of Operations Research 31 (1), 399-424, 1991
1971991
Generating scenarios for the Towers Perrin investment system
JM Mulvey
Interfaces 26 (2), 1-15, 1996
1891996
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
1721997
Financial planning via multi-stage stochastic optimization
JM Mulvey, B Shetty
Computers & Operations Research 31 (1), 1-20, 2004
1622004
Strategic financial risk management and operations research
JM Mulvey, DP Rosenbaum, B Shetty
European Journal of Operational Research 97 (1), 1-16, 1997
1581997
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
1541988
On reporting computational experiments with mathematical software
H Crowder, RS Dembo, JM Mulvey
ACM Transactions on Mathematical Software (TOMS) 5 (2), 193-203, 1979
1481979
A diagonal quadratic approximation method for large scale linear programs
JM Mulvey, A Ruszczyn
Operations Research Letters 12 (4), 205-215, 1992
1431992
An asset and liability management system for Towers Perrin-Tillinghast
JM Mulvey, G Gould, C Morgan
Interfaces 30 (1), 96-114, 2000
1352000
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
1341993
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