User profiles for J. M. Mulvey
John MulveyPrinceton University Verified email at princeton.edu Cited by 11202 |
Robust optimization of large-scale systems
Mathematical programming models with noisy, erroneous, or incomplete data are common
in operations research applications. Difficulties with such data are typically dealt with …
in operations research applications. Difficulties with such data are typically dealt with …
Strategic financial risk management and operations research
… brings together al1 major financial-related decision in a single and consistent structure (Mulvey,
1996b). It integrates investment strategies (also known as asset allocation strategies), …
1996b). It integrates investment strategies (also known as asset allocation strategies), …
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński - Operations research, 1995 - pubsonline.informs.org
A novel parallel decomposition algorithm is developed for large, multistage stochastic
optimization problems. The method decomposes the problem into subproblems that correspond to …
optimization problems. The method decomposes the problem into subproblems that correspond to …
[BOOK][B] Worldwide asset and liability modeling
WT Ziemba, JM Mulvey - 1998 - books.google.com
… I was pleased to have John Mulvey join me as a co-editor of this volume. Besides co-authoring
the introduction with me, John adds his special insights gained from years of outstanding …
the introduction with me, John adds his special insights gained from years of outstanding …
Stochastic network programming for financial planning problems
JM Mulvey, H Vladimirou - Management science, 1992 - pubsonline.informs.org
… Certain stochastic formulations of networks are amenable to solution by decomposition
methods (Mulvey and Vladimirou 1991a, b). First, we develop a prototype dynamic network …
methods (Mulvey and Vladimirou 1991a, b). First, we develop a prototype dynamic network …
Solving capacitated clustering problems
JM Mulvey, MP Beck - European Journal of Operational Research, 1984 - Elsevier
… Model (1.0)-(1.4) depicts the uncapacitated clustering problem as discussed in Mulvey
and Crowder [22]. The capacity constraints (1.5) ensure that the 'size' of cluster j ~ J, ie, its …
and Crowder [22]. The capacity constraints (1.5) ensure that the 'size' of cluster j ~ J, ie, its …
Cluster analysis: An application of Lagrangian relaxation
JM Mulvey, HP Crowder - Management Science, 1979 - pubsonline.informs.org
This paper presents and tests an effective optimization algorithm for clustering homogeneous
data. The algorithm iteratively employs a subgradient method for determining lower …
data. The algorithm iteratively employs a subgradient method for determining lower …
Profile of injuries arising from the 2005 Kashmir earthquake: the first 72 h
JM Mulvey, SU Awan, AA Qadri, MA Maqsood - Injury, 2008 - Elsevier
BACKGROUND: The Kashmir Earthquake of October 8, 2005 had widespread destructive
effects with in excess of 86,000 people killed and over 80,000 severely injured. Most hospitals …
effects with in excess of 86,000 people killed and over 80,000 severely injured. Most hospitals …
Contaminated groundwater remediation design using simulation, optimization, and sensitivity theory: 1. Model development
DP Ahlfeld, JM Mulvey, GF Pinder… - Water Resources …, 1988 - Wiley Online Library
The problem of designing contaminated groundwater remediation systems using hydraulic
control is addressed. Two nonlinear optimization formulations are proposed which model the …
control is addressed. Two nonlinear optimization formulations are proposed which model the …
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou - Annals of Operations Research, 1991 - Springer
… problems are given in Mulvey and Vladimirou [20,24]. We define the following notation. S …
[9] RS Dembo, JM Mulvey and SA Zenios, Large scale nonlinear network models and their …
[9] RS Dembo, JM Mulvey and SA Zenios, Large scale nonlinear network models and their …