Selected Publications (a full list can be found on my cv)

(Updated: 4/27/05)

In Peer-Reviewed Journals:

  1. ‘The C3 Theorem and a D2 Algorithm for Large Scale Stochastic Integer Programming: Set Convexification, with S. Sen, to appear in Math. Programming.
  2. ‘Multistage Stochastic Programs: Duality and Its Implications’, with S. Sen, to appear Annals of Operations Research.
  3. 'A Stochastic Programming Model for Network Resource Utilization in the Presence of Multi-Class Demand Uncertainty', with S. Sen, to appear in Application of Stochastic Programming, SIAM Series on Optimization, W.T. Ziemba and S.W. Wallace, Eds.
  4. ‘Sensitivity Analysis and Uncertainty in Linear Programming’, with S. W. Wallace, Interfaces, vol. 33, no. 4, pp. 53-60, 2003.
  5. ‘Managing risk in the new power business – a sequel’, with S.W. Wallace, IEEE Computer Applications in Power, vol. 15, no. 2, 2002.
  6. ‘Duality Gaps in Stochastic Integer Programming’, with S. Sen and J.R. Birge, J. of Global Optimization, vol. 18, pp. 189-194, 2000.
  7. ‘An Introductory Tutorial on Stochastic Linear Programming: I (Modeling)’, with S. Sen, Interfaces, vol. 29, no. 2, pp. 33-61, 1999.
  8. ‘Statistical Approximations for Stochastic Linear Programming Problems’, with S. Sen, Annals of Operations Research vol. 85, pp. 173-192, 1999.
Under Review:
  1. ‘A Stochastic Scenario Decomposition Algorithm for Multistage Stochastic Linear Programming,’ with S.Sen and B. Rayco, submitted to Annals of Operations Research.
  2. Adaptive and Nonadaptive Samples in Solving Stochastic Linear Programs: A Computational Investigation, with L. Zhao, submitted to Computational Optimization and Applications.
  3. Flight Schedule Planning with Maintenance Considerations, with A. Johnson, submitted to OMEGA, The International Journal of Management Science.
  4. Stochastic Programming: Optimization when Uncertainty Matters, to appear as an INFORMS Tutorial Paper, Nov. 2005.
  5. Bid Price Control with Origin-Destination Demand: A Stochastic Programming Model, Submitted to: Journal of Revenue and Pricing Management