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John R. Birge

Personal Details

First Name:John
Middle Name:R.
Last Name:Birge
Suffix:
RePEc Short-ID:pbi119
[This author has chosen not to make the email address public]
https://www.chicagobooth.edu/faculty/directory/b/john-r-birge
Terminal Degree:1981 Applied Theory Initiative (ATI); Booth School of Business; University of Chicago (from RePEc Genealogy)

Affiliation

Booth School of Business
University of Chicago

Chicago, Illinois (United States)
http://www.chicagobooth.edu/
RePEc:edi:sbuchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. John R. Birge, 2023. "Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models," Papers 2310.07052, arXiv.org.
  2. Senay Agca & John Birge & Zi'ang Wang & Jing Wu, 2021. "The Impact of COVID-19 on Supply Chain Credit Risk," Working Papers 2021-19, The George Washington University, Institute for International Economic Policy.
  3. Senay Agca & Volodymyr Babich & John Birge & Jing Wu, 2021. "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Working Papers 2021-18, The George Washington University, Institute for International Economic Policy.
  4. John R. Birge & Ozan Candogan & Yiding Feng, 2020. "Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures," Working Papers 2020-57_Revision, Becker Friedman Institute for Research In Economics.
  5. Birge, John R. & Candogan, Ozan & Chen, Hongfan & Saban, Daniela, 2018. "Optimal Commissions and Subscriptions in Networked Markets," Research Papers 3742, Stanford University, Graduate School of Business.
  6. Victor M. Zavala & Kibaek Kim & Mihai Anitescu & John Birge, 2015. "A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties," Papers 1510.08335, arXiv.org.
  7. Chonawee Supatgiat & John R. Birge & Rachel Q. Zhang, 2002. "Optimal Bidding Strategies in Non-Sealed Bid Online Auctions of Common Products with Quantity Uncertainty," Game Theory and Information 0211005, University Library of Munich, Germany, revised 05 Mar 2003.
  8. Birge, John R. & Freund, Robert Michael., 1990. "Prior reduced fill-in in solving equations in interior point algorithms," Working papers 3186-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  9. Birge, J.R. & Dula, J., 1987. "Bounding the expectation of convex functions with limited distribution information," LIDAM Discussion Papers CORE 1987033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Zuguang Gao & Khaled Alshehri & John R. Birge, 2024. "Aggregating Distributed Energy Resources: Efficiency and Market Power," Manufacturing & Service Operations Management, INFORMS, vol. 26(3), pages 834-852, May.
  2. John R. Birge & Hongfan (Kevin) Chen & N. Bora Keskin & Amy Ward, 2024. "To Interfere or Not To Interfere: Information Revelation and Price-Setting Incentives in a Multiagent Learning Environment," Operations Research, INFORMS, vol. 72(6), pages 2391-2412, November.
  3. Chavez-Bedoya, Luis & Birge, John R., 2024. "Limiting out-of-sample performance of optimal unconstrained portfolios," Finance Research Letters, Elsevier, vol. 67(PB).
  4. John R. Birge & Agostino Capponi & Peng-Chu Chen, 2023. "Disruption and Rerouting in Supply Chain Networks," Operations Research, INFORMS, vol. 71(2), pages 750-767, March.
  5. Şenay Ağca & John R. Birge & Zi'ang Wang & Jing Wu, 2023. "The impact of COVID‐19 on supply chain credit risk," Production and Operations Management, Production and Operations Management Society, vol. 32(12), pages 4088-4113, December.
  6. Senay Agca & Volodymyr Babich & John R. Birge & Jing Wu, 2022. "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Management Science, INFORMS, vol. 68(9), pages 6506-6538, September.
  7. John R. Birge, 2022. "George Bernard Dantzig," Production and Operations Management, Production and Operations Management Society, vol. 31(5), pages 1909-1911, May.
  8. John R. Birge & Ozan Candogan & Yiding Feng, 2022. "Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures," Management Science, INFORMS, vol. 68(5), pages 3175-3195, May.
  9. John R. Birge & Jörgen Blomvall & Jonas Ekblom, 2022. "The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems," Quantitative Finance, Taylor & Francis Journals, vol. 22(1), pages 95-112, January.
  10. John R. Birge & Timothy C. Y. Chan & J. Michael Pavlin & Ian Yihang Zhu, 2022. "Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks," Operations Research, INFORMS, vol. 70(3), pages 1739-1761, May.
  11. Kanix Wang & Walid Hussain & John R. Birge & Michael D. Schreiber & Daniel Adelman, 2022. "A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 183-195, January.
  12. Babich, Volodymyr & Birge, John, 2021. "The Interface of Finance, Operations, and Risk Management," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 15(1-2), pages 1-203, June.
  13. John R. Birge & Yifan Feng & N. Bora Keskin & Adam Schultz, 2021. "Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors," Operations Research, INFORMS, vol. 69(6), pages 1746-1766, November.
  14. John R. Birge, 2021. "Network Structure and its Impact on Commodity Markets," Production and Operations Management, Production and Operations Management Society, vol. 30(12), pages 4568-4574, December.
  15. John R. Birge & L. Chavez-Bedoya, 2021. "Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior," Quantitative Finance, Taylor & Francis Journals, vol. 21(2), pages 199-219, February.
  16. Vishal Ahuja & Carlos A. Alvarez & John R. Birge & Chad Syverson, 2021. "Enhancing Regulatory Decision Making for Postmarket Drug Safety," Management Science, INFORMS, vol. 67(12), pages 7493-7510, December.
  17. John Birge & Ozan Candogan & Hongfan Chen & Daniela Saban, 2021. "Optimal Commissions and Subscriptions in Networked Markets," Manufacturing & Service Operations Management, INFORMS, vol. 23(3), pages 569-588, May.
  18. Vishal Ahuja & John R. Birge, 2020. "An Approximation Approach for Response-Adaptive Clinical Trial Design," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 877-894, October.
  19. Yang, S. Alex & Birge, John R., 2020. "Trade Credit in Supply Chains: Multiple Creditors and Priority Rules," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 14(1-2), pages 5-22, October.
  20. Nur Sunar & John R. Birge & Sinit Vitavasiri, 2019. "Optimal Dynamic Product Development and Launch for a Network of Customers," Operations Research, INFORMS, vol. 67(3), pages 770-790, May.
  21. John R. Birge, 2019. "Book Review: Xinbao Liu, Jun Pei, Lin Liu, Hao Cheng, Mi Zhou, and Panos M. Pardalos: Optimization and management in manufacturing engineering. Resource collaborative optimization and management throu," Journal of Global Optimization, Springer, vol. 73(3), pages 675-676, March.
  22. Nur Sunar & John R. Birge, 2019. "Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets," Management Science, INFORMS, vol. 65(2), pages 714-734, February.
  23. Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018. "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, vol. 75(C), pages 518-533.
  24. John R. Birge & Ali Hortaçsu & J. Michael Pavlin, 2017. "Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market," Operations Research, INFORMS, vol. 65(4), pages 837-855, August.
  25. John R. Birge & Rodney P. Parker & Michelle Xiao Wu & S. Alex Yang, 2017. "When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 657-673, October.
  26. Victor M. Zavala & Kibaek Kim & Mihai Anitescu & John Birge, 2017. "A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties," Operations Research, INFORMS, vol. 65(3), pages 557-576, June.
  27. Ritzenhofen, Ingmar & Birge, John R. & Spinler, Stefan, 2016. "The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets," European Journal of Operational Research, Elsevier, vol. 255(1), pages 224-242.
  28. Ahuja, Vishal & Birge, John R., 2016. "Response-adaptive designs for clinical trials: Simultaneous learning from multiple patients," European Journal of Operational Research, Elsevier, vol. 248(2), pages 619-633.
  29. Tsan-Ming Choi & T. C. E. Cheng & Xiande Zhao & Desheng Dash Wu & Cuicui Luo & Haofei Wang & John R. Birge, 2016. "Bi-level Programing Merger Evaluation and Application to Banking Operations," Production and Operations Management, Production and Operations Management Society, vol. 25(3), pages 498-515, March.
  30. John R. Birge & Luis Chavez-Bedoya, 2016. "Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility," Quantitative Finance, Taylor & Francis Journals, vol. 16(7), pages 1019-1036, July.
  31. John R. Birge, 2015. "OM Forum—Operations and Finance Interactions," Manufacturing & Service Operations Management, INFORMS, vol. 17(1), pages 4-15, February.
  32. S. Alex Yang & John R. Birge & Rodney P. Parker, 2015. "The Supply Chain Effects of Bankruptcy," Management Science, INFORMS, vol. 61(10), pages 2320-2338, October.
  33. Chavez-Bedoya, Luis & Birge, John, 2014. "Index tracking and enhanced indexation using a parametric approach," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 19(36), pages 19-44.
  34. John Birge & Luis Chavez-Bedoya, 2014. "Modeling manager confidence in forecasted excess returns under active portfolio management," Journal of Asset Management, Palgrave Macmillan, vol. 15(6), pages 353-365, December.
  35. Birge, John R. & Júdice, Pedro, 2013. "Long-term bank balance sheet management: Estimation and simulation of risk-factors," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4711-4720.
  36. Wu, Desheng Dash & Olson, David L. & Birge, John R., 2011. "Introduction to special issue on "Enterprise risk management in operations"," International Journal of Production Economics, Elsevier, vol. 134(1), pages 1-2, November.
  37. Desheng Wu & Zhaoxin Zhou & John Birge, 2011. "Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and Data Envelopment Analysis," Annals of Operations Research, Springer, vol. 186(1), pages 357-381, June.
  38. Desheng Dash Wu & David L. Olson & Luis A. Seco & John Birge, 2011. "Introduction To The Special Issue On "Operational Research And Asia Risk Management"," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 1-1.
  39. Birge, John R. & Yang, Song, 2007. "A model for tax advantages of portfolios with many assets," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3269-3290, November.
  40. John Birge & Vadim Linetsky, 2006. "Introduction to the special issue on applications of financial engineering in operations, production, services, logistics, and management," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(7), pages 601-602, October.
  41. Xiaodong Xu & John R. Birge, 2006. "Equity valuation, production, and financial planning: A stochastic programming approach," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(7), pages 641-655, October.
  42. Joyce W. Yen & John R. Birge, 2006. "A Stochastic Programming Approach to the Airline Crew Scheduling Problem," Transportation Science, INFORMS, vol. 40(1), pages 3-14, February.
  43. Grasman, Scott E. & Olsen, Tava Lennon & Birge, John R., 2005. "Finite buffer polling models with routing," European Journal of Operational Research, Elsevier, vol. 165(3), pages 794-809, September.
  44. Supatgiat, Chonawee & Zhang, Rachel Q & Birge, John R, 2001. "Equilibrium Values in a Competitive Power Exchange Market," Computational Economics, Springer;Society for Computational Economics, vol. 17(1), pages 93-121, February.
  45. Samer Takriti & John R. Birge, 2000. "Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs," Operations Research, INFORMS, vol. 48(1), pages 91-98, February.
  46. L. Dai & C. H. Chen & J. R. Birge, 2000. "Convergence Properties of Two-Stage Stochastic Programming," Journal of Optimization Theory and Applications, Springer, vol. 106(3), pages 489-509, September.
  47. J. R. Birge & L. Qi & Z. Wei, 1998. "Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function," Journal of Optimization Theory and Applications, Springer, vol. 97(2), pages 357-383, May.
  48. John R. Birge & Charles H. Rosa, 1996. "Incorporating Investment Uncertainty into Greenhouse Policy Models," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 79-89.
  49. John R. Birge & Marilyn J. Maddox, 1995. "Bounds on Expected Project Tardiness," Operations Research, INFORMS, vol. 43(5), pages 838-850, October.
  50. Birge, John R. & Rosa, Charles H., 1995. "Modeling investment uncertainty in the costs of global CO2 emission policy," European Journal of Operational Research, Elsevier, vol. 83(3), pages 466-488, June.
  51. John R. Birge & James K. Ho, 1993. "Optimal Flows in Stochastic Dynamic Networks with Congestion," Operations Research, INFORMS, vol. 41(1), pages 203-216, February.
  52. James C. Bean & John R. Birge & John Mittenthal & Charles E. Noon, 1991. "Matchup Scheduling with Multiple Resources, Release Dates and Disruptions," Operations Research, INFORMS, vol. 39(3), pages 470-483, June.
  53. J. Birge & J. B. G. Frenk & J. Mittenthal & A. H. G. Rinnooy Kan, 1990. "Single‐machine scheduling subject to stochastic breakdowns," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(5), pages 661-677, October.
  54. John R. Birge & Stephen M. Pollock, 1989. "Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System," Operations Research, INFORMS, vol. 37(5), pages 769-779, October.
  55. John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
  56. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
  57. James C. Bean & John R. Birge & Robert L. Smith, 1987. "Aggregation in Dynamic Programming," Operations Research, INFORMS, vol. 35(2), pages 215-220, April.
  58. John R. Birge, 1985. "Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs," Operations Research, INFORMS, vol. 33(5), pages 989-1007, October.
  59. James C. Bean & John R. Birge, 1980. "Reducing Travelling Costs and Player Fatigue in the National Basketball Association," Interfaces, INFORMS, vol. 10(3), pages 98-102, June.
    RePEc:inm:ormoor:v:12:y:1987:i:1:p:149-162 is not listed on IDEAS
    RePEc:inm:ormoor:v:14:y:1989:i:4:p:745-759 is not listed on IDEAS
    RePEc:inm:ormoor:v:18:y:1993:i:4:p:982-1005 is not listed on IDEAS
    RePEc:inm:orijoc:v:9:y:1997:i:2:p:111-133 is not listed on IDEAS
    RePEc:inm:oropre:v:67:y:2019:i:4:p:1069-1089 is not listed on IDEAS
    RePEc:inm:ormnsc:v:64:y:2018:i:8:p:3667-3689 is not listed on IDEAS
    RePEc:inm:orited:v:5:y:2004:i:1:p:56-66 is not listed on IDEAS
    RePEc:inm:ormoor:v:43:y:2018:i:1:p:1-28 is not listed on IDEAS
    RePEc:inm:ormsom:v:2:y:2000:i:1:p:19-31 is not listed on IDEAS

Chapters

  1. John R. Birge, 2010. "The Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization," International Series in Operations Research & Management Science, in: ManMohan S. Sodhi & Christopher S. Tang (ed.), A Long View of Research and Practice in Operations Research and Management Science, chapter 0, pages 23-33, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FDG: Financial Development and Growth (2) 2021-10-18 2021-10-18
  2. NEP-MAC: Macroeconomics (2) 2021-10-18 2021-10-18
  3. NEP-COM: Industrial Competition (1) 2019-05-06
  4. NEP-ENE: Energy Economics (1) 2015-11-01
  5. NEP-FIN: Finance (1) 2002-11-18
  6. NEP-HEA: Health Economics (1) 2020-10-05
  7. NEP-IND: Industrial Organization (1) 2002-11-18
  8. NEP-MIC: Microeconomics (1) 2019-05-06
  9. NEP-PAY: Payment Systems and Financial Technology (1) 2019-05-06
  10. NEP-REG: Regulation (1) 2019-05-06
  11. NEP-RMG: Risk Management (1) 2021-10-18

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