Items where Author is "Wallace, Stein W"

Journal Article

Maggioni, Francesca and Wallace, Stein W (2012) Analyzing the quality of the expected value solution in stochastic programming. Annals of Operations Research, 200 (1). ISSN 0254-5330

Thapalia, Biju K and Wallace, Stein W and Kaut, Michal and Crainic, Teodor G (2012) Single source single-commodity stochastic network design. Computational Management Science, 9 (1). pp. 139-160. ISSN 1619-6988

Vaagen, Hajnalka and Wallace, Stein W and Kaut, Michal (2011) Modelling consumer directed substitution. International Journal of Production Economics, 134 (2). pp. 388-397. ISSN 0925-5273

Crainic, Teodor G and Fu, Xiaorui and Gendreau, Michel and Rei, Walter and Wallace, Stein W (2011) Progressive hedging-based meta-heuristics for stochastic network design. Networks, 58 (2). pp. 114-124. ISSN 0028-3045

Kaut, Michal and Wallace, Stein W (2011) Shape-based scenario generation using copulas. Computational Management Science, 8 (1-2). pp. 181-199. ISSN 1619-6988

Vaagen, Hajnalka and Wallace, Stein W and Kaut, Michal (2011) The value of numerical models in quick response assortment planning. Production Planning and Control, 22 (3). pp. 221-236. ISSN 0953-7287

Wallace, Stein W (2010) Stochastic programming and the option of doing it differently. Annals of Operations Research, 177 (1). pp. 3-8. ISSN 0254-5330

Aboudi, Ronny and Thon, Dominique and Wallace, Stein W (2010) Inequality comparisons when the populations differ in size. Journal of Economic Inequality, 8 (1). pp. 47-70. ISSN 1569-1721

Aas, Bjørnar and Wallace, Stein W (2010) Management of logistics planning. International Journal of Information Systems and Supply Chain Management, 3 (3). pp. 1-17. ISSN 1935-5734

Aas, Bjørnar and Halskau, Øyvind and Wallace, Stein W (2009) The role of supply vessels in offshore logistics. Maritime Economics and Logistics, 11 (3). pp. 302-325. ISSN 1479-2931

Lium, Arnt-Gunnar and Crainic, Teodor G and Wallace, Stein W (2009) A study of demand stochasticity in service network design. Transportation Science, 43 (2). pp. 144-157. ISSN 1526-5447

Thapalia, Biju K and Wallace, Stein W and Kaut, Michal (2009) Using inventory to handle risks in the supply of oil to Nepal. International Journal of Business Performance and Supply Chain Modelling, 1 (1). pp. 41-60. ISSN 1758-941X

Vaagen, Hajnalka and Wallace, Stein W (2008) Product variety arising from hedging in the fashion supply chains. International Journal of Production Economics, 114 (2). pp. 431-455. ISSN 0925-5273

Lium, Arnt-Gunnar and Crainic, Teodor Gabriel and Wallace, Stein W (2007) Correlations in stochastic programming : a case from stochastic service network design. Asia-Pacific Journal of Operational Research, 24 (2). pp. 161-179. ISSN 0217-5959

Kaut, Michal and Wallace, Stein W (2007) Evaluation of scenario-generation methods for stochastic programming. Pacific Journal of Optimization, 3 (2). pp. 257-271.

Kaut, Michal and Vladimirou, Hercules and Wallace, Stein W and Zenios, Stavros (2007) Stability analysis of portfolio management with conditional value-at-risk. Quantitative Finance, 7 (4). pp. 397-409. ISSN 1469-7688

Haugen, Kjetil K and Wallace, Stein W (2006) Stochastic programming : potential hazards when random variables reflect market interaction. Annals of Operations Research, 142 (1). pp. 121-127. ISSN 0254-5330

Wallace, Stein W and Philpott, Andy and Pettersen, Erling (2005) An electricity market game between consumers, retailers and network operators. Decision Support Systems, 40 (3-4). pp. 427-438. ISSN 0167-9236

Hoyland, Kjetil and Ranberg, Erik and Wallace, Stein W (2005) Developing and implementing a stochastic decision-support model within an organizational context : The experience. The Journal of Risk Finance, 6 (1). pp. 40-46. ISSN 1526-5943

Higle, Julia and Wallace, Stein W (2003) Sensitivity analysis and uncertainty in linear programming. Interfaces, 33 (4). pp. 53-60. ISSN 0092-2102

Fleten, Stein-Erik and Hoyland, Kjetil and Wallace, Stein W (2002) The performance of stochastic dynamic and xed mix portfolio models. European Journal of Operational Research, 140 (1). pp. 37-49. ISSN 0377-2217

Wallace, Stein W and Higle, Julia (2002) Managing risk in the new power business - a sequel. IEEE Computer Applications in Power. pp. 12-19.

Detlefsen, Nina and Wallace, Stein W (2002) The simplex algorithm for multicommodity networks. Networks, 39 (1). pp. 15-28. ISSN 0028-3045

Hoyland, Kjetil and Wallace, Stein W (2001) Analyzing legal regulations in the Norwegian life insurance business using a multistage asset liability management model. European Journal of Operational Research, 134 (2). pp. 293-308. ISSN 0377-2217

Hoyland, Kjetil and Wallace, Stein W (2001) Generating scenario trees for multi-stage decision problems. Management Science, 47 (2). pp. 295-307. ISSN 0025-1909

Wallace, Stein W (2000) Decision making under uncertainty : is sensitivity analysis of any use? Operations Research, 48 (1). pp. 20-25. ISSN 0030-364X

Wallace, Stein W and Benyoucef, Lyes and Frein, Yannick and Penz, Bernard (2000) Resolution d'un probleme d'ordonnancement dynamique dans un contexte de "livraison synchone" : cas troisproduits. Journal Européen des Systèmes Automatisés, 34. pp. 1253-1276.

Tomasgard, Asgeir and Audestad, Jan A and Dye, Shane and Stougie, Leen and van der Vlerk, Maarten and Wallace, Stein W (1998) Modelling aspects of distributed processing in telecommunications networks. Annals of Operations Research, 82 (1). pp. 161-184. ISSN 0254-5330

Dye, Shane and Tomasgard, Asgeir and Wallace, Stein W (1998) Feasibility in transportation networks with supply eating arcs. Networks, 31 (3). pp. 165-176. ISSN 0028-3045

Ghannadan, Saied and Wallace, Stein W (1996) Feasibility in uncapacitated networks : the effect of individual arcs and nodes. Annals of Operations Research, 64 (1). pp. 197-210. ISSN 0254-5330

Wallace, Stein W and Gassmann, Horand I (1996) Solving linear programs with multiple right-hand sides: pricing and ordering schemes. Annals of Operations Research, 64. pp. 237-259. ISSN 0254-5330

Wallace, Stein W and Wets, Roger J-B (1995) Preprocessing in stochastic programming : the case of capacitated networks. ORSA Journal on Computing, 7. pp. 44-62.

Jornsten, Kurt and Wallace, Stein W (1993) Overcoming the (apparent) problem of inconsistency in O-D matrix estimations. Transportation Science, 27 (4). pp. 374-380. ISSN 1526-5447

Wallace, Stein W and Wets, Roger J-B (1993) The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Mathematical Programming, 62 (1-3). pp. 215-222. ISSN 0025-5610

Wallace, Stein W and Yan, Tiecheng (1993) Bounding multistage stochastic linear programs from above. Mathematical Programming, 61. pp. 111-130. ISSN 0025-5610

Wallace, Stein W and Wets, Roger J-B (1992) Preprocessing in stochastic programming : the case of linear programs. ORSA Journal on Computing, 4. pp. 45-59.

Wallace, Stein W and Helgason, Thorkell (1991) Structural properties of the progressive hedging algorithm. Annals of Operations Research, 31. pp. 445-456. ISSN 0254-5330

Contribution in Book/Report/Proceedings

Vaagen, Hajnalka and Wallace, Stein W (2010) The value of information in quick response supply chains : an assortment planning view. In: Innovative quick response programs in logistics and supply chain management :. International Handbooks on Information Systems . Springer, Berlin, pp. 91-121. ISBN 9783642043123

Fleten, Stein-Erik and Wallace, Stein W (2009) Delta-hedging a hydropower plant using stochastic programming. In: Optimization in the energy industry :. Springer, Berlin, pp. 507-524. ISBN 9783540889649

Foulds, Leslie and Wallace, Stein W and Wilson, John and West, Martin (2007) Integer programming models of bookmobile routing. In: Aspects of mathematical modelling : applications in science, medicine, economics and management. Birkhauser, Boston, pp. 305-320. ISBN 978-3-7643-8590-3

Wallace, Stein W and Høyland, Kjetil (2007) Stochastic programming models for strategic and tactical asset allocation : a study from Norwegian life insurance. In: Handbook of Asset and Liability Management :. Elsevier, London, New York and Amsterdam, pp. 591-625. ISBN 9780444532480

Wallace, Stein W and Fleten, Stein-Erik (2003) Stochastic programming models in energy. In: Stochastic Programming :. (Handbooks in Operations Research and Management Science) . Elsevier, London, New York and Amsterdam, pp. 637-677. ISBN 9780444508546

Fleten, Stein-Erik and Wallace, Stein W and Ziemba, William (2002) Hedging electricity portfolios via stochastic programming. In: Decision making under uncertainty : energy and power. The IMA Volumes in Mathematics and its Applications . Springer, New York, pp. 71-93. ISBN 0387954651

Wallace, Stein W (2001) Preprocessing in stochastic programming. In: Encyclopedia of Optimization :. Springer, Berlin, pp. 2030-2033.

Wallace, Stein W and Edirisinghe, Chanaka (2001) Stochastic programs with recourse : upper bounds. In: Encyclopedia of optimization :. Springer, Berlin, pp. 2520-2524.

Book/Report/Proceedings

Wallace, Stein W and Olafsson, Snjolfur (1994) The Nordic fisheries management model. The Nordic Council of Ministers, Copenhagen. ISBN 9789291204038

Kall, Peter and Wallace, Stein W (1994) Stochastic programming. John Wiley and Sons Ltd, Chichester. ISBN 9780471951087