John M. Mulvey

发表

Solving robust optimization models in finance

John M. Mulvey, J. Mulvey, 1996, IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr).

Applying the progressive hedging algorithm to stochastic generalized networks

John M. Mulvey, Hercules Vladimirou, J. Mulvey, 1991, Ann. Oper. Res..

Pivot Strategies for Primal-Simplex Network Codes

John M. Mulvey, J. Mulvey, 1978, JACM.

Computerized Scheduling and Planning.

John M. Mulvey, James S. Dyer, 1977 .

Parameter estimation in stochastic scenario generation systems

Bala Shetty, John M. Mulvey, Daniel P. Rosenbaum, 1999, Eur. J. Oper. Res..

Reducing the US Treasury's Taxpayer Data Base by Optimization

John M. Mulvey, J. Mulvey, 1980 .

Financial planning via multi-stage stochastic optimization

Bala Shetty, John M. Mulvey, J. Mulvey, 2004, Comput. Oper. Res..

Applying Multi-Stage Stochastic Programs to Defined-Benefit Pension Plans in the U.S.

John M. Mulvey, Woo Chang Kim, J. Mulvey, 2009 .

Solving multistage stochastic networks: An application of scenario aggregation

John M. Mulvey, Hercules Vladimirou, 1991, Networks.

Contaminated groundwater remediation design using simulation, optimization, and sensitivity theory: 1. Model development

John M. Mulvey, Eric F. Wood, George F. Pinder, 1988 .

Evaluating Mathematical Programming Techniques

John M. Mulvey, J. Mulvey, 1982 .

Robust Optimization of Large-Scale Systems

Robert J. Vanderbei, John M. Mulvey, Stavros A. Zenios, 1995, Oper. Res..

A diagonal quadratic approximation method for linear multistage stochastic programming problems

John M. Mulvey, Andrzej Ruszczyński, A. Ruszczynski, 1992 .

Vectorization and multitasking of nonlinear network programming algorithms

John M. Mulvey, Stavros A. Zenios, S. Zenios, 1988, Math. Program..

Balancing large social accounting matrices with nonlinear network programming

John M. Mulvey, Stavros A. Zenios, Arne Drud, 1989, Networks.

Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure

John M. Mulvey, David F. Shanno, Irvin Lustig, 1993, INFORMS J. Comput..

An evaluation of mathematical programming and minicomputers

Darwin Klingman, John M. Mulvey, Joyce Elam, 1979 .

Accountability and computer decision systems

John M. Mulvey, Deborah G. Johnson, Deborah G. Johnson, 1995, CACM.

A distributed algorithm for convex network optimization problems

John M. Mulvey, Stavros A. Zenios, 1988, Parallel Comput..

Applying Optimization Technology to Portfolio Management

John M. Mulvey, 2004 .

A diagonal quadratic approximation method for large scale linear programs

John M. Mulvey, Andrzej Ruszczynski, A. Ruszczynski, 1992, Oper. Res. Lett..

Optimal savings management for individuals with defined contribution pension plans

John M. Mulvey, Agnieszka Karolina Konicz, J. Mulvey, 2015, Eur. J. Oper. Res..

Multi-Stage Financial Planning Systems

John M. Mulvey, 1994 .

Strategies in Modeling: A Personnel Scheduling Example

John M. Mulvey, J. Mulvey, 1979 .

Financial Optimization

Bala Shetty, John M. Mulvey, 2009, Encyclopedia of Optimization.

Preface

Hiroshi Konno, David G. Luenberger, John M. Mulvey, 1993, Annals of Operations Research.

An Asset and Liability Management System for Towers Perrin-Tillinghast

John M. Mulvey, Gordon Gould, Clive Morgan, 2000, Interfaces.

Dynamic asset allocation for varied financial markets under regime switching framework

John M. Mulvey, Woo Chang Kim, Geum Il Bae, 2014, Eur. J. Oper. Res..

A New Scenario Decomposition Method for Large-Scale Stochastic Optimization

John M. Mulvey, Andrzej Ruszczynski, A. Ruszczynski, 1995, Oper. Res..

Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP

John M. Mulvey, Stavros A. Zenios, S. Zenios, 1986, Oper. Res..

On Reporting Computational Experiments with Mathematical Software

John M. Mulvey, Ron S. Dembo, Harlan P. Crowder, 1979, TOMS.

Using large-scale mathematical programming to construct the U.S. Statistics of Income file

John M. Mulvey, Sally Blount White, Sally Blount, 1985 .

Stratified filtered sampling in stochastic optimization

John E. Mitchell, John M. Mulvey, Thomas R. Willemain, 2000, Adv. Decis. Sci..

Machine Learning and Financial Planning

John M. Mulvey, J. Mulvey, 2017, IEEE Potentials.

Computers in the government: Modeling and policy design

John M. Mulvey, Sally Blount White, 1987 .

Testing of a large-scale network optimization program

John M. Mulvey, J. Mulvey, 1978, Math. Program..

Coal Conference Participants

John M. Mulvey, J. Mulvey, 1982 .

Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network

Jing Ye, Yifan Sun, John M. Mulvey, 2020 .

OR Practice - Large-Scale Nonlinear Network Models and Their Application

John M. Mulvey, Stavros A. Zenios, Ron S. Dembo, 1989, Oper. Res..

OR PRACTICE - Assisting Defined-Benefit Pension Plans

Frank J. Fabozzi, John M. Mulvey, Koray D. Simsek, 2008, Oper. Res..

Reporting computational experiments in mathematical programming

John M. Mulvey, Ron S. Dembo, Harlan P. Crowder, 1978, Math. Program..

An Integrated Optimization/Information System for Academic Departmental Planning

John M. Mulvey, James S. Dyer, 1976 .

Linking strategic and tactical planning systemsfor asset and liability management

John M. Mulvey, Chris Madsen, François Morin, 1999, Ann. Oper. Res..

Guidelines for Reporting Computational Experiments in Mathematical Programming

John M. Mulvey, Ron S. Dembo, Harlan Crowder, 1978 .

Formulating Two-Stage Stochastic Programs for Interior Point Methods

John M. Mulvey, Irvin Lustig, Tamra J. Carpenter, 1991, Oper. Res..

Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives

John M. Mulvey, David F. Shanno, Irvin Lustig, 1993, SIAM J. Optim..

Restarting Strategies for the DQA Algorithm

John M. Mulvey, Andrzej Ruszczyński, Adam J. Berger, 1994 .

Simulation for risk management: risk management of a P/C insurance company scenario generation, simulation and optimization

John M. Mulvey, Hafize G. Erkan, 2003, WSC '03.

Advances in nonlinear network models and algorithms

John M. Mulvey, 1989 .

Designing optimal strategies for contaminated groundwater remediation

John M. Mulvey, George F. Pinder, David P. Ahlfeld, 1986 .

Solving Large Scale Generalized Networks

John M. Mulvey, Stavros A. Zenios, S. Zenios, 1985 .

Robust Optimization on PC Supercomputers

John M. Mulvey, J. Mulvey, 1996, Applications on Advanced Architecture Computers.

Solving Dynamic Stochastic Control Problems in Finance Using Tabu Search with Variable Scaling

John M. Mulvey, Fred Glover, Kjetil Høyland, 1996 .

Integrative Population Analysis for Better Solutions to Large-Scale Mathematical Programs

John M. Mulvey, Fred Glover, Dawei Bai, 1998 .

Introduction to financial optimization: Mathematical Programming Special Issue

John M. Mulvey, J. Mulvey, 2001, Math. Program..

Nonlinear network programming on a vector supercomputer (abstract)

John M. Mulvey, Stavros A. Zenios, 1986, CSC '86.

Robust Optimization of Large-Scale Systems: An Emerging New Technology.

Robert J. Vanderbei, John M. Mulvey, 1995 .

Integrating expert systems and mathematical programming: An example in infrastructure management

John M. Mulvey, Erik H. Vanmarcke, Hans H. Erickson, 1989 .

An Extension of the DQA Algorithm to Convex Stochastic Programs

John M. Mulvey, Andrzej Ruszczynski, Adam J. Berger, 1994, SIAM J. Optim..

Nonlinear programming on generalized networks

John M. Mulvey, Stavros A. Zenios, Ron S. Dembo, 1987, TOMS.

MUSBO: Model-based Uncertainty Regularized and Sample Efficient Batch Optimization for Deployment Constrained Reinforcement Learning pdf

H. Vincent Poor, John M. Mulvey, Jason D. Lee, 2021, ArXiv.

Factor Momentum and Regime-Switching Overlay Strategy

John M. Mulvey, Junhan Gu, 2021, The Journal of Financial Data Science.

A Machine Learning Approach in Regime-Switching Risk Parity Portfolios

John M. Mulvey, A. Sinem Uysal, J. Mulvey, 2021 .

Dynamic Diversification of Fixed Income Portfolios

John M. Mulvey, Stavros A. Zenios, S. Zenios, 1994 .

Combining physical containment with optimal withdrawal for contaminated groundwater remediation

John M. Mulvey, George F. Pinder, David P. Ahlfeld, 1987 .

25. Decentralized Risk Management for Global Property and Casualty Insurance Companies

John M. Mulvey, John M. Mulvey, Hafize G. Erkan, 2005, Applications of Stochastic Programming.

Network models and associated applications

Darwin Klingman, John M. Mulvey, T. E. Baker, 1981 .

Large-Scale Optimization Modeling at the US Treasury Department: An Update

John M. Mulvey, J. Mulvey, 1985 .

Applying CVaR for decentralized risk management of financial companies

John M. Mulvey, Hafize G. Erkan, J. Mulvey, 2006 .

Computer Modeling for State Use: Implications for Professional Responsibility

John M. Mulvey, J. Mulvey, 1983, IEEE technology & society magazine.

Identifying Economic Regimes: Reducing Downside Risks for University Endowments and Foundations

John M. Mulvey, Han Liu, Han Liu, 2016, The Journal of Portfolio Management.

Applying a Stochastic Financial Planning System to an Individual: Immediate or Deferred Life Annuities?

John M. Mulvey, Agnieszka Karolina Konicz, J. Mulvey, 2013, The Journal of Retirement.

Evaluating style investment—Does a fund market defined along equity styles add value?

John M. Mulvey, Woo Chang Kim, J. Mulvey, 2009 .

Dynamic Financial Analysis for Multinational Insurance Companies

John M. Mulvey, François Morin, J. Mulvey, 2008 .

Modeling and Visualization for Polymers, Surfaces and Biomolecules

Robert J. Vanderbei, John M. Mulvey, 1997 .

Focusing on the worst state for robust investing

Frank J. Fabozzi, John M. Mulvey, Woo Chang Kim, 2015 .

An Investment Model via Regime-Switching Economic Indicators

John M. Mulvey, Yonggan Zhao, J. Mulvey, 2010 .