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Research

Professor Stein W. Wallace

Formerly at Lancaster University

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  1. 2022
  2. Published

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 31/01/2022, In: Mathematical Programming. 191, 1, p. 141-182 42 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2018
  4. Published

    Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

    Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. 2016
  6. Published

    Synergy of smart grids and hybrid distributed generation on the value of energy storage

    Crespo Del Granado, P., Pang, Z. & Wallace, S. W., 15/05/2016, In: Applied Energy. 170, p. 476-488 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    The impact of wind uncertainty on the strategic valuation of distributed electricity storage

    Crespo Del Granado, P., Wallace, S. W. & Pang, Z., 01/2016, In: Computational Management Science. 13, 1, p. 5-27 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    Appraising redundancy in facility layout

    Zhao, Y. & Wallace, S. W., 2016, In: International Journal of Production Research. 54, 3, p. 665-679 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. 2015
  10. E-pub ahead of print

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 11/2015, (E-pub ahead of print) In: arxiv.org.

    Research output: Contribution to Journal/Magazine › Journal article

  11. Published

    Distributionally robust multi-item newsvendor problems with multimodal demand distributions

    Hanasusanto, G. A., Kuhn, D., Wallace, S. W. & Zymler, S., 24/08/2015, In: Mathematical Programming. 152, 1-2, p. 1-32 32 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. 2014
  13. Published

    Airfreight forwarder’s shipment planning under uncertainty: a two-stage stochastic programming approach

    Van Hui, Y., Gao, J., Leung, L. & Wallace, S. W., 06/2014, In: Transportation Research Part E: Logistics and Transportation Review. 66, p. 83-102 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. Published

    The value of electricity storage in domestic homes: a smart grid perspective

    Crespo Del Granado, P., Pang, Z. & Wallace, S. W., 06/2014, In: Energy Systems. 5, 2, p. 211-232 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    Stochastic service network design with rerouting

    Bai, R., Wallace, S. W., Li, J. & Chong, A. Y.-L., 02/2014, In: Transportation Research Part B: Methodological. 60, p. 50-65 16 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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