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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

  16. 2013
  17. Published

    Planning vessel air emission regulations compliance under uncertainty

    Balland, O., Erikstad, S. O., Fagerholt, K. & Wallace, S. W., 09/2013, In: Journal of Marine Science and Technology. 18, 3, p. 349-357 9 p.

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

  18. Published

    Facility layout design with random demand and capacitated machines

    Zhao, Y. & Wallace, S. W., 2013.

    Research output: Working paper

  19. Published

    Integrated facility layout design and flow assignment problem under uncertainty

    Zhao, Y. & Wallace, S. W., 2013, Lancaster: Department of Management Science, Lancaster University.

    Research output: Working paper

  20. 2012
  21. Published

    Analyzing the quality of the expected value solution in stochastic programming

    Maggioni, F. & Wallace, S. W., 11/2012, In: Annals of Operations Research. 200, 1

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

  22. Published

    Single-commodity network design with random edge capacities

    Thapalia, B. K., Crainic, T. G., Kaut, M. & Wallace, S. W., 07/2012, In: European Journal of Operational Research. 220, 2, p. 394-403 10 p.

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

  23. Published

    Single source single-commodity stochastic network design

    Thapalia, B. K., Wallace, S. W., Kaut, M. & Crainic, T. G., 02/2012, In: Computational Management Science. 9, 1, p. 139-160 12 p.

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

  24. Published

    Modeling With Stochastic Programming

    King, A. J. & Wallace, S. W., 2012, Berlin: Springer. 173 p. (Operations Research and Financial Engineering)

    Research output: Book/Report/Proceedings › Book

  25. 2011
  26. Published

    Flexibility, information structure, option, and market power in robust supply chains

    Wallace, S. W. & Choi, T. M., 12/2011, In: International Journal of Production Economics. 134, 2, p. 284-288 5 p.

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

  27. Published

    Modelling consumer directed substitution

    Vaagen, H., Wallace, S. W. & Kaut, M., 12/2011, In: International Journal of Production Economics. 134, 2, p. 388-397

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

  28. Published

    Progressive hedging-based meta-heuristics for stochastic network design

    Crainic, T. G., Fu, X., Gendreau, M., Rei, W. & Wallace, S. W., 09/2011, In: Networks. 58, 2, p. 114-124 11 p.

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

  29. Published

    Single-commodity stochastic network design with multiple sources and sinks

    Thapalia, B. K., Crainic, T. G., Kaut, M. & Wallace, S. W., 08/2011, In: Information Systems and Operational Research . 49, 3, p. 193-211 19 p.

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

  30. Published

    Challenges in apparel production planning and control

    Wallace, S. W. & Choi, T.-M., 04/2011, In: Production Planning and Control. 22, 3, p. 209 1 p.

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

  31. Published

    Shape-based scenario generation using copulas

    Kaut, M. & Wallace, S. W., 04/2011, In: Computational Management Science. 8, 1-2, p. 181-199 19 p.

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

  32. Published

    The value of numerical models in quick response assortment planning

    Vaagen, H., Wallace, S. W. & Kaut, M., 2011, In: Production Planning and Control. 22, 3, p. 221-236 16 p.

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

  33. 2010
  34. Published

    Stochastic programming and the option of doing it differently

    Wallace, S. W., 06/2010, In: Annals of Operations Research. 177, 1, p. 3-8 6 p.

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

  35. Published

    Inequality comparisons when the populations differ in size

    Aboudi, R., Thon, D. & Wallace, S. W., 03/2010, In: Journal of Economic Inequality. 8, 1, p. 47-70 24 p.

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

  36. Published

    Management of logistics planning

    Aas, B. & Wallace, S. W., 2010, In: International Journal of Information Systems and Supply Chain Management. 3, 3, p. 1-17 17 p.

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

  37. Published

    The value of information in quick response supply chains: an assortment planning view

    Vaagen, H. & Wallace, S. W., 2010, Innovative quick response programs in logistics and supply chain management. Cheng, T. C. E. & Choi, T.-M. (eds.). Berlin: Springer, p. 91-121 31 p. (International Handbooks on Information Systems).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  38. 2009
  39. Published

    The role of supply vessels in offshore logistics

    Aas, B., Halskau, Ø. & Wallace, S. W., 09/2009, In: Maritime Economics and Logistics. 11, 3, p. 302-325 24 p.

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

  40. Published

    A study of demand stochasticity in service network design

    Lium, A.-G., Crainic, T. G. & Wallace, S. W., 05/2009, In: Transportation Science. 43, 2, p. 144-157 14 p.

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

  41. Published

    Delta-hedging a hydropower plant using stochastic programming

    Fleten, S.-E. & Wallace, S. W., 2009, Optimization in the energy industry. Kallrath, J., Pardalos, P. M., Rebennack, S. & Scheidt, M. (eds.). Berlin: Springer, p. 507-524 18 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  42. Published

    Using inventory to handle risks in the supply of oil to Nepal

    Thapalia, B. K., Wallace, S. W. & Kaut, M., 2009, In: International Journal of Business Performance and Supply Chain Modelling. 1, 1, p. 41-60 20 p.

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

  43. 2008
  44. Published

    Product variety arising from hedging in the fashion supply chains

    Vaagen, H. & Wallace, S. W., 08/2008, In: International Journal of Production Economics. 114, 2, p. 431-455 25 p.

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

  45. 2007
  46. Published

    Correlations in stochastic programming: a case from stochastic service network design

    Lium, A.-G., Crainic, T. G. & Wallace, S. W., 04/2007, In: Asia-Pacific Journal of Operational Research. 24, 2, p. 161-179 19 p.

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

  47. Published

    Evaluation of scenario-generation methods for stochastic programming

    Kaut, M. & Wallace, S. W., 2007, In: Pacific Journal of Optimization. 3, 2, p. 257-271 15 p.

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

  48. Published

    Integer programming models of bookmobile routing

    Foulds, L., Wallace, S. W., Wilson, J. & West, M., 2007, Aspects of mathematical modelling: applications in science, medicine, economics and management. Hosking, R. J. & Venturino, E. (eds.). Boston: Birkhauser, p. 305-320 16 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  49. Published

    Stability analysis of portfolio management with conditional value-at-risk

    Kaut, M., Vladimirou, H., Wallace, S. W. & Zenios, S., 2007, In: Quantitative Finance. 7, 4, p. 397-409 13 p.

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

  50. Published

    Stochastic programming models for strategic and tactical asset allocation: a study from Norwegian life insurance

    Wallace, S. W. & Høyland, K., 2007, Handbook of Asset and Liability Management. London, New York and Amsterdam: Elsevier, Vol. 2. p. 591-625 35 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  51. 2006
  52. Published

    Stochastic programming: potential hazards when random variables reflect market interaction

    Haugen, K. K. & Wallace, S. W., 02/2006, In: Annals of Operations Research. 142, 1, p. 121-127 7 p.

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

  53. Published

    Optimization model for a livestock collection problem

    Wallace, S. W., Gribkovskaia, I., Gullberg, B. O. & Hovden, K. J., 2006, In: International Journal of Physical Distribution and Logistics Management. 36, 2, p. 136-152 17 p.

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

  54. 2005
  55. Published

    An electricity market game between consumers, retailers and network operators

    Wallace, S. W., Philpott, A. & Pettersen, E., 10/2005, In: Decision Support Systems. 40, 3-4, p. 427-438 12 p.

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

  56. Published

    Applications of Stochastic Programming (MPS-SIAM Series in Optimization)

    Wallace, S. W. & Ziemba, W., 2005, Philadelphia: Society for Industrial Mathematics.

    Research output: Book/Report/Proceedings › Book

  57. Published

    Developing and implementing a stochastic decision-support model within an organizational context: The experience

    Hoyland, K., Ranberg, E. & Wallace, S. W., 2005, In: The Journal of Risk Finance. 6, 1, p. 40-46 7 p.

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

  58. 2004
  59. Published

    Equity in dyads: the notion of more equitable

    Wallace, S. W. & Thon, D., 05/2004, In: Rationality and Society. 16, 2, p. 191-224 34 p.

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

  60. Published

    Dalton transfers, inequality and altruism

    Thon, D. & Wallace, S. W., 2004, In: Social Choice and Welfare. 22, 3, p. 447-465 19 p.

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

  61. Published

    Developing and implementing a stochastic decision-support model within an organizational context:part II -The organization

    Wallace, S. W., Høyland, K. & Ranberg, E., 2004, In: The Journal of Risk Finance. 5, p. 58-63 6 p.

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

  62. 2003
  63. Published

    Sensitivity analysis and uncertainty in linear programming

    Higle, J. & Wallace, S. W., 07/2003, In: Interfaces. 33, 4, p. 53-60 8 p.

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

  64. Published

    A heuristic for moment-matching scenario generation

    Høyland, K., Kaut, M. & Wallace, S. W., 02/2003, In: Computational Optimization and Applications. 24, 2-3, p. 169-185 17 p.

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

  65. Published

    Developing and implementing a stochastic decision-support model within an organizational context: Part I - The model

    Wallace, S. W., Høyland, K. & Ranberg, E., 2003, In: The Journal of Risk Finance. 4, p. 55-60 6 p.

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

  66. Published

    Stochastic programming models in energy

    Wallace, S. W. & Fleten, S.-E., 2003, Stochastic Programming . London, New York and Amsterdam: Elsevier, p. 637-677 41 p. ((Handbooks in Operations Research and Management Science)).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  67. 2002
  68. Published

    The performance of stochastic dynamic and xed mix portfolio models

    Fleten, S.-E., Hoyland, K. & Wallace, S. W., 1/07/2002, In: European Journal of Operational Research. 140, 1, p. 37-49 13 p.

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

  69. Published

    Hedging electricity portfolios via stochastic programming

    Fleten, S.-E., Wallace, S. W. & Ziemba, W., 2002, Decision making under uncertainty : energy and power. Greengard, C. & Ruszczyński, A. (eds.). New York: Springer, p. 71-93 22 p. (The IMA Volumes in Mathematics and its Applications; vol. 28).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  70. Published

    Managing risk in the new power business - a sequel

    Wallace, S. W. & Higle, J., 2002, In: IEEE Computer Applications in Power. p. 12-19 8 p.

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

  71. Published

    The simplex algorithm for multicommodity networks

    Detlefsen, N. & Wallace, S. W., 2002, In: Networks. 39, 1, p. 15-28 14 p.

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

  72. 2001
  73. Published

    Analyzing legal regulations in the Norwegian life insurance business using a multistage asset liability management model

    Hoyland, K. & Wallace, S. W., 16/10/2001, In: European Journal of Operational Research. 134, 2, p. 293-308 16 p.

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

  74. Published

    Generating scenario trees for multi-stage decision problems

    Hoyland, K. & Wallace, S. W., 02/2001, In: Management Science. 47, 2, p. 295-307 13 p.

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

  75. Published

    Preprocessing in stochastic programming

    Wallace, S. W., 2001, Encyclopedia of Optimization. Floudas , C. A. & Pardalos, P. M. (eds.). Berlin: Springer, p. 2030-2033 4 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  76. Published

    Stochastic programs with recourse: upper bounds

    Wallace, S. W. & Edirisinghe, C., 2001, Encyclopedia of optimization. Berlin: Springer, p. 2520-2524 5 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  77. 2000
  78. Published

    Improving project cost estimation by taking into account managerial flexibility

    Jørgensen, T. & Wallace, S. W., 1/12/2000, In: European Journal of Operational Research. 127, 2, p. 239-251 13 p.

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

  79. Published

    Scenarios for multistage stochastic programs

    Dupacova, J., Consigli, G. & Wallace, S. W., 12/2000, In: Annals of Operations Research. 100, 1-4, p. 25-53 29 p.

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

  80. Published

    Decision making under uncertainty: is sensitivity analysis of any use?

    Wallace, S. W., 2000, In: Operations Research. 48, 1, p. 20-25 6 p.

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

  81. Published

    Resolution d'un probleme d'ordonnancement dynamique dans un contexte de "livraison synchone": cas troisproduits

    Wallace, S. W., Benyoucef, L., Frein, Y. & Penz, B., 2000, In: Journal Européen des Systèmes Automatisés. 34, p. 1253-1276 24 p.

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

  82. 1999
  83. Published

    Operasjonsanalyse

    Wallace, S. W., Jornsten, K. & Storøy, S., 1999, Oslo: Cappelen Akademisk Forleg.

    Research output: Book/Report/Proceedings › Book

  84. 1998
  85. Published

    Modelling aspects of distributed processing in telecommunications networks

    Tomasgard, A., Audestad, J. A., Dye, S., Stougie, L., van der Vlerk, M. & Wallace, S. W., 08/1998, In: Annals of Operations Research. 82, 1, p. 161-184 24 p.

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

  86. Published

    Option theory and modeling under uncertainty

    Christiansen, D. & Wallace, S. W., 08/1998, In: Annals of Operations Research. 82, 1, p. 59-82 24 p.

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

  87. Published

    Feasibility in transportation networks with supply eating arcs

    Dye, S., Tomasgard, A. & Wallace, S. W., 05/1998, In: Networks. 31, 3, p. 165-176 12 p.

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

  88. Published

    Work patterns in project scheduling

    Wallace, S. W. & Hallefjord, Å., 1998, In: Annals of Operations Research. 82, p. 1-8 8 p.

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

  89. 1996
  90. Published

    Feasibility in uncapacitated networks: the effect of individual arcs and nodes

    Ghannadan, S. & Wallace, S. W., 12/1996, In: Annals of Operations Research. 64, 1, p. 197-210 14 p.

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

  91. Published

    Solving linear programs with multiple right-hand sides: pricing and ordering schemes

    Wallace, S. W. & Gassmann, H. I., 1996, In: Annals of Operations Research. 64, p. 237-259 23 p.

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

  92. 1995
  93. Published

    Preprocessing in stochastic programming: the case of capacitated networks

    Wallace, S. W. & Wets, R. J.-B., 1995, In: ORSA Journal on Computing. 7, p. 44-62 19 p.

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

  94. 1994
  95. Published

    Stochastic programming

    Kall, P. & Wallace, S. W., 1994, Chichester: John Wiley and Sons Ltd. 307 p.

    Research output: Book/Report/Proceedings › Book

  96. Published

    The Nordic fisheries management model

    Wallace, S. W. & Olafsson, S., 1994, Copenhagen: The Nordic Council of Ministers.

    Research output: Book/Report/Proceedings › Book

  97. 1993
  98. Published

    Overcoming the (apparent) problem of inconsistency in O-D matrix estimations

    Jornsten, K. & Wallace, S. W., 11/1993, In: Transportation Science. 27, 4, p. 374-380 7 p.

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

  99. Published

    The facets of the polyhedral set determined by the Gale-Hoffman inequalities

    Wallace, S. W. & Wets, R. J.-B., 02/1993, In: Mathematical Programming. 62, 1-3, p. 215-222 8 p.

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

  100. Published

    Bounding multistage stochastic linear programs from above

    Wallace, S. W. & Yan, T., 1993, In: Mathematical Programming. 61, p. 111-130 20 p.

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

  101. 1992
  102. Published

    Preprocessing in stochastic programming: the case of linear programs

    Wallace, S. W. & Wets, R. J.-B., 1992, In: ORSA Journal on Computing. 4, p. 45-59 15 p.

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

  103. 1991
  104. Published

    Approximate scenario solutions in the progressive hedging algorithm

    Wallace, S. W. & Helgason, T., 12/1991, In: Annals of Operations Research. 31, 1, p. 425-444 20 p.

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

  105. Published

    Structural properties of the progressive hedging algorithm

    Wallace, S. W. & Helgason, T., 1991, In: Annals of Operations Research. 31, p. 445-456 12 p.

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

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