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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

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