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Research

Professor Stein W. Wallace

Formerly at Lancaster University

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  1. 2002
  2. 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

  3. 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

  4. 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

  5. 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

  6. 2001
  7. 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

  8. 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

  9. 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

  10. 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

  11. 2000
  12. 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

  13. 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

  14. 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

  15. 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

  16. 1999
  17. Published

    Operasjonsanalyse

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

    Research output: Book/Report/Proceedings › Book

  18. 1998
  19. 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

  20. 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

  21. 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

  22. 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

  23. 1996
  24. 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

  25. 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

  26. 1995
  27. 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

  28. 1994
  29. Published

    Stochastic programming

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

    Research output: Book/Report/Proceedings › Book

  30. Published

    The Nordic fisheries management model

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

    Research output: Book/Report/Proceedings › Book

  31. 1993
  32. 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

  33. 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

  34. 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

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