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Professor Stein W. Wallace

Formerly at Lancaster University

  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/MagazineJournal articlepeer-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/ISSNChapter

  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/MagazineJournal articlepeer-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/MagazineJournal articlepeer-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/MagazineJournal articlepeer-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/MagazineJournal articlepeer-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/ISSNChapter

  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/ISSNChapter

  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/MagazineJournal articlepeer-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/MagazineJournal articlepeer-review

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