D. J. White - researchr alias

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Viewing Publication 1 - 12 from 12

1999

Lagrangean Relaxation Revisited, Technical NoteD. J. White. constraints, 4(1):67-77, 1999.

1998

Epsilon Dominance and Constraint Partitioning in Multiple Objective ProblemsD. J. White. jgo, 12(4):435-448, 1998. [doi]

Epsilon-dominating solutions in mean-variance portfolio analysisD. J. White. eor, 105(3):457-466, 1998. [doi]

1995

A superharmonic approach to solving infinite horizon partially observable Markov decision problemsD. J. White. mmor, 41(1):71-88, 1995. [doi]

Finite Horizon Markov Decision Processes with Uncertain Terminal PayoffsD. J. White. ior, 43(5):862-869, 1995. [doi]

1993

A penalty function approach for solving bi-level linear programsD. J. White, G. Anandalingam. jgo, 3(4):397-419, 1993. [doi]

1990

A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization ProblemA. Haurie, G. Savard, D. J. White. ior, 38(3):553-555, 1990. [doi]

1989

The largest element first heuristic for the maximization assignment problemD. J. White. cor, 16(2):185-187, 1989. [doi]

1982

The set of efficient solutions for multiple objective shortest path problemsD. J. White. cor, 9(2):101-107, 1982. [doi]

1980

Technical Note - Generalized Efficient Solutions for Sums of SetsD. J. White. ior, 28(3-Part-II):844-846, 1980. [doi]

1974

Technical Note - Dynamic Programming and Probabilistic ConstraintsD. J. White. ior, 22(3):654-664, 1974. [doi]

1968

A Method for Approximate Solutions to Stochastic Dynamic Programming Problems Using ExpectationsJ. M. Norman, D. J. White. ior, 16(2):296-306, 1968. [doi]

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