Douglas J. White

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2000 J jnl
pth Power Lagrangian Method for Integer Programming.
Ann. Oper. Res.
Duan Li, Douglas J. White
1999 J jnl
Lagrangean Relaxation Revisited, Technical Note.
Constraints An Int. J.
Douglas J. White
1998 J jnl
Epsilon Dominance and Constraint Partitioning in Multiple Objective Problems.
J. Glob. Optim.
Douglas J. White
1998 J jnl
Epsilon-dominating solutions in mean-variance portfolio analysis.
Eur. J. Oper. Res.
Douglas J. White
1995 J jnl
A superharmonic approach to solving infinite horizon partially observable Markov decision problems.
Math. Methods Oper. Res.
Douglas J. White
1995 J jnl
Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs.
Oper. Res.
Douglas J. White
1993 J jnl
A penalty function approach for solving bi-level linear programs.
J. Glob. Optim.
Douglas J. White, G. Anandalingam
1992 J jnl
A linear programming approach to solving bilinear programmes.
Math. Program.
Douglas J. White
1991 J jnl
The maximal dispersion problem and the "First point outside the neighbourhood" heuristic.
Comput. Oper. Res.
Douglas J. White
1990 J jnl
A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem.
Oper. Res.
Alain Haurie, G. Savard, Douglas J. White
1989 J jnl
The "largest element first" heuristic for the maximization assignment problem.
Comput. Oper. Res.
Douglas J. White
1985 J jnl
Vector maximisation and lagrange multipliers.
Math. Program.
Douglas J. White
1982 J jnl
The set of efficient solutions for multiple objective shortest path problems.
Comput. Oper. Res.
Douglas J. White
1980 J jnl
Technical Note - Generalized Efficient Solutions for Sums of Sets.
Oper. Res.
Douglas J. White
1974 J jnl
Technical Note - Dynamic Programming and Probabilistic Constraints.
Oper. Res.
Douglas J. White
1968 J jnl
A Method for Approximate Solutions to Stochastic Dynamic Programming Problems Using Expectations.
Oper. Res.
J. M. Norman, Douglas J. White