D. J. White

Publication Activity (10 Years)

Years Active: 1968-1999
Publications (10 Years): 0

Publications

D. J. White
Lagrangean Relaxation Revisited, Technical Note. Constraints An Int. J. 4 (1) (1999)
D. J. White
Epsilon Dominance and Constraint Partitioning in Multiple Objective Problems. J. Glob. Optim. 12 (4) (1998)
D. J. White
Epsilon-dominating solutions in mean-variance portfolio analysis. Eur. J. Oper. Res. 105 (3) (1998)
D. J. White
A superharmonic approach to solving infinite horizon partially observable Markov decision problems. Math. Methods Oper. Res. 41 (1) (1995)
D. J. White
Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs. Oper. Res. 43 (5) (1995)
D. J. White, G. Anandalingam
A penalty function approach for solving bi-level linear programs. J. Glob. Optim. 3 (4) (1993)
Alain Haurie, G. Savard, D. J. White
A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem. Oper. Res. 38 (3) (1990)
D. J. White
The "largest element first" heuristic for the maximization assignment problem. Comput. Oper. Res. 16 (2) (1989)
D. J. White
The set of efficient solutions for multiple objective shortest path problems. Comput. Oper. Res. 9 (2) (1982)
D. J. White
Technical Note - Generalized Efficient Solutions for Sums of Sets. Oper. Res. 28 (3-Part-II) (1980)
D. J. White
Technical Note - Dynamic Programming and Probabilistic Constraints. Oper. Res. 22 (3) (1974)
J. M. Norman, D. J. White
A Method for Approximate Solutions to Stochastic Dynamic Programming Problems Using Expectations. Oper. Res. 16 (2) (1968)