John M. Mulvey

Publication Activity (10 Years)

Years Active: 1978-2024
Publications (10 Years): 10

Top Topics

Reinforcement Learning

Shallow Semantic

Document Summarization

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Ayse Sinem Uysal, Xiaoyue Li, John M. Mulvey
End-to-end risk budgeting portfolio optimization with neural networks. Ann. Oper. Res. 339 (1-2) (2024)
Yuqi Nie, Yaxuan Kong, Xiaowen Dong, John M. Mulvey, H. Vincent Poor, Qingsong Wen, Stefan Zohren
A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. CoRR (2024)
DiJia Su, Difei Su, John M. Mulvey, H. Vincent Poor
Optimizing Multidocument Summarization by Blending Reinforcement Learning Policies. IEEE Trans. Artif. Intell. 4 (3) (2023)
Zepu Wang, Yuqi Nie, Peng Sun, Nam H. Nguyen, John M. Mulvey, H. Vincent Poor
ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting. CoRR (2023)
DiJia Su, Jason D. Lee, John M. Mulvey, H. Vincent Poor
Competitive Multi-Agent Reinforcement Learning with Self-Supervised Representation. ICASSP (2022)
Xiaoyue Li, A. Sinem Uysal, John M. Mulvey
Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks. Eur. J. Oper. Res. 299 (3) (2022)
DiJia Su, Jason D. Lee, John M. Mulvey, H. Vincent Poor
MUSBO: Model-based Uncertainty Regularized and Sample Efficient Batch Optimization for Deployment Constrained Reinforcement Learning. CoRR (2021)
Xiaoyue Li, John M. Mulvey
Portfolio Optimization Under Regime Switching and Transaction Costs: Combining Neural Networks and Dynamic Programs. INFORMS J. Optim. 3 (4) (2021)
Andy Su, Difei Su, John M. Mulvey, H. Vincent Poor
PoBRL: Optimizing Multi-Document Summarization by Blending Reinforcement Learning Policies. CoRR (2021)
Lorenzo Reus, John M. Mulvey
Dynamic allocations for currency futures under switching regimes signals. Eur. J. Oper. Res. 253 (1) (2016)
Agnieszka Karolina Konicz, John M. Mulvey
Optimal savings management for individuals with defined contribution pension plans. Eur. J. Oper. Res. 243 (1) (2015)
Geum Il Bae, Woo Chang Kim, John M. Mulvey
Dynamic asset allocation for varied financial markets under regime switching framework. Eur. J. Oper. Res. 234 (2) (2014)
John M. Mulvey, Koray D. Simsek, Zhuojuan Zhang, Frank J. Fabozzi, William R. Pauling
OR PRACTICE - Assisting Defined-Benefit Pension Plans. Oper. Res. 56 (5) (2008)
John M. Mulvey, Bala Shetty
Financial planning via multi-stage stochastic optimization. Comput. Oper. Res. 31 (1) (2004)
John M. Mulvey, Hafize G. Erkan
Simulation for risk management: risk management of a P/C insurance company scenario generation, simulation and optimization. WSC (2003)
John M. Mulvey
Introduction to financial optimization: Mathematical Programming Special Issue. Math. Program. 89 (2) (2001)
John M. Mulvey, Gordon Gould, Clive Morgan
An Asset and Liability Management System for Towers Perrin-Tillinghast. Interfaces 30 (1) (2000)
Robert Rush, John M. Mulvey, John E. Mitchell, Thomas R. Willemain
Stratified filtered sampling in stochastic optimization. Adv. Decis. Sci. 4 (1) (2000)
John M. Mulvey, Chris Madsen, François Morin
Linking strategic and tactical planning systemsfor asset and liability management. Ann. Oper. Res. 85 (1999)
John M. Mulvey, Daniel P. Rosenbaum, Bala Shetty
Parameter estimation in stochastic scenario generation systems. Eur. J. Oper. Res. 118 (3) (1999)
John M. Mulvey
Solving robust optimization models in finance. CIFEr (1996)
John M. Mulvey, Andrzej Ruszczynski
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization. Oper. Res. 43 (3) (1995)
John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios
Robust Optimization of Large-Scale Systems. Oper. Res. 43 (2) (1995)
Deborah G. Johnson, John M. Mulvey
Accountability and Computer Decision Systems. Commun. ACM 38 (12) (1995)
Adam J. Berger, John M. Mulvey, Andrzej Ruszczynski
An Extension of the DQA Algorithm to Convex Stochastic Programs. SIAM J. Optim. 4 (4) (1994)
Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure. INFORMS J. Comput. 5 (2) (1993)
Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives. SIAM J. Optim. 3 (4) (1993)
Hiroshi Konno, David G. Luenberger, John M. Mulvey
Preface. Ann. Oper. Res. 45 (1) (1993)
John M. Mulvey, Andrzej Ruszczynski
A diagonal quadratic approximation method for large scale linear programs. Oper. Res. Lett. 12 (4) (1992)
John M. Mulvey, Hercules Vladimirou
Applying the progressive hedging algorithm to stochastic generalized networks. Ann. Oper. Res. 31 (1) (1991)
John M. Mulvey, Hercules Vladimirou
Solving multistage stochastic networks: An application of scenario aggregation. Networks 21 (6) (1991)
Irvin J. Lustig, John M. Mulvey, Tamra J. Carpenter
Formulating Two-Stage Stochastic Programs for Interior Point Methods. Oper. Res. 39 (5) (1991)
Ron S. Dembo, John M. Mulvey, Stavros A. Zenios
OR Practice - Large-Scale Nonlinear Network Models and Their Application. Oper. Res. 37 (3) (1989)
Stavros A. Zenios, Arne Drud, John M. Mulvey
Balancing large social accounting matrices with nonlinear network programming. Networks 19 (5) (1989)
Stavros A. Zenios, John M. Mulvey
Vectorization and multitasking of nonlinear network programming algorithms. Math. Program. 42 (1-3) (1988)
Stavros A. Zenios, John M. Mulvey
A distributed algorithm for convex network optimization problems. Parallel Comput. 6 (1) (1988)
David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios
Nonlinear programming on generalized networks. ACM Trans. Math. Softw. 13 (4) (1987)
Stavros A. Zenios, John M. Mulvey
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP. Oper. Res. 34 (5) (1986)
Stavros A. Zenios, John M. Mulvey
Nonlinear network programming on a vector supercomputer (abstract). ACM Conference on Computer Science (1986)
Fred W. Glover, John M. Mulvey
Technical Note - Equivalence of the 0-1 Integer Programming Problem to Discrete Generalized and Pure Networks. Oper. Res. 28 (3-Part-II) (1980)
Harlan P. Crowder, Ron S. Dembo, John M. Mulvey
On Reporting Computational Experiments with Mathematical Software. ACM Trans. Math. Softw. 5 (2) (1979)
John M. Mulvey
Testing of a large-scale network optimization program. Math. Program. 15 (1) (1978)
Harlan P. Crowder, Ron S. Dembo, John M. Mulvey
Reporting computational experiments in mathematical programming. Math. Program. 15 (1) (1978)
John M. Mulvey
Pivot Strategies for Primal-Simplex Network Codes. J. ACM 25 (2) (1978)