Douglas John White
#152,348
Most Influential Person Now
Douglas John White's AcademicInfluence.com Rankings
Douglas John Whitemathematics Degrees
Mathematics
#7040
World Rank
#9647
Historical Rank
Operations Research
#69
World Rank
#71
Historical Rank
Measure Theory
#1814
World Rank
#2220
Historical Rank
Download Badge
Mathematics
Douglas John White's Degrees
- PhD Operations Research Stanford University
- Masters Operations Research Stanford University
Why Is Douglas John White Influential?
(Suggest an Edit or Addition)Douglas John White's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- A penalty function approach for solving bi-level linear programs (1993) (295)
- Dynamic programming, Markov chains, and the method of successive approximations (1963) (213)
- A Survey of Applications of Markov Decision Processes (1993) (202)
- Markov Decision Processes. (1989) (190)
- Epsilon efficiency (1986) (157)
- A Bibliography on the Applications of Mathematical Programming Multiple-objective Methods (1990) (151)
- A solution method for the linear static Stackelberg problem using penalty functions (1990) (139)
- Mean, variance, and probabilistic criteria in finite Markov decision processes: A review (1988) (132)
- Real Applications of Markov Decision Processes (1985) (127)
- Optimality and efficiency (1982) (115)
- Multiple Attribute Decision Making – A State-of-the-Art Survey (1982) (105)
- Decision Theory (2018) (99)
- Multi-objective infinite-horizon discounted Markov decision processes (1982) (92)
- Further Real Applications of Markov Decision Processes (1988) (76)
- Dynamic Programming (1969) (75)
- The set of efficient solutions for multiple objective shortest path problems (1982) (60)
- Minimizing a Threshold Probability in Discounted Markov Decision Processes (1993) (57)
- Epsilon-dominating solutions in mean-variance portfolio analysis (1998) (53)
- Fundamentals of decision theory (1969) (49)
- Penalty Function Approach to Linear Trilevel Programming (1997) (39)
- A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem (1987) (37)
- The Use of the Concept of Entropy in System Modelling (1970) (37)
- Multiobjective programming and penalty functions (1984) (35)
- Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes (1980) (32)
- Multi-Objective Interactive Programming (1980) (30)
- Dynamic Programming and Systems of Uncertain Duration (1965) (30)
- The maximization of a function over the efficient set via a penalty function approach (1996) (29)
- Duality, Indifference and Sensitivity Analysis in Multiple Objective Linear Programming (1975) (27)
- The maximal dispersion problem and the "First point outside the neighbourhood" heuristic (1991) (27)
- pth Power Lagrangian Method for Integer Programming (2000) (26)
- Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards (1982) (25)
- A linear programming approach to solving bilinear programmes (1992) (23)
- A Method for Approximate Solutions to Stochastic Dynamic Programming Problems Using Expectations (1968) (23)
- Finite dynamic programming (1978) (23)
- Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes (1987) (22)
- Control of Cash Reserves (1965) (22)
- A Special Multi-Objective Assignment Problem (1984) (21)
- Finite Dynamic Programming: An Approach to Finite Markov Decision Processes (1978) (20)
- Vector maximisation and lagrange multipliers (1985) (19)
- Weighting factor extensions for finite multiple objective vector minimization problems (1988) (19)
- Notes in decision theory: Optimality and efficiency II (1980) (18)
- Technical Note - Dynamic Programming and Probabilistic Constraints (1974) (17)
- Concepts of proper efficiency (1983) (16)
- Extension of the Frank-Wolfe algorithm to concave nondifferentiable objective functions (1993) (16)
- ELIMINATION OF NON-OPTIMAL ACTIONS IN MARKOV DECISION PROCESSES (1978) (16)
- Repair limit replacement (1989) (16)
- A heuristic approach to a weighted maxmin dispersion problem (1996) (15)
- The maximal-dispersion problem (1991) (14)
- A multiple objective interactive Lagrangean relaxation approach (1985) (14)
- Computational approaches to variance-penalised Markov decision processes (1992) (13)
- Entropy and Decision (1975) (13)
- A branch and bound method for multi-objective boolean problems (1984) (12)
- A mathematical programming approach to a problem in variance penalised Markov decision processes (1994) (12)
- The Foundations of Multi-Objective Interactive Programming — Some Questions (1983) (12)
- Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs (1995) (11)
- OPTIMAL REVISION PERIODS (1962) (11)
- Forecasts and decisionmaking (1966) (11)
- Some concave-convex representations of the quadratic assignment problem (1995) (10)
- Markov Decision Processes: Discounted Expected Reward or Average Expected Reward? (1993) (9)
- Entropy, market risk and the selection of efficient portfolios: comment (1974) (9)
- A survey of algorithms for some restricted classes of Markov decision problems (1979) (9)
- Technical Note - Generalized Efficient Solutions for Sums of Sets (1980) (8)
- Envelope programming and a minimax theorem (1972) (8)
- The Determination of Approximately Optimal Policies in Markov Decision Processes by the Use of Bounds (1982) (8)
- A convex form of the quadratic assignment problem (1993) (8)
- Finite state approximations for denumerable-state infinite horizon contracted Markov decision processes: The policy space method (1979) (7)
- The Convergence of Value Iteration in Discounted Markov Decision Processes (1994) (7)
- Infinite horizon Markov decision processes with unknown or variable discount factors (1987) (7)
- Isotone optimal policies for structured Markov decision processes (1981) (7)
- Negatively isotone optimal policies for random walk type Markov decision processes (1982) (7)
- A Lagrangean Relaxation Approach for a Turbine Design Quadratic Assignment Problem (1996) (7)
- Multilevel programming, rational reaction sets, and efficient solutions (1995) (7)
- A parametric‐based heuristic program for the quadratic assignment problem (1993) (7)
- Decision roll and horizon roll processes in infinite horizon discounted Markov decision processes (1996) (7)
- Dominance and optimal location (1982) (6)
- Dynamic programming with management applications (1974) (6)
- A Note on Faculty Timetabling (1975) (6)
- Decision methodology;: A formalization of the OR process (1975) (6)
- A superharmonic approach to solving infinite horizon partially observable Markov decision problems (1995) (5)
- An Example of Loosely Coupled Stages in Dynamic Programming (1973) (5)
- On Computing an Initial Efficient Extreme Point (1979) (5)
- A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi-objective systems (1985) (5)
- Solving Bi-level Linear Programmes (1996) (5)
- Piecewise Linear Approximations for Partially Observable Markov Decision Processes with Finite Horizons (1992) (5)
- Characterizations of efficient sets by constrained objectives (1985) (5)
- Isotone policies for the value iteration method for Markov decision processes (1984) (5)
- A characterisation of the feasible set of objective function vectors in linear multiple objective problems (1991) (5)
- Uncertain Value Functions (1972) (5)
- Epsilon Dominance and Constraint Partitioning in Multiple Objective Problems (1998) (5)
- Multiple‐objective weighting factor auxiliary optimization problems (1995) (5)
- Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note (1995) (5)
- A Criterion for Decision-Making (1974) (4)
- A Linear Programming Analogue, a Duality Theorem, and a Dynamic Algorithm (1974) (4)
- Problems Involving Infrequent but Significant Contingencies (1969) (4)
- A Min-Max-Max-Min Approach to Solving a Stochastic Programming Problem with Simple Recourse (1992) (4)
- Structural Properties for Contracting State Partially Observable Markov Decision Processes (1994) (4)
- Robustness and Optimality as Criteria for Decisions (1973) (4)
- Monotone value iteration for discounted finite Markov decision processes (1985) (4)
- Operational Research and Entropy (1969) (4)
- Location of Two Facilities with Minimal Separation (1993) (3)
- Dynamic programming and duality in linear programming (1975) (3)
- Taxonomic Difficulties in Operational Research (1966) (3)
- An extension of a greedy heuristic for the knapsack problem (1991) (3)
- A multi-objective version of Bellman's inventory problem (1982) (3)
- Note---An Analogue Derivation of the Dual of the General Fermat Problem (1976) (3)
- The Use of Specially Structured Models for Obtaining Bounds in the Quadratic Assignment Problem (1994) (3)
- Rectilinear Location Revisited (1996) (3)
- Approximating Markov decision processes using expected state transitions (1985) (3)
- Discount-isotone policies for Markov decision processes (1988) (3)
- Solving infinite-horizon discounted Markov games using a superharmonic least-element algorithm (1993) (3)
- A Critique of the Paper “Research Methodology in the Management Sciences: Formalism or Empiricism” by A. G. Beged-Dov and T. A. Klein (1970) (3)
- The optimal route problem and the method of approximation in policy space (1970) (2)
- A conjecture of Ross for a search problem (1992) (2)
- Dynamic Programming and Equipment Resetting Decision Rules (1964) (2)
- Comments on the Relevance of Utility Theory to Modern Society (1978) (2)
- Letter to the Editor—Comments on a Paper on “Allocation of Stocks to Warehouses” (1962) (2)
- A Comment on: A Criterion for Decision-Making (1973) (2)
- Maximising a Function Over a Finite Set of Actions-Technical Note (1996) (2)
- An Example of Problem Embedding in Deterministic Dynamic Programming (1969) (2)
- Decision Mathematics: An Alternative Form of Applied Mathematics for A-level (1983) (2)
- Vector maxima for infinite-horizon stationary Markov decision processes (1998) (2)
- Heuristic functions for multiple activities with resource constraints (1993) (2)
- Solving infinite horizon discounted Markov decision process problems for a range of discount factors (1989) (2)
- Rational solution axioms and efficient sets (1981) (2)
- Letter to the Editor—Comments on a Paper by McDowell (1961) (2)
- INFORMATION FOR DECISION (2018) (2)
- Strengthening Gilmore's bound for the quadratic assignment problem (1994) (2)
- Duality and Vector Optima for Polyhedral Sets (1979) (2)
- A complementary greedy heuristic for the knapsack problem (1992) (2)
- Data partitioning heuristics for unrelated parallel machine scheduling (1993) (1)
- A structured optimal route policy (1978) (1)
- Decomposition in multi-item inventory control (1987) (1)
- Using weighting vectors to solve multiple attribute problems: A framework (1989) (1)
- Dynamic programming and Systems of Uncertain Duration: A Markov model (1970) (1)
- An Heuristic for Multi-Dimensional Markov Decision Processes (1993) (1)
- Optimization techniques in technology (1971) (1)
- A parametric characterization of mean–variance efficient solutions for general feasible action sets (1998) (1)
- An inductive proof of a fundamental maximin theorem (1975) (1)
- Teach Yourself Operational Research (1968) (1)
- The "largest element first" heuristic for the maximization assignment problem (1989) (1)
- Recent developments in Markov decision processes : based on the proceedings of an international conference on Markov decision processes, held at the University of Manchester, June 1978 (1980) (1)
- Operational Research in a University (1967) (1)
- Separable value functions for infinite horizon average reward Markov decision processes (1989) (1)
- Education for Operational Research (1966) (1)
- Allocation of Marketing Effort (1975) (1)
- Approximating the Markov property in Markov decision processes (1989) (1)
- Reply to Elton, Gupta and Rosenhead (1973) (1)
- On a Markov Decision Process problem involving the Maximum of the Difference between two functions: Technical Note (1995) (1)
- A Vector Minimum Superharmonic Approach to Solving Infinite-Horizon Discounted Markov Decision Processes (1992) (1)
- An Imbedding Approach to Additive Value Zero-One Problems (1973) (1)
- A homotopy approach for infinite horizon discounted Markov decision processes (1996) (1)
- Least elements revisited (1990) (1)
- Finding Optimal Survey Policies via Adaptive Markov Decision Processes (1993) (1)
- Lagrangean Relaxation Revisited, Technical Note (1999) (1)
- Nonserial Problems (1973) (0)
- Credibilities in Decision-Making (1968) (0)
- [Reply to Comments by Bowen and White]: Comment (1978) (0)
- SOME PRACTICAL CONSIDERATIONS IN DECISION ANALYSIS (2018) (0)
- The quest for optimality: Jean H.P. PAELINCK and Paulus H. VOSSEN (eds.) Volume 1 in: Issues in Interdisciplinary Studies, Gower, Aldershot, 1984, ix + 166 pages, £15.95 (1985) (0)
- MATHEMATICAL MODELS AND DECISION (2018) (0)
- Edited by RICHARD EGLESE and MIKE PIDD (1988) (0)
- Letter to the Editor (2002) (0)
- On the redundancy of convex non‐decreasing transformations in vector maximum problems (1996) (0)
- Bayesian Decision Problems and Markov Chains (1969) (0)
- A multiple‐objective dispersion problem (1995) (0)
- A special class parametric of knapsack problems: Analytic aids and heuristics (1995) (0)
This paper list is powered by the following services:
What Schools Are Affiliated With Douglas John White?
Douglas John White is affiliated with the following schools:
