# N. Chanaka P. Edirisinghe

According to our database

Collaborative distances:

^{1}, N. Chanaka P. Edirisinghe authored at least 19 papers between 1992 and 2014.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2014

Entropy-Based Optimization of Nonlinear Separable Discrete Decision Models.

Management Science, 2014

Fleet routing position-based model for inventory pickup under production shutdown.

European Journal of Operational Research, 2014

2013

Discovering the Relationship Between DEA-Based Relative Financial Strength and Stock Price Performance.

IJATS, 2013

2011

Optimality conditions and solution methodology for parameter selection in DEA.

IJMOR, 2011

Equilibrium analysis of supply chain structures under power imbalance.

European Journal of Operational Research, 2011

Stochastic Programming DEA Model of Fundamental Analysis of Public Firms for Portfolio Selection.

Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

2010

Input/output selection in DEA under expert information, with application to financial markets.

European Journal of Operational Research, 2010

2009

Stochastic Programs with Recourse: Upper Bounds.

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008

Portfolio selection under DEA-based relative financial strength indicators: case of US industries.

JORS, 2008

2007

Multi-period stochastic portfolio optimization: Block-separable decomposition.

Annals OR, 2007

2005

Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case.

Comp. Opt. and Appl., 2005

2000

Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation.

Annals OR, 2000

1999

Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation.

Annals OR, 1999

1996

Implementing bounds-based approximations in convex-concave two-stage stochastic programming.

Math. Program., 1996

New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming.

Operations Research, 1996

Second-order scenario approximation and refinement in optimization under uncertainty.

Annals OR, 1996

1994

Bounding the Expectation of a Saddle Function with Application to Stochastic Programming.

Math. Oper. Res., 1994

Bounds for Two-Stage Stochastic Programs with Fixed Recourse.

Math. Oper. Res., 1994

1992

Tight Bounds for Stochastic Convex Programs.

Operations Research, 1992