N. Chanaka P. Edirisinghe
According to our database1, N. Chanaka P. Edirisinghe authored at least 19 papers between 1992 and 2014.
Legend:Book In proceedings Article PhD thesis Other
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
Discovering the Relationship Between DEA-Based Relative Financial Strength and Stock Price Performance.
Optimality conditions and solution methodology for parameter selection in DEA.
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
Input/output selection in DEA under expert information, with application to financial markets.
European Journal of Operational Research, 2010
Stochastic Programs with Recourse: Upper Bounds.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
Portfolio selection under DEA-based relative financial strength indicators: case of US industries.
Multi-period stochastic portfolio optimization: Block-separable decomposition.
Annals OR, 2007
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case.
Comp. Opt. and Appl., 2005
Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation.
Annals OR, 2000
Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation.
Annals OR, 1999
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
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
Tight Bounds for Stochastic Convex Programs.
Operations Research, 1992