N. Chanaka P. Edirisinghe

According to our database1, N. Chanaka P. Edirisinghe authored at least 19 papers between 1992 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
Other 

Links

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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


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