N. C. P. Edirisinghe

14 papers Journal 13Unranked 1
YearRankTypeTitle / Venue / Authors
2014 J jnl
Fleet routing position-based model for inventory pickup under production shutdown.
Eur. J. Oper. Res.
N. C. P. Edirisinghe, Ross J. W. James
2011 J jnl
Equilibrium analysis of supply chain structures under power imbalance.
Eur. J. Oper. Res.
N. C. P. Edirisinghe, Bogdan C. Bichescu, X. Shi
2011 — conf
Stochastic Programming DEA Model of Fundamental Analysis of Public Firms for Portfolio Selection.
OR
N. C. P. Edirisinghe
2010 J jnl
Input/output selection in DEA under expert information, with application to financial markets.
Eur. J. Oper. Res.
N. C. P. Edirisinghe, X. Zhang
2007 J jnl
Multi-period stochastic portfolio optimization: Block-separable decomposition.
Ann. Oper. Res.
N. C. P. Edirisinghe, E. I. Patterson
2005 J jnl
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case.
Comput. Optim. Appl.
N. C. P. Edirisinghe
2000 J jnl
Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation.
Ann. Oper. Res.
N. C. P. Edirisinghe, E. I. Patterson, Nasreddine Saadouli
1999 J jnl
Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation.
Ann. Oper. Res.
N. C. P. Edirisinghe
1996 J jnl
Implementing bounds-based approximations in convex-concave two-stage stochastic programming.
Math. Program.
N. C. P. Edirisinghe, William T. Ziemba
1996 J jnl
New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming.
Oper. Res.
N. C. P. Edirisinghe
1996 J jnl
Second-order scenario approximation and refinement in optimization under uncertainty.
Ann. Oper. Res.
N. C. P. Edirisinghe, G.-M. You
1994 J jnl
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming.
Math. Oper. Res.
N. C. P. Edirisinghe, William T. Ziemba
1994 J jnl
Bounds for Two-Stage Stochastic Programs with Fixed Recourse.
Math. Oper. Res.
N. C. P. Edirisinghe, William T. Ziemba
1992 J jnl
Tight Bounds for Stochastic Convex Programs.
Oper. Res.
N. C. P. Edirisinghe, William T. Ziemba