Edit Profile (opens in new tab) Edirisinghe, N. Chanaka P. Co-Author Distance Author ID: edirisinghe.n-chanaka-p Published as: Edirisinghe, N. C. P.; Edirisinghe, Chanaka; Edirisinghe, N. Chanaka P. more...less Documents Indexed: 28 Publications since 1992 1 Contribution as Editor Co-Authors: 17 Co-Authors with 24 Joint Publications 216 Co-Co-Authors all top 5 Co-Authors 5 single-authored 6 Ziemba, William T. 5 Jeong, Jaehwan 4 Zhang, Xin 2 Chen, Jingnan 2 Patterson, E. I. 1 Agarwal, Anurag 1 Bichescu, Bogdan C. 1 Birge, John R. 1 Bowers, Melissa R. 1 Clark, Brian 1 James, Ross J. W. 1 Saadouli, Nasreddine 1 Shi, Xinjie 1 Simaan, Majeed 1 Wahab, M. I. M. 1 You, Guey-Mei 1 Zhao, Yonggan all top 5 Serials 5 Annals of Operations Research 5 European Journal of Operational Research 3 Operations Research 3 Mathematical Programming. Series A. Series B 2 Mathematics of Operations Research 2 Quantitative Finance 2 International Journal of Mathematics in Operational Research 1 Journal of the Operational Research Society 1 Computational Optimization and Applications 1 Applied Mathematical Finance 1 International Journal of Operational Research Fields 25 Operations research, mathematical programming (90-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistics (62-XX) 1 General and overarching topics; collections (00-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 141 times in 108 Documents Cited by ▼ Year ▼ Equilibrium analysis of supply chain structures under power imbalance. Zbl 1219.91057 Edirisinghe, N. C. P.; Bichescu, B.; Shi, X. 25 2011 Bounds for two-stage stochastic programs with fixed recourse. Zbl 0824.90100 Edirisinghe, N. C. P.; Ziemba, W. T. 20 1994 Bounding the expectation of a saddle function with application to stochastic programming. Zbl 0824.90101 Edirisinghe, N. C. P.; Ziemba, W. T. 12 1994 Pricing swing options in the electricity markets under regime-switching uncertainty. Zbl 1210.91125 Wahab, M. I. M.; Yin, Z.; Edirisinghe, N. C. P. 10 2010 Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation. Zbl 0919.90117 Edirisinghe, N. C. P. 9 1999 Tight bounds for stochastic convex programs. Zbl 0767.90057 Edirisinghe, N. C. P.; Ziemba, W. T. 9 1992 Portfolio selection under DEA-based relative financial strength indicators: Case of US industries. Zbl 1153.90454 Edirisinghe, N. C. P.; Zhang, X. 7 2008 Capacity planning model for a multipurpose water reservoir with target-priority operation. Zbl 1017.90069 Edirisinghe, N. C. P.; Patterson, E. I.; Saadouli, N. 7 2000 New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming. Zbl 0879.90151 Edirisinghe, N. C. P. 6 1996 Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. Zbl 1387.90156 Edirisinghe, Chanaka; Jeong, Jaehwan 5 2017 Multi-period stochastic portfolio optimization: block-separable decomposition. Zbl 1132.91462 Edirisinghe, N. C. P.; Patterson, E. I. 4 2007 Second-order scenario approximation and refinement in optimization under uncertainty. Zbl 0854.90108 Edirisinghe, N. C. P.; You, G.-M. 4 1996 Fleet routing position-based model for inventory pickup under production shutdown. Zbl 1317.90045 Edirisinghe, N. C. P.; James, R. J. W. 4 2014 Stochastic programming approximations using limited moment information, with application to asset allocation. Zbl 1243.90155 Edirisinghe, N. Chanaka P. 3 2011 Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Zbl 0874.90143 Edirisinghe, N. C. P.; Ziemba, W. T. 3 1996 An efficient global algorithm for a class of indefinite separable quadratic programs. Zbl 1343.90058 Edirisinghe, Chanaka; Jeong, Jaehwan 3 2016 Indefinite multi-constrained separable quadratic optimization: large-scale efficient solution. Zbl 1430.90451 Edirisinghe, Chanaka; Jeong, Jaehwan 3 2019 Multiperiod portfolio optimization with terminal liability: bounds for the convex case. Zbl 1085.90039 Edirisinghe, N. C. P. 2 2005 Input/output selection in DEA under expert information, with application to financial markets. Zbl 1206.91019 Edirisinghe, N. C. P.; Zhang, X. 2 2010 Generalised pickup and delivery problem with dynamic time windows. Zbl 1188.90182 Edirisinghe, N. Chanaka P.; Bowers, Melissa R.; Agarwal, Anurag 1 2010 Smart indexing under regime-switching economic states. Zbl 1466.91283 Edirisinghe, Chanaka; Zhao, Yonggan 1 2020 Estimation risk and the implicit value of index-tracking. Zbl 1483.91213 Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed 1 2022 Estimation risk and the implicit value of index-tracking. Zbl 1483.91213 Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed 1 2022 Smart indexing under regime-switching economic states. Zbl 1466.91283 Edirisinghe, Chanaka; Zhao, Yonggan 1 2020 Indefinite multi-constrained separable quadratic optimization: large-scale efficient solution. Zbl 1430.90451 Edirisinghe, Chanaka; Jeong, Jaehwan 3 2019 Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. Zbl 1387.90156 Edirisinghe, Chanaka; Jeong, Jaehwan 5 2017 An efficient global algorithm for a class of indefinite separable quadratic programs. Zbl 1343.90058 Edirisinghe, Chanaka; Jeong, Jaehwan 3 2016 Fleet routing position-based model for inventory pickup under production shutdown. Zbl 1317.90045 Edirisinghe, N. C. P.; James, R. J. W. 4 2014 Equilibrium analysis of supply chain structures under power imbalance. Zbl 1219.91057 Edirisinghe, N. C. P.; Bichescu, B.; Shi, X. 25 2011 Stochastic programming approximations using limited moment information, with application to asset allocation. Zbl 1243.90155 Edirisinghe, N. Chanaka P. 3 2011 Pricing swing options in the electricity markets under regime-switching uncertainty. Zbl 1210.91125 Wahab, M. I. M.; Yin, Z.; Edirisinghe, N. C. P. 10 2010 Input/output selection in DEA under expert information, with application to financial markets. Zbl 1206.91019 Edirisinghe, N. C. P.; Zhang, X. 2 2010 Generalised pickup and delivery problem with dynamic time windows. Zbl 1188.90182 Edirisinghe, N. Chanaka P.; Bowers, Melissa R.; Agarwal, Anurag 1 2010 Portfolio selection under DEA-based relative financial strength indicators: Case of US industries. Zbl 1153.90454 Edirisinghe, N. C. P.; Zhang, X. 7 2008 Multi-period stochastic portfolio optimization: block-separable decomposition. Zbl 1132.91462 Edirisinghe, N. C. P.; Patterson, E. I. 4 2007 Multiperiod portfolio optimization with terminal liability: bounds for the convex case. Zbl 1085.90039 Edirisinghe, N. C. P. 2 2005 Capacity planning model for a multipurpose water reservoir with target-priority operation. Zbl 1017.90069 Edirisinghe, N. C. P.; Patterson, E. I.; Saadouli, N. 7 2000 Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation. Zbl 0919.90117 Edirisinghe, N. C. P. 9 1999 New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming. Zbl 0879.90151 Edirisinghe, N. C. P. 6 1996 Second-order scenario approximation and refinement in optimization under uncertainty. Zbl 0854.90108 Edirisinghe, N. C. P.; You, G.-M. 4 1996 Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Zbl 0874.90143 Edirisinghe, N. C. P.; Ziemba, W. T. 3 1996 Bounds for two-stage stochastic programs with fixed recourse. Zbl 0824.90100 Edirisinghe, N. C. P.; Ziemba, W. T. 20 1994 Bounding the expectation of a saddle function with application to stochastic programming. Zbl 0824.90101 Edirisinghe, N. C. P.; Ziemba, W. T. 12 1994 Tight bounds for stochastic convex programs. Zbl 0767.90057 Edirisinghe, N. C. P.; Ziemba, W. T. 9 1992 all cited Publications top 5 cited Publications all top 5 Cited by 224 Authors 10 Edirisinghe, N. Chanaka P. 4 Henrion, René 4 Kuhn, Daniel 3 Forcier, Maël 3 Frauendorfer, Karl 3 Jeong, Jaehwan 3 Leclère, Vincent 3 Maggioni, Francesca 3 Römisch, Werner 2 Ahmadi, Zaniar 2 Archetti, Claudia 2 Chakraborty, Abhishek 2 Cheng, Tai-Chiu Edwin 2 Christiansen, Marielle 2 Deng, Zhibin 2 Foroush Bastani, Ali 2 Guo, Xu 2 Haghi, Majid 2 Heitsch, Holger 2 Hosseini, Seyed Mohammad 2 Huang, Gordon H. 2 Li, Runze 2 Liu, Jingyuan 2 Lu, Cheng 2 Matsubayashi, Nobuo 2 Matsui, Kenji 2 Mollapourasl, Reza 2 Morton, David P. 2 Pflug, Georg Ch. 2 Shao, Lingjie 2 Van Ackooij, Wim 2 Xiang, Kaili 2 Zeng, Mudong 1 Agra, Agostinho 1 Andrieu, Laetitia 1 Auer, Benjamin R. 1 Azadi, Zahra 1 Bayraksan, Güzin 1 Ben-Tal, Aharon 1 Beraldi, Patrizia 1 Berthold, Holger 1 Boccia, Maurizio 1 Bock, Hans Georg 1 Bodnar, Taras 1 Büke, Burak 1 Caliskan-Demirag, Ozgun 1 Cao, Huaqing 1 Cao, Zonghong 1 Chen, Chun-Miin (Jimmy) 1 Chen, Jingnan 1 Chen, X. 1 Chen, Xiaofeng 1 Chernonog, Tatyana 1 Cheung, Raymond K.-M. 1 Choi, Tsan-Ming 1 Chung, Hwan 1 Clark, Brian 1 Dai, Jinyu 1 Dai, Yu-Hong 1 den Hertog, Dick 1 Dulá, José H. 1 Dupačová, Jitka 1 Eichhorn, Andreas 1 Eksioglu, Sandra Duni 1 Elias, R. S. 1 Eriksson, Marcus 1 Faccini, Daniel 1 Fang, Shu-Cherng 1 Farmer, James Doyne 1 Fisher, Aiden 1 Gamboa, Carlos Andrés 1 Gangammanavar, Harsha 1 Gaubert, Stéphane 1 Gendreau, Michel 1 Georghiou, Angelos 1 Gomes, José Henrique de Freitas 1 Green, David A. 1 Gross, George 1 Guan, Zhimin 1 Hasenbein, John J. 1 Hejazi, Seyed Reza 1 Hoàng Xuân Phù 1 Honkapuro, Samuli 1 Huang, Feng Feng 1 Infanger, Gerd 1 Isaias, José Claudio 1 James, Ross J. W. 1 Ji, Ping 1 Ji, Xiaofen 1 Jin, Qingwei 1 Kall, Peter 1 Kang, Rui 1 Kastberg Nilssen, Trygve 1 Keutchayan, Julien 1 Kiszka, Adriana 1 Klein Haneveld, Willem Karel 1 Kohrs, Hendrik 1 Kulikov, A. V. 1 Kumoi, Yuki 1 Lafond, François ...and 124 more Authors all top 5 Cited in 42 Serials 29 European Journal of Operational Research 11 Mathematical Programming. Series A. Series B 7 Annals of Operations Research 5 SIAM Journal on Optimization 4 Mathematical Methods of Operations Research 3 Journal of Computational and Applied Mathematics 3 Computational Optimization and Applications 3 International Transactions in Operational Research 3 Mathematical Problems in Engineering 2 Journal of Econometrics 2 Journal of Optimization Theory and Applications 2 Optimization 2 Stochastic Environmental Research and Risk Assessment 2 Computational Management Science 2 Journal of Industrial and Management Optimization 1 Computers & Mathematics with Applications 1 Kybernetika 1 Operations Research 1 Opsearch 1 Operations Research Letters 1 Applied Numerical Mathematics 1 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Journal of Scientific Computing 1 Applied Mathematical Modelling 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Theory of Probability and Mathematical Statistics 1 Journal of Convex Analysis 1 Journal of Inequalities and Applications 1 Journal of Combinatorial Optimization 1 Discrete Dynamics in Nature and Society 1 Probability in the Engineering and Informational Sciences 1 Optimization and Engineering 1 RAIRO. Operations Research 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Review of Derivatives Research 1 Optimization Letters 1 Set-Valued and Variational Analysis 1 Numerical Algebra, Control and Optimization 1 INFOR: Information Systems and Operational Research all top 5 Cited in 11 Fields 92 Operations research, mathematical programming (90-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Statistics (62-XX) 3 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year