Edit Profile Edirisinghe, N. Chanaka P. Compute Distance To: Compute Author ID: edirisinghe.n-chanaka-p Published as: Edirisinghe, Chanaka; Edirisinghe, N. C. P.; Edirisinghe, N. Chanaka P. Documents Indexed: 25 Publications since 1992 all top 5 Co-Authors 5 single-authored 6 Ziemba, William T. 3 Jeong, Jaehwan 2 Patterson, E. I. 2 Zhang, Xiaohong 1 Agarwal, Anurag 1 Bichescu, Bogdan C. 1 Birge, John R. 1 Bowers, Melissa R. 1 James, Ross J. W. 1 Saadouli, N. 1 Shi, Xiujuan 1 Wahab, M. I. M. 1 Yin, Ziguang 1 You, Guey-Mei 1 Zhang, Xiaohui 1 Zhang, Xin all top 5 Serials 5 Annals of Operations Research 4 European Journal of Operational Research 3 Mathematical Programming. Series A. Series B 2 Mathematics of Operations Research 2 Operations Research 2 International Journal of Mathematics in Operational Research 1 Journal of the Operational Research Society 1 Computational Optimization and Applications 1 Quantitative Finance 1 International Journal of Operational Research Fields 23 Operations research, mathematical programming (90-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 19 Publications have been cited 97 times in 75 Documents Cited by ▼ Year ▼ Bounds for two-stage stochastic programs with fixed recourse. Zbl 0824.90100Edirisinghe, N. C. P.; Ziemba, W. T. 16 1994 Equilibrium analysis of supply chain structures under power imbalance. Zbl 1219.91057Edirisinghe, N. C. P.; Bichescu, B.; Shi, X. 14 2011 Pricing swing options in the electricity markets under regime-switching uncertainty. Zbl 1210.91125Wahab, M. I. M.; Yin, Z.; Edirisinghe, N. C. P. 9 2010 Bounding the expectation of a saddle function with application to stochastic programming. Zbl 0824.90101Edirisinghe, N. C. P.; Ziemba, W. T. 9 1994 Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation. Zbl 0919.90117Edirisinghe, N. C. P. 7 1999 Capacity planning model for a multipurpose water reservoir with target-priority operation. Zbl 1017.90069Edirisinghe, N. C. P.; Patterson, E. I.; Saadouli, N. 6 2000 Tight bounds for stochastic convex programs. Zbl 0767.90057Edirisinghe, N. C. P.; Ziemba, W. T. 6 1992 Portfolio selection under DEA-based relative financial strength indicators: Case of US industries. Zbl 1153.90454Edirisinghe, N. C. P.; Zhang, X. 5 2008 Multi-period stochastic portfolio optimization: block-separable decomposition. Zbl 1132.91462Edirisinghe, N. C. P.; Patterson, E. I. 4 2007 New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming. Zbl 0879.90151Edirisinghe, N. C. P. 4 1996 Fleet routing position-based model for inventory pickup under production shutdown. Zbl 1317.90045Edirisinghe, N. C. P.; James, R. J. W. 3 2014 Stochastic programming approximations using limited moment information, with application to asset allocation. Zbl 1243.90155Edirisinghe, N. Chanaka P. 3 2011 Second-order scenario approximation and refinement in optimization under uncertainty. Zbl 0854.90108Edirisinghe, N. C. P.; You, G.-M. 3 1996 An efficient global algorithm for a class of indefinite separable quadratic programs. Zbl 1343.90058Edirisinghe, Chanaka; Jeong, Jaehwan 2 2016 Input/output selection in DEA under expert information, with application to financial markets. Zbl 1206.91019Edirisinghe, N. C. P.; Zhang, X. 2 2010 Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. Zbl 1387.90156Edirisinghe, Chanaka; Jeong, Jaehwan 1 2017 Generalised pickup and delivery problem with dynamic time windows. Zbl 1188.90182Edirisinghe, N. Chanaka P.; Bowers, Melissa R.; Agarwal, Anurag 1 2010 Multiperiod portfolio optimization with terminal liability: bounds for the convex case. Zbl 1085.90039Edirisinghe, N. C. P. 1 2005 Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Zbl 0874.90143Edirisinghe, N. C. P.; Ziemba, W. T. 1 1996 Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. Zbl 1387.90156Edirisinghe, Chanaka; Jeong, Jaehwan 1 2017 An efficient global algorithm for a class of indefinite separable quadratic programs. Zbl 1343.90058Edirisinghe, Chanaka; Jeong, Jaehwan 2 2016 Fleet routing position-based model for inventory pickup under production shutdown. Zbl 1317.90045Edirisinghe, N. C. P.; James, R. J. W. 3 2014 Equilibrium analysis of supply chain structures under power imbalance. Zbl 1219.91057Edirisinghe, N. C. P.; Bichescu, B.; Shi, X. 14 2011 Stochastic programming approximations using limited moment information, with application to asset allocation. Zbl 1243.90155Edirisinghe, N. Chanaka P. 3 2011 Pricing swing options in the electricity markets under regime-switching uncertainty. Zbl 1210.91125Wahab, M. I. M.; Yin, Z.; Edirisinghe, N. C. P. 9 2010 Input/output selection in DEA under expert information, with application to financial markets. Zbl 1206.91019Edirisinghe, N. C. P.; Zhang, X. 2 2010 Generalised pickup and delivery problem with dynamic time windows. Zbl 1188.90182Edirisinghe, N. Chanaka P.; Bowers, Melissa R.; Agarwal, Anurag 1 2010 Portfolio selection under DEA-based relative financial strength indicators: Case of US industries. Zbl 1153.90454Edirisinghe, N. C. P.; Zhang, X. 5 2008 Multi-period stochastic portfolio optimization: block-separable decomposition. Zbl 1132.91462Edirisinghe, N. C. P.; Patterson, E. I. 4 2007 Multiperiod portfolio optimization with terminal liability: bounds for the convex case. Zbl 1085.90039Edirisinghe, N. C. P. 1 2005 Capacity planning model for a multipurpose water reservoir with target-priority operation. Zbl 1017.90069Edirisinghe, N. C. P.; Patterson, E. I.; Saadouli, N. 6 2000 Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation. Zbl 0919.90117Edirisinghe, N. C. P. 7 1999 New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming. Zbl 0879.90151Edirisinghe, N. C. P. 4 1996 Second-order scenario approximation and refinement in optimization under uncertainty. Zbl 0854.90108Edirisinghe, N. C. P.; You, G.-M. 3 1996 Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Zbl 0874.90143Edirisinghe, N. C. P.; Ziemba, W. T. 1 1996 Bounds for two-stage stochastic programs with fixed recourse. Zbl 0824.90100Edirisinghe, N. C. P.; Ziemba, W. T. 16 1994 Bounding the expectation of a saddle function with application to stochastic programming. Zbl 0824.90101Edirisinghe, N. C. P.; Ziemba, W. T. 9 1994 Tight bounds for stochastic convex programs. Zbl 0767.90057Edirisinghe, N. C. P.; Ziemba, W. T. 6 1992 all cited Publications top 5 cited Publications all top 5 Cited by 162 Authors 8 Edirisinghe, N. Chanaka P. 3 Frauendorfer, Karl 3 Kuhn, Daniel 2 Ahmadi, Zaniar 2 Archetti, Claudia 2 Cheng, Tai-Chiu Edwin 2 Foroush Bastani, Ali 2 Haghi, Majid 2 Henrion, René 2 Hosseini, Seyed Mohammad 2 Jeong, Jaehwan 2 Matsubayashi, Nobuo 2 Matsui, Kenji 2 Mollapourasl, Reza 2 Morton, David P. 2 Pflug, Georg Ch. 2 Römisch, Werner 2 Speranza, Maria Grazia 2 Van Ackooij, Wim 1 Andrieu, Laetitia 1 Auer, Benjamin R. 1 Azadi, Zahra 1 Ben-Tal, Aharon 1 Beraldi, Patrizia 1 Boccia, Maurizio 1 Bock, Hans Georg 1 Bodnar, Taras 1 Büke, Burak 1 Caliskan-Demirag, Ozgun 1 Cao, Zonghong 1 Chen, Xiuping 1 Cheung, Raymond K.-M. 1 Choi, Tsan-Ming 1 Christiansen, Marielle 1 Chung, Hwan 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 Fang, Luning 1 Farmer, James Doyne 1 Fisher, Aiden 1 Gangammanavar, Harsha 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 Heitsch, Holger 1 Hejazi, Seyed Reza 1 Hoàng Xuân Phù 1 Honkapuro, Samuli 1 Huang, Feng Feng 1 Huang, Gordon H. 1 Huang, Guo He 1 Infanger, Gerd 1 Isaias, José Claudio 1 Jafari, Hamed Houri 1 James, Ross J. W. 1 Ji, Ping 1 Kall, Peter 1 Kang, Rui 1 Kastberg Nilssen, Trygve 1 Keutchayan, Julien 1 Klein Haneveld, Willem Karel 1 Kohrs, Hendrik 1 Kuhn, Dietmar 1 Kulikov, A. V. 1 Kumoi, Yuki 1 Lafond, François 1 Lee, Eunkyu 1 Leivo, Timo 1 Lempa, Jukka 1 Li, Gang 1 Li, Guo 1 Li, Hengguang 1 Li, Lin 1 Li, Yunfei Paul 1 Lillo, Fabrizio 1 Lim, Sungmook 1 Liu, Mengqi 1 Liu, Ruihua 1 Luedtke, James R. 1 Luo, Bingfeng 1 Maggioni, Francesca 1 Malykh, N. O. 1 Maqsood, Imran 1 Matsushima, Noriaki 1 Mayer, Janos 1 Melenberg, Bertrand 1 Metcalfe, Andrew Viggo 1 Min, Jie 1 Mizuno, Tomomichi 1 Möller, Andris 1 Mühlichen, Hermann ...and 62 more Authors all top 5 Cited in 28 Serials 24 European Journal of Operational Research 8 Mathematical Programming. Series A. Series B 6 Annals of Operations Research 3 Journal of Computational and Applied Mathematics 3 SIAM Journal on Optimization 3 Mathematical Methods of Operations Research 2 Journal of Optimization Theory and Applications 2 Optimization 2 Computational Optimization and Applications 2 Mathematical Problems in Engineering 2 Stochastic Environmental Research and Risk Assessment 1 Computers & Mathematics with Applications 1 Kybernetika 1 Operations Research 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 Theory of Probability and Mathematical Statistics 1 Probability in the Engineering and Informational Sciences 1 Optimization and Engineering 1 RAIRO. Operations Research 1 Journal of Applied Mathematics 1 Review of Derivatives Research 1 Computational Management Science 1 Set-Valued and Variational Analysis all top 5 Cited in 10 Fields 64 Operations research, mathematical programming (90-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Probability theory and stochastic processes (60-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Statistics (62-XX) 4 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year