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Edirisinghe, N. Chanaka P.

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Author ID: edirisinghe.n-chanaka-p Recent zbMATH articles by "Edirisinghe, N. Chanaka P."
Published as: Edirisinghe, Chanaka; Edirisinghe, N. C. P.; Edirisinghe, N. Chanaka P.
Documents Indexed: 25 Publications since 1992

Publications by Year

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 0824.90100
Edirisinghe, N. C. P.; Ziemba, W. T.
16
1994
Equilibrium analysis of supply chain structures under power imbalance. Zbl 1219.91057
Edirisinghe, N. C. P.; Bichescu, B.; Shi, X.
14
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.
9
2010
Bounding the expectation of a saddle function with application to stochastic programming. Zbl 0824.90101
Edirisinghe, N. C. P.; Ziemba, W. T.
9
1994
Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation. Zbl 0919.90117
Edirisinghe, N. C. P.
7
1999
Capacity planning model for a multipurpose water reservoir with target-priority operation. Zbl 1017.90069
Edirisinghe, N. C. P.; Patterson, E. I.; Saadouli, N.
6
2000
Tight bounds for stochastic convex programs. Zbl 0767.90057
Edirisinghe, N. C. P.; Ziemba, W. T.
6
1992
Portfolio selection under DEA-based relative financial strength indicators: Case of US industries. Zbl 1153.90454
Edirisinghe, N. C. P.; Zhang, X.
5
2008
Multi-period stochastic portfolio optimization: block-separable decomposition. Zbl 1132.91462
Edirisinghe, 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 0879.90151
Edirisinghe, N. C. P.
4
1996
Fleet routing position-based model for inventory pickup under production shutdown. Zbl 1317.90045
Edirisinghe, N. C. P.; James, R. J. W.
3
2014
Stochastic programming approximations using limited moment information, with application to asset allocation. Zbl 1243.90155
Edirisinghe, N. Chanaka P.
3
2011
Second-order scenario approximation and refinement in optimization under uncertainty. Zbl 0854.90108
Edirisinghe, N. C. P.; You, G.-M.
3
1996
An efficient global algorithm for a class of indefinite separable quadratic programs. Zbl 1343.90058
Edirisinghe, Chanaka; Jeong, Jaehwan
2
2016
Input/output selection in DEA under expert information, with application to financial markets. Zbl 1206.91019
Edirisinghe, N. C. P.; Zhang, X.
2
2010
Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. Zbl 1387.90156
Edirisinghe, Chanaka; Jeong, Jaehwan
1
2017
Generalised pickup and delivery problem with dynamic time windows. Zbl 1188.90182
Edirisinghe, N. Chanaka P.; Bowers, Melissa R.; Agarwal, Anurag
1
2010
Multiperiod portfolio optimization with terminal liability: bounds for the convex case. Zbl 1085.90039
Edirisinghe, N. C. P.
1
2005
Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Zbl 0874.90143
Edirisinghe, N. C. P.; Ziemba, W. T.
1
1996
Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. Zbl 1387.90156
Edirisinghe, Chanaka; Jeong, Jaehwan
1
2017
An efficient global algorithm for a class of indefinite separable quadratic programs. Zbl 1343.90058
Edirisinghe, Chanaka; Jeong, Jaehwan
2
2016
Fleet routing position-based model for inventory pickup under production shutdown. Zbl 1317.90045
Edirisinghe, N. C. P.; James, R. J. W.
3
2014
Equilibrium analysis of supply chain structures under power imbalance. Zbl 1219.91057
Edirisinghe, N. C. P.; Bichescu, B.; Shi, X.
14
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.
9
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.
5
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.
1
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.
6
2000
Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation. Zbl 0919.90117
Edirisinghe, N. C. P.
7
1999
New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming. Zbl 0879.90151
Edirisinghe, N. C. P.
4
1996
Second-order scenario approximation and refinement in optimization under uncertainty. Zbl 0854.90108
Edirisinghe, N. C. P.; You, G.-M.
3
1996
Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Zbl 0874.90143
Edirisinghe, N. C. P.; Ziemba, W. T.
1
1996
Bounds for two-stage stochastic programs with fixed recourse. Zbl 0824.90100
Edirisinghe, N. C. P.; Ziemba, W. T.
16
1994
Bounding the expectation of a saddle function with application to stochastic programming. Zbl 0824.90101
Edirisinghe, N. C. P.; Ziemba, W. T.
9
1994
Tight bounds for stochastic convex programs. Zbl 0767.90057
Edirisinghe, N. C. P.; Ziemba, W. T.
6
1992
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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

Citations by Year