2007 | ||
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3 | EE | N. C. P. Edirisinghe, E. I. Patterson: Multi-period stochastic portfolio optimization: Block-separable decomposition. Annals OR 152(1): 367-394 (2007) |
2000 | ||
2 | EE | N. C. P. Edirisinghe, E. I. Patterson, N. Saadouli: Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation. Annals OR 100(1-4): 273-303 (2000) |
1996 | ||
1 | N. C. P. Edirisinghe, William T. Ziemba: Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Math. Program. 75: 295-325 (1996) |
1 | E. I. Patterson | [2] [3] |
2 | N. Saadouli | [2] |
3 | William T. Ziemba | [1] |