Jati K. Sengupta

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Person:751959

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zbMath Open sengupta.jati-kMaRDI QIDQ751959

List of research outcomes

PublicationDate of PublicationType
Econometrics of information and efficiency2019-08-22Paper
Efficiency analysis by production frontiers. The nonparametric approach2019-08-22Paper
Dynamics of Industry Growth2015-01-08Paper
https://portal.mardi4nfdi.de/entity/Q35176502008-08-12Paper
Data envelopment analysis with heterogeneous data: an application2005-08-17Paper
https://portal.mardi4nfdi.de/entity/Q44370342003-12-07Paper
Model of hypercompetition2003-01-15Paper
On Some Theorems of Stochastic Linear Programming with Applications2002-10-22Paper
https://portal.mardi4nfdi.de/entity/Q45064762000-10-17Paper
Recent models in data envelopment analysis: Theory and applications1999-09-15Paper
Linear programming with estimatable parameters1999-09-15Paper
Efficiency distribution and the cost frontier1999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q42112211998-09-16Paper
Nonlinear dynamics in foreign exchange markets1998-01-01Paper
Recent models in dynamic economics: problems of estimating terminal conditions1997-12-18Paper
CONTRIBUTIONS TO DATA ENVELOPMENT ANALYSIS1997-10-30Paper
Modelling exchange rate volatility1997-08-03Paper
Entropy, efficiency and the productivity index numbers1997-07-06Paper
Data envelopment analysis: a new tool for improving managerial efficiency1997-07-06Paper
The Efficiency Distribution Approach in Data Envelopment Analysis: An Application1997-01-15Paper
TECHNICAL CHANGE AND EFFICIENCY IN DATA ENVELOPMENT ANALYSIS1996-12-12Paper
Adjustment costs in mean-variance efficiency analysis1996-11-07Paper
Theory of systems efficiency: models and applications—a review1996-09-02Paper
https://portal.mardi4nfdi.de/entity/Q48910711996-08-28Paper
Dynamic data envelopment analysis1996-06-16Paper
Economic theory and DEA models: a critical review1996-05-27Paper
A dynamic view of Farrell efficiency1995-10-11Paper
A variance frontier model of market volatility: an empirical application1995-09-17Paper
Entropy and information in portfolio choice1995-05-01Paper
Evaluating dynamic efficiency by optimal control1994-10-26Paper
Modelling and testing for market volatility1994-09-12Paper
Measuring efficiency of dynamic input-output systems1994-08-31Paper
Measuring dynamic efficiency under risk aversion1994-08-18Paper
Maximum probability dominance and portfolio theory1994-04-27Paper
Portfolio efficiency tests based on stochastic dominance and co-integration1994-03-11Paper
Information theory and economic growth models1993-08-17Paper
Non-parametric approach to stochastic linear programming1993-08-17Paper
The effects of market power on the stocks and prices of world coffee1993-06-29Paper
The maximum entropy approach in production frontier estimation1993-06-29Paper
A fuzzy systems approach in data envelopment analysis1993-02-11Paper
Robust Solutions in Stochastic Linear Programming1992-06-27Paper
Non-parametric tests of portfolio efficiency under static and dynamic conditions†1992-06-26Paper
Maximum entropy in applied econometric research1992-06-26Paper
The influence curve approach in data envelopment analysis1991-01-01Paper
Robust decisions in economic models1991-01-01Paper
Transformations in stochastic DEA models1990-01-01Paper
Tests of efficiency in data envelopement analysis1990-01-01Paper
Structural efficiency in stochastic models of data envelopment analysis†1990-01-01Paper
Measuring portfolio efficiency: a critique1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47350001989-01-01Paper
Nonlinear measures of technical efficiency1989-01-01Paper
Nonparametric tests of efficiency of portfolio investment1989-01-01Paper
A dynamic view of the portfolio efficiency frontier1989-01-01Paper
Measuring economic efficiency with stochastic input-output data†1989-01-01Paper
Mixed strategy and information theory in optimal portfolio choice1989-01-01Paper
Portfolio decisions as games1989-01-01Paper
Data envelopment with maximum correlation1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37799541988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37830491988-01-01Paper
Robust efficiency measures in a stochastic efficiency model1988-01-01Paper
Efficiency comparisons in input–output systems1988-01-01Paper
Minimax method of measuring productive efficiency1988-01-01Paper
Data envelopment analysis for efficiency measurement in the stochastic case1987-01-01Paper
Applied mathematics for economics1987-01-01Paper
Optimality and robustness of a minimax portfolio1987-01-01Paper
Optimality criteria for comparing efficient portfolios1987-01-01Paper
Efficiency measurement in non-market systems through data envelopment analysis1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37862431987-01-01Paper
Modelling eco-behavioral systems1986-01-01Paper
Optimal monopolistic strategy under demand uncertainty1986-01-01Paper
Stochastic optimization and economic models1986-01-01Paper
Correlated equilibria and Rayleigh quotient in Cournot-Nash games1986-01-01Paper
On the optimality of output inventory decisions of a firm under imperfect stochastic markets1985-01-01Paper
Econometrics of portfolio risk analysis†1984-01-01Paper
A theory of portfolio revision: robustness and truncation problems1984-01-01Paper
Optimal portfolio choice in the singular case1983-01-01Paper
Multivariate risk aversion with applications1983-01-01Paper
Optimal portfolio investment in a dynamic horizon1983-01-01Paper
Control theory models in world coffee : some empirical tests1983-01-01Paper
Optimal control in limit pricing under uncertain entry1983-01-01Paper
A minimax policy for optimal portfolio choice1982-01-01Paper
Efficiency measurement in stochastic input-output systems†1982-01-01Paper
Informetric analysis of dynamic decision rules in applied economic models: a selective survey1982-01-01Paper
Game theory models applied to economic systems: their information, structure and stability1982-01-01Paper
A two-period stochastic inventory model1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39519051982-01-01Paper
Optimal output inventory decisions in stochastic markets1982-01-01Paper
Selection and ordering in optimal portfolio choice1982-01-01Paper
Optimal decisions under uncertainty1981-01-01Paper
Constrained nonzero-sum games with partially controllable strategies1980-01-01Paper
Constrained games as complementary eigenvalue problems1980-01-01Paper
Selecting an optimal solution in stochastic linear programming1980-01-01Paper
Stochastic programs as non-zero sum games1980-01-01Paper
MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING1980-01-01Paper
Linear allocation rules under uncertainty1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39103211980-01-01Paper
Stochastic goal programming with estimated parameters1979-01-01Paper
A class of bilinear models in stochastic programming with applications1979-01-01Paper
TESTING AND VALIDATION PROBLEMS IN STOCHASTIC LINEAR PROGRAMMING1979-01-01Paper
BILINEAR MODELS IN STOCHASTIC PROGRAMMING1979-01-01Paper
Optimal resource allocation under stochastic prices and yields1979-01-01Paper
Complementarity theorems in stochastic programming1979-01-01Paper
Adaptive decision rules for stochastic linear programming1978-01-01Paper
Stabilization policy with stochastic and nonlinear elements1978-01-01Paper
Noncooperative equilibria in monopolistic competition under uncertainty1978-01-01Paper
Evaluation of linearized stabilization policies1978-01-01Paper
An iterative convex simplex method for geometric programming with applications†1977-01-01Paper
Simulation of linear decision rules1977-01-01Paper
ESTIMATING PARAMETERS OF A LINEAR PROGRAMMING MODEL1977-01-01Paper
Application of reliability programming to production planning†1975-01-01Paper
On the two-level planning procedure under a Dantzig-Wolfe decomposition†1974-01-01Paper
Sensitivity analysis for optimal and feedback controls applied to growth models1974-01-01Paper
A Reliability Programming Approach to Production Planning1973-01-01Paper
Relative efficiency of computing optimal growth by conjugate gradient and Davidon methods1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40458471973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44040001973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56501871972-01-01Paper
Chance-Constrained Linear Programming with Chi-Square Type Deviates1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56786651972-01-01Paper
A Review of Stochastic Linear Programming1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56278811971-01-01Paper
A system reliability approach to linear programming1971-01-01Paper
A statistical reliability approach to linear programming1971-01-01Paper
A Fractile Approach to Linear Programming Under Risk1970-01-01Paper
Sensitivity analysis methods for a crop-mix problem in linear programming1970-01-01Paper
Optimal Stabilization Policy with a Quadratic Criterion Function1970-01-01Paper
A Generalization of Some Distribution Aspects of Chance-Constrained Linear Programming1970-01-01Paper
Stochastic Linear Programming with Chance Constraints1970-01-01Paper
On the active approach of stochastic linear programming1970-01-01Paper
Safety-First Rules under Chance-Constrained Linear Programming1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55897411969-01-01Paper
METHODS OF LINEAR PROGRAMMING UNDER RISK*1969-01-01Paper
On the stability of solutions under recursive programming1966-01-01Paper
The Stability of Truncated Solutions of Stochastic Linear Programming1966-01-01Paper
Truncated Decision Rules and Optimal Economic Growth with a Fixed Horizon1966-01-01Paper
Recursive constraints and stochastic linear programming1966-01-01Paper
THE FLEXIBILITY ANDOPTIMALITY OF DOMAR‐TYPE GROWTH MODELS (*)1965-01-01Paper
On the stability of solutions under error in stochastic linear programming1965-01-01Paper
Ein verallgemeinerter Geburten- und Todesprozeß zur Erklärung der Entwicklung des deutschen Volkseinkommens, 1851-19391963-01-01Paper
A weak duality theorem for stochastic linear programming1963-01-01Paper

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