Neville Sancho
Assoc. Professor
Dept. of Math & Stat.
McGill University
Montreal
PQ H3A 2K6
1. Optimization of Linear Stochastic Control Systems operating
over a Finite Time Interval, Int. J. Control, V.3, no.5, pp. 487-496, 1966
2. Moment Equations of a Stochastic System with
Generalized Poisson Parameters, Int. J. Control, V.8, no.4, pp. 417-421, 1968
3. On the Approximate Moment Equations of a Nonlinear
Stochastic Differential Equation, J. Math. Anal. & Appl., V.27, no. 2,
pp.384-371, 1970
4. A Technique for finding the Moment Equations of a
Nonlinear Stochastic System, J. Mathematical Physics, V.11, no.3, pp 771-774,
1970
5. Nonlinear Stochastic Differential Equations containing
Random Parameters with small and large Correlation Times, J. Mathematical
Physics, V.11, no.4, pp 1283-1287, 1970
6. Optimal Drug Administration for the Control of Certain
Cholesterol Fats in the Blood System, Math. Biosciences, V.15, no.1&2,
pp.183-186, 1972
7. Optimal Policies in Ecology and Resource Management,
Math. Biosciences, V.17, no.1&2, pp.35-41, 1973
8. A Two-Stage Algorithm for Sequential Decision
Problems, (with H. Howson) INFOR, V.11, no. 2, pp.163-176, 1973
9. A New Algorithm for the Solution of Multi-State
Dynamic Programming Problems, (with H. Howson), Mathematical Programming, V.8,
no.1, pp. 104-116, 1975
10.Economic Optimization in Controlled Fisheries, (with
C. Mitchell), Math. Biosciences, V.27, pp.1-7, 1975
11.Optimal Solution for Scheduling of Printing and
Bindind, INFOR, V.14, no.2, pp.164-168, 1976
12.A New Algorithm for Solving Certain Variational
Problems, J. Opt. Th. & Appl., V.22, no.3, pp.389-397, 1977
13.Dynamic Programming Algorithm for Optimizing
Distributed Parameter Trajectories with Constraints, (with K.Ng) Automatica,
V.6, no. 2, pp.197-203, 1980
14.Routing Problems and Markovian Decision Processes, J.
Math. Anal. & Appl., V.105, no.1, pp.76-83, 1985
15.Maximum Reliabiliy through a Network with Resource
Constraints, J.Oper. Res. Soc., V.36, no.6, pp.537-540, 1985
16.A Multi-Objective Routing Problem, Eng. Optimization,
V.10, pp.71-76, 1986
17.A Shortest Path Routing Problem with Resource
Allocation (with G. Pederzoli),J.Math. Anal. & Appl., V.124, no.1,
pp.33-42, 1987
18.On the Maximum Expected Flow in a Network, J. Oper.
Res. Soc., V.39, no.5, pp. 481-485, 1988
19.Dynamic Programming, Reduction of Dimensionality and
Eigenvalue Problems (with K.Y.K. Ng), Engineering Optimization ,V.15,
pp.257-266, 1990
20.Optimal Routing with Capacity, Reliability and Cost
Constraints, Engineering Optimization ,V.19, pp.313-317, 1990
21.A Dynamic Programming Solution of a Shortest Path
Problem with Time Constraints on Movement and Parking, J.Math. Anal. &
Appl., V.166, no.1, pp.192-198, 1992
22.On tht Expected capacity of the Path of a Graph,
Quaderni di Statistica e Matematics Applicata alle Science Economico0Sociali,V.
XIII, no.3, pp.15-18, 1993
23.Minimum Cost Flow in a Graph with Cost-Safety Factor
(with G. Pederzoli), Badania Operacyjne I Decyzje, nr. 4, pp. 55-61, 1993
24.Shortest Path Problems with Time Windows on Nodes and
Arcs, J. Math. Anal. & Appl., V.186, no.3, pp. 643-648, 1994
25.A Suboptimal Solution to a Hierarchial Network Design
Problem using Dynamic Programming, Eur. J. Oper., Res., V.83, pp. 237-244, 1995
26.Partial Solution of Eigenproblems by Decomposition
method – I. Theory, (with K.Ng and M.Wong) Engineering Optimization,
V.25, pp.115-129, 1995
27.A Hierarchial Network Design Problem with Multiple
Primary Paths, Eur. J. Oper. Res., V.96, pp.23-328, 1996
28.A Hybrid dynamic Programming/depth-first search
algorithm with an application to redundancy allocation, (with K.Y.K. Ng) IIE
Transactions, V.33, pp. 1047-1058, 2001
29.Regional Surveillance of Disjoint Rectangles: a
Travelling Salesman formulation, (with K.Y.K.Ng), Special Issue Paper, J. of
the Operational Research Society,online publication, doi:
10.1057/palgrave.jors.2602507, 2007