Neville Sancho

Assoc. Professor

Dept. of Math & Stat.

McGill University

Montreal

PQ H3A 2K6

 

Teaching

Significant publications

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