Berç Rustem

82 papers A 1B 3Journal 63Unranked 8
YearRankTypeTitle / Venue / Authors
2022 J jnl
In Memoriam: Nicos Christofides (1942-2019).
Oper. Res. Forum
Berç Rustem, Panos Parpas
2019 J jnl
14th International Conference on Computational Management Science.
Comput. Manag. Sci.
Rosella Giacometti, Berç Rustem
2018 J jnl
Robust risk budgeting.
Ann. Oper. Res.
Michalis Kapsos, Nicos Christofides, Berç Rustem
2017 J jnl
Guest Editorial.
Optim. Methods Softw.
Panos Parpas, Berç Rustem, Wolfram Wiesemann
2016 J jnl
A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem.
J. Optim. Theory Appl.
Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem
2014 J jnl
Robust portfolio optimization with copulas.
Eur. J. Oper. Res.
Iakovos Kakouris, Berç Rustem
2014 J jnl
Worst-case robust Omega ratio.
Eur. J. Oper. Res.
Michalis Kapsos, Nicos Christofides, Berç Rustem
2013 J jnl
Distributionally robust joint chance constraints with second-order moment information.
Math. Program.
Steve Zymler, Daniel Kuhn, Berç Rustem
2013 J jnl
Pessimistic Bilevel Optimization.
SIAM J. Optim.
Wolfram Wiesemann, Angelos Tsoukalas, Polyxeni-Margarita Kleniati, Berç Rustem
2013 J jnl
Robust Markov Decision Processes.
Math. Oper. Res.
Wolfram Wiesemann, Daniel Kuhn, Berç Rustem
2013 J jnl
Sum of Non-Concave Utilities Maximization for MIMO Interference Systems.
IEEE Trans. Wirel. Commun.
Fook Wai Kong, Panos Parpas, Berç Rustem
2013 J jnl
Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity.
J. Glob. Optim.
Fook Wai Kong, Berç Rustem
2013 J jnl
Worst-Case Value at Risk of Nonlinear Portfolios.
Manag. Sci.
Steve Zymler, Daniel Kuhn, Berç Rustem
2012 J jnl
A constraint sampling approach for multi-stage robust optimization.
Autom.
Phebe Vayanos, Daniel Kuhn, Berç Rustem
2012 J jnl
Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare.
J. Optim. Theory Appl.
Fook Wai Kong, Polyxeni-Margarita Kleniati, Berç Rustem
2012 J jnl
International portfolio management with affine policies.
Eur. J. Oper. Res.
Raquel J. Fonseca, Berç Rustem
2012 J jnl
Multi-resource allocation in stochastic project scheduling.
Ann. Oper. Res.
Wolfram Wiesemann, Daniel Kuhn, Berç Rustem
2012 J jnl
Robust hedging strategies.
Comput. Oper. Res.
Raquel J. Fonseca, Berç Rustem
2012 J jnl
Robust international portfolio management.
Comput. Manag. Sci.
Raquel J. Fonseca, Wolfram Wiesemann, Berç Rustem
2012 J jnl
Robust portfolio optimization: a conic programming approach.
Comput. Optim. Appl.
Kai Ye, Panos Parpas, Berç Rustem
2012 J jnl
Robust resource allocations in temporal networks.
Math. Program.
Wolfram Wiesemann, Daniel Kuhn, Berç Rustem
2012 — conf
Solving MRF Minimization by Mirror Descent.
ISVC (1)
Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem
2011 J jnl
A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming.
Optim. Lett.
Angelos Tsoukalas, Berç Rustem
2011 — conf
Decision rules for information discovery in multi-stage stochastic programming.
CDC/ECC
Phebe Vayanos, Daniel Kuhn, Berç Rustem
2011 B conf
Incorporating hard constraints into non-rigid registration via nonlinear programming.
Image Processing
Duy V. N. Luong, Daniel Rueckert, Berç Rustem
2011 J jnl
Risky traveling salesman problem.
Eur. J. Oper. Res.
Nikolaos Papadakos, George Tzallas-Regas, Berç Rustem, Joanne Thoms
2011 J jnl
Robust portfolio optimization with derivative insurance guarantees.
Eur. J. Oper. Res.
Steve Zymler, Berç Rustem, Daniel Kuhn
2011 J jnl
Switching Stepsize Strategies for Sequential Quadratic Programming.
J. Optim. Theory Appl.
George Tzallas-Regas, Berç Rustem
2010 — conf
A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning.
CDC
Fook Wai Kong, Daniel Kuhn, Berç Rustem
2010 J jnl
Maximizing the net present value of a project under uncertainty.
Eur. J. Oper. Res.
Wolfram Wiesemann, Daniel Kuhn, Berç Rustem
2010 J jnl
Partitioning procedure for polynomial optimization.
J. Glob. Optim.
Polyxeni-Margarita Kleniati, Panos Parpas, Berç Rustem
2009 J jnl
A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems.
J. Glob. Optim.
Angelos Tsoukalas, Berç Rustem, Efstratios N. Pistikopoulos
2009 J jnl
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems.
Comput. Manag. Sci.
Nuno P. Faísca, Pedro M. Saraiva, Berç Rustem, Efstratios N. Pistikopoulos
2009 J jnl
A smoothing algorithm for finite min-max-min problems.
Optim. Lett.
Angelos Tsoukalas, Panos Parpas, Berç Rustem
2009 — ch.
Bilevel Programming Framework for Enterprise-Wide Process Networks Under Uncertainty.
Encyclopedia of Optimization
Efstratios N. Pistikopoulos, Nuno P. Faísca, Pedro M. Saraiva, Berç Rustem
2009 J jnl
Convergence analysis of a global optimization algorithm using stochastic differential equations.
J. Glob. Optim.
Panos Parpas, Berç Rustem
2009 — ch.
Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems.
Encyclopedia of Optimization
Panos Parpas, Berç Rustem
2009 — ch.
Duality Gaps in Nonconvex Optimization.
Encyclopedia of Optimization
Panos Parpas, Berç Rustem
2009 — ch.
Global Optimization Algorithms for Financial Planning Problems.
Encyclopedia of Optimization
Panos Parpas, Berç Rustem
2009 J jnl
Global optimization and its applications.
J. Glob. Optim.
Stratos N. Pistikopoulos, Berç Rustem
2009 J jnl
Global optimization of multi-parametric MILP problems.
J. Glob. Optim.
Nuno P. Faísca, Vassileios D. Kosmidis, Berç Rustem, Efstratios N. Pistikopoulos
2009 J jnl
Global optimization of robust chance constrained problems.
J. Glob. Optim.
Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos
2009 — ch.
Laplace Method and Applications to Optimization Problems.
Encyclopedia of Optimization
Panos Parpas, Berç Rustem
2009 — ch.
Maximum Entropy and Game Theory.
Encyclopedia of Optimization
Panos Parpas, Berç Rustem
2009 J jnl
Mean and variance optimization of non-linear systems and worst-case analysis.
Comput. Optim. Appl.
Panos Parpas, Berç Rustem, V. Wieland, Stanislav Zakovic
2008 J jnl
A general framework for multistage mean-variance post-tax optimization.
Ann. Oper. Res.
Maria A. Osorio, Nalan Gülpinar, Berç Rustem
2008 J jnl
A mixed integer programming model for multistage mean-variance post-tax optimization.
Eur. J. Oper. Res.
Maria A. Osorio, Nalan Gülpinar, Berç Rustem
2008 J jnl
A multi-parametric programming approach for constrained dynamic programming problems.
Optim. Lett.
Nuno P. Faísca, Konstantinos I. Kouramas, Pedro M. Saraiva, Berç Rustem, Efstratios N. Pistikopoulos
2008 J jnl
An interior point algorithm for continuous minimax: implementation and computation.
Optim. Methods Softw.
Berç Rustem, Stanislav Zakovic, Panos Parpas
2008 J jnl
Bound-based decision rules in multistage stochastic programming.
Kybernetika
Daniel Kuhn, Panos Parpas, Berç Rustem
2007 J jnl
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems.
INFORMS J. Comput.
Panos Parpas, Berç Rustem
2007 J jnl
Mean-variance performance optimization of response time in a tandem router network with batch arrivals.
Clust. Comput.
Nalan Gülpinar, Uli Harder, Peter G. Harrison, Tony Field, Berç Rustem, Louis-François Pau
2007 J jnl
Parametric global optimisation for bilevel programming.
J. Glob. Optim.
Nuno P. Faísca, Vivek Dua, Berç Rustem, Pedro M. Saraiva, Efstratios N. Pistikopoulos
2007 J jnl
Robust optimal decisions with imprecise forecasts.
Comput. Stat. Data Anal.
Nalan Gülpinar, Berç Rustem
2007 J jnl
Worst-case robust decisions for multi-period mean-variance portfolio optimization.
Eur. J. Oper. Res.
Nalan Gülpinar, Berç Rustem
2006 J jnl
Call for papers for an Automatica Special issue on stochastic modeling, control, and robust optimization at the crossroads of engineering, environmental economics, and finance.
Autom.
Berç Rustem
2006 — conf
Global Optimization of the Scenario Generation and Portfolio Selection Problems.
ICCSA (3)
Panos Parpas, Berç Rustem
2006 J jnl
Linearly Constrained Global Optimization and Stochastic Differential Equations.
J. Glob. Optim.
Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos
2006 B conf
Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals.
NOMS
Nalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau
2006 — conf
Performance Optimization of a Tandem Router Network Using a Fluid Model.
IMECS
Nalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau
2006 — conf
Worst-Case Analysis of Router Networks with Rival Queueing Models.
ISCIS
Nalan Gülpinar, Peter G. Harrison, Berç Rustem
2006 — conf
Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization.
IMECS
Nalan Gülpinar, Berç Rustem
2005 J jnl
Book review.
Comput. Manag. Sci.
Berç Rustem
2005 A conf
Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals.
IPDPS
Nalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau
2004 B conf
An Optimisation Model for a Two-Node Router Network.
MASCOTS
Nalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau
2004 J jnl
Call for papers for an Automatica special issue on optimal control applications to management sciences.
Autom.
Berç Rustem
2004 J jnl
Post-tax optimization with stochastic programming.
Eur. J. Oper. Res.
Maria A. Osorio, Nalan Gülpinar, Berç Rustem, Reuben Settergren
2003 J jnl
A parallel algorithm for semi-infinite programming.
Comput. Stat. Data Anal.
Stanislav Zakovic, Berç Rustem, S. P. Asprey
2003 J jnl
Semi-Infinite Programming and Applications to Minimax Problems.
Ann. Oper. Res.
Stanislav Zakovic, Berç Rustem
2000 J jnl
An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax.
Ann. Oper. Res.
Stanislav Zakovic, Costas C. Pantelides, Berç Rustem
2000 J jnl
Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty.
Eur. J. Oper. Res.
John Darlington, Constantinos C. Pantelides, Berç Rustem, B. A. Tanyi
2000 J jnl
Parallel computing in economics, finance and decision-making.
Parallel Comput.
Erricos John Kontoghiorghes, Anna Nagurney, Berç Rustem
1999 J jnl
An algorithm for constrained nonlinear optimization under uncertainty.
Autom.
John Darlington, Constantinos C. Pantelides, Berç Rustem, B. A. Tanyi
1998 — book
Algorithms for nonlinear programming and multiple-objective decisions.
Berç Rustem
1998 J jnl
An Algorithm for the Inequality-Constrained Discrete Min-Max Problem.
SIAM J. Optim.
Berç Rustem, Quoc Nguyen
1997 — conf
Parallelization of a Nonlinear Robust Optimization Algorithm.
PARCO
B. A. Tanyi, Berç Rustem, John Darlington
1994 J jnl
Interactive decision making: Equivalence of modified formulations.
Ann. Oper. Res.
Berç Rustem
1993 J jnl
Algorithms for solving nonlinear dynamic decision models.
Ann. Oper. Res.
Robin Becker, Berç Rustem
1992 J jnl
A constrained min-max algorithm for rival models of the same economic system.
Math. Program.
Berç Rustem
1991 J jnl
The diagonalizability of quadratic functions and the arbitrariness of shadow prices.
Autom.
Berç Rustem
1985 J jnl
Optimal fixed rules and simple feedback laws in the design of economic policy.
Autom.
Elias Karakitsos, Berç Rustem
1978 J jnl
Respecifying the weighting matrix of a quadratic objective function.
Autom.
Berç Rustem, Kumaraswamy Velupillai, John Hugh Westcott