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Berç Rustem
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- affiliation: Imperial College London, UK
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2020 – today
- 2022
- [j63]Berç Rustem, Panos Parpas:
In Memoriam: Nicos Christofides (1942-2019). Oper. Res. Forum 3(1) (2022)
2010 – 2019
- 2019
- [j62]Rosella Giacometti
, Berç Rustem:
14th International Conference on Computational Management Science. Comput. Manag. Sci. 16(1-2): 1-2 (2019) - 2018
- [j61]Michalis Kapsos
Robust risk budgeting. Ann. Oper. Res. 266(1-2): 199-221 (2018) - 2017
- [j60]Panos Parpas
Guest Editorial. Optim. Methods Softw. 32(4): 669 (2017) - 2016
- [j59]Duy V. N. Luong
A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem. J. Optim. Theory Appl. 170(3): 900-915 (2016) - 2014
- [j58]Michalis Kapsos, Nicos Christofides, Berç Rustem:
Worst-case robust Omega ratio. Eur. J. Oper. Res. 234(2): 499-507 (2014) - [j57]Iakovos Kakouris, Berç Rustem:
Robust portfolio optimization with copulas. Eur. J. Oper. Res. 235(1): 28-37 (2014) - 2013
- [j56]Fook Wai Kong, Berç Rustem:
Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity. J. Glob. Optim. 57(1): 251-277 (2013) - [j55]Steve Zymler, Daniel Kuhn, Berç Rustem:
Worst-Case Value at Risk of Nonlinear Portfolios. Manag. Sci. 59(1): 172-188 (2013) - [j54]Wolfram Wiesemann, Daniel Kuhn, Berç Rustem:
Robust Markov Decision Processes. Math. Oper. Res. 38(1): 153-183 (2013) - [j53]Steve Zymler, Daniel Kuhn, Berç Rustem:
Distributionally robust joint chance constraints with second-order moment information. Math. Program. 137(1-2): 167-198 (2013) - [j52]Wolfram Wiesemann, Angelos Tsoukalas
Pessimistic Bilevel Optimization. SIAM J. Optim. 23(1): 353-380 (2013) - [j51]Fook Wai Kong, Panos Parpas
Sum of Non-Concave Utilities Maximization for MIMO Interference Systems. IEEE Trans. Wirel. Commun. 12(4): 1744-1751 (2013) - 2012
- [j50]Wolfram Wiesemann, Daniel Kuhn, Berç Rustem:
Multi-resource allocation in stochastic project scheduling. Ann. Oper. Res. 193(1): 193-220 (2012) - [j49]Phebe Vayanos, Daniel Kuhn, Berç Rustem:
A constraint sampling approach for multi-stage robust optimization. Autom. 48(3): 459-471 (2012) - [j48]Raquel J. Fonseca
Robust international portfolio management. Comput. Manag. Sci. 9(1): 31-62 (2012) - [j47]Kai Ye, Panos Parpas
Robust portfolio optimization: a conic programming approach. Comput. Optim. Appl. 52(2): 463-481 (2012) - [j46]Raquel J. Fonseca
Robust hedging strategies. Comput. Oper. Res. 39(11): 2528-2536 (2012) - [j45]Raquel J. Fonseca
International portfolio management with affine policies. Eur. J. Oper. Res. 223(1): 177-187 (2012) - [j44]Fook Wai Kong, Polyxeni-Margarita Kleniati, Berç Rustem:
Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare. J. Optim. Theory Appl. 153(1): 237-261 (2012) - [j43]Wolfram Wiesemann, Daniel Kuhn, Berç Rustem:
Robust resource allocations in temporal networks. Math. Program. 135(1-2): 437-471 (2012) - [c12]Duy V. N. Luong, Panos Parpas
Solving MRF Minimization by Mirror Descent. ISVC (1) 2012: 587-598 - 2011
- [j42]Steve Zymler, Berç Rustem, Daniel Kuhn:
Robust portfolio optimization with derivative insurance guarantees. Eur. J. Oper. Res. 210(2): 410-424 (2011) - [j41]Nikolaos Papadakos, George Tzallas-Regas, Berç Rustem, Joanne Thoms:
Risky traveling salesman problem. Eur. J. Oper. Res. 212(1): 69-73 (2011) - [j40]George Tzallas-Regas, Berç Rustem:
Switching Stepsize Strategies for Sequential Quadratic Programming. J. Optim. Theory Appl. 149(2): 269-292 (2011) - [j39]Angelos Tsoukalas
A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming. Optim. Lett. 5(4): 705-716 (2011) - [c11]Phebe Vayanos, Daniel Kuhn, Berç Rustem:
Decision rules for information discovery in multi-stage stochastic programming. CDC/ECC 2011: 7368-7373 - [c10]Duy V. N. Luong, Daniel Rueckert
Incorporating hard constraints into non-rigid registration via nonlinear programming. Image Processing 2011: 79620X - 2010
- [j38]Wolfram Wiesemann, Daniel Kuhn, Berç Rustem:
Maximizing the net present value of a project under uncertainty. Eur. J. Oper. Res. 202(2): 356-367 (2010) - [j37]Polyxeni-Margarita Kleniati, Panos Parpas
Partitioning procedure for polynomial optimization. J. Glob. Optim. 48(4): 549-567 (2010) - [c9]Fook Wai Kong, Daniel Kuhn, Berç Rustem:
A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning. CDC 2010: 1360-1365
2000 – 2009
- 2009
- [j36]Nuno P. Faísca, Pedro M. Saraiva
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems. Comput. Manag. Sci. 6(4): 377-397 (2009) - [j35]Panos Parpas
Mean and variance optimization of non-linear systems and worst-case analysis. Comput. Optim. Appl. 43(2): 235-259 (2009) - [j34]Panos Parpas
Global optimization of robust chance constrained problems. J. Glob. Optim. 43(2-3): 231-247 (2009) - [j33]Angelos Tsoukalas
A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems. J. Glob. Optim. 44(2): 235-250 (2009) - [j32]Stratos N. Pistikopoulos, Berç Rustem:
Global optimization and its applications. J. Glob. Optim. 45(1): 1-2 (2009) - [j31]Panos Parpas
Convergence analysis of a global optimization algorithm using stochastic differential equations. J. Glob. Optim. 45(1): 95-110 (2009) - [j30]Nuno P. Faísca, Vassileios D. Kosmidis, Berç Rustem, Efstratios N. Pistikopoulos:
Global optimization of multi-parametric MILP problems. J. Glob. Optim. 45(1): 131-151 (2009) - [j29]Angelos Tsoukalas
A smoothing algorithm for finite min-max-min problems. Optim. Lett. 3(1): 49-62 (2009) - [r6]Efstratios N. Pistikopoulos, Nuno P. Faísca, Pedro M. Saraiva, Berç Rustem:
Bilevel Programming Framework for Enterprise-Wide Process Networks Under Uncertainty. Encyclopedia of Optimization 2009: 248-255 - [r5]Panos Parpas
Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems. Encyclopedia of Optimization 2009: 619-627 - [r4]Panos Parpas
Duality Gaps in Nonconvex Optimization. Encyclopedia of Optimization 2009: 802-805 - [r3]Panos Parpas
Global Optimization Algorithms for Financial Planning Problems. Encyclopedia of Optimization 2009: 1277-1282 - [r2]Panos Parpas
Laplace Method and Applications to Optimization Problems. Encyclopedia of Optimization 2009: 1818-1822 - [r1]Panos Parpas
Maximum Entropy and Game Theory. Encyclopedia of Optimization 2009: 1999-2004 - 2008
- [j28]Maria A. Osorio, Nalan Gülpinar, Berç Rustem:
A general framework for multistage mean-variance post-tax optimization. Ann. Oper. Res. 157(1): 3-23 (2008) - [j27]Maria A. Osorio, Nalan Gülpinar, Berç Rustem:
A mixed integer programming model for multistage mean-variance post-tax optimization. Eur. J. Oper. Res. 185(2): 451-480 (2008) - [j26]Daniel Kuhn, Panos Parpas, Berç Rustem:
Bound-based decision rules in multistage stochastic programming. Kybernetika 44(2): 134-150 (2008) - [j25]Nuno P. Faísca, Konstantinos I. Kouramas, Pedro M. Saraiva
A multi-parametric programming approach for constrained dynamic programming problems. Optim. Lett. 2(2): 267-280 (2008) - [j24]Berç Rustem, Stanislav Zakovic, Panos Parpas
An interior point algorithm for continuous minimax: implementation and computation. Optim. Methods Softw. 23(6): 911-928 (2008) - 2007
- [j23]Nalan Gülpinar, Uli Harder, Peter G. Harrison
Mean-variance performance optimization of response time in a tandem router network with batch arrivals. Clust. Comput. 10(2): 203-216 (2007) - [j22]Nalan Gülpinar, Berç Rustem:
Robust optimal decisions with imprecise forecasts. Comput. Stat. Data Anal. 51(7): 3595-3611 (2007) - [j21]Nalan Gülpinar, Berç Rustem:
Worst-case robust decisions for multi-period mean-variance portfolio optimization. Eur. J. Oper. Res. 183(3): 981-1000 (2007) - [j20]Panos Parpas
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems. INFORMS J. Comput. 19(2): 239-247 (2007) - [j19]Nuno P. Faísca, Vivek Dua
Parametric global optimisation for bilevel programming. J. Glob. Optim. 38(4): 609-623 (2007) - 2006
- [j18]Berç Rustem:
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. 42(11): 1835 (2006) - [j17]Panos Parpas
Linearly Constrained Global Optimization and Stochastic Differential Equations. J. Glob. Optim. 36(2): 191-217 (2006) - [c8]Panos Parpas
Global Optimization of the Scenario Generation and Portfolio Selection Problems. ICCSA (3) 2006: 908-917 - [c7]Nalan Gülpinar, Berç Rustem:
Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization. IMECS 2006: 985-985 - [c6]Nalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau:
Performance Optimization of a Tandem Router Network Using a Fluid Model. IMECS 2006: 986-986 - [c5]Nalan Gülpinar, Peter G. Harrison, Berç Rustem:
Worst-Case Analysis of Router Networks with Rival Queueing Models. ISCIS 2006: 897-907 - [c4]Nalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau
Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals. NOMS 2006 - 2005
- [j16]Berç Rustem:
Book review. Comput. Manag. Sci. 2(4): 353-354 (2005) - [c3]Nalan Gülpinar, Peter G. Harrison
Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals. IPDPS 2005 - 2004
- [j15]Berç Rustem:
Call for papers for an Automatica special issue on optimal control applications to management sciences. Autom. 40(11): 1819 (2004) - [j14]Maria A. Osorio, Nalan Gülpinar, Berç Rustem, Reuben Settergren:
Post-tax optimization with stochastic programming. Eur. J. Oper. Res. 157(1): 152-168 (2004) - [c2]Nalan Gülpinar, Peter G. Harrison
An Optimisation Model for a Two-Node Router Network. MASCOTS 2004: 147-156 - 2003
- [j13]Stanislav Zakovic, Berç Rustem:
Semi-Infinite Programming and Applications to Minimax Problems. Ann. Oper. Res. 124(1-4): 81-110 (2003) - [j12]Stanislav Zakovic, Berç Rustem, S. P. Asprey:
A parallel algorithm for semi-infinite programming. Comput. Stat. Data Anal. 44(1-2): 377-390 (2003) - 2000
- [j11]Stanislav Zakovic, Costas C. Pantelides, Berç Rustem:
An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax. Ann. Oper. Res. 99(1-4): 59-77 (2000) - [j10]John Darlington, Constantinos C. Pantelides, Berç Rustem, B. A. Tanyi:
Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty. Eur. J. Oper. Res. 121(2): 343-362 (2000) - [j9]Erricos John Kontoghiorghes, Anna Nagurney, Berç Rustem:
Parallel computing in economics, finance and decision-making. Parallel Comput. 26(5): 507-509 (2000)
1990 – 1999
- 1999
- [j8]John Darlington, Constantinos C. Pantelides, Berç Rustem, B. A. Tanyi:
An algorithm for constrained nonlinear optimization under uncertainty. Autom. 35(2): 217-228 (1999) - 1998
- [b1]Berç Rustem:
Algorithms for nonlinear programming and multiple-objective decisions. Wiley-Interscience series in discrete mathematics and optimization, Wiley 1998, ISBN 978-0-471-97850-3, pp. I-XVI, 1-304 - [j7]Berç Rustem, Quoc Nguyen:
An Algorithm for the Inequality-Constrained Discrete Min-Max Problem. SIAM J. Optim. 8(1): 265-283 (1998) - 1997
- [c1]B. A. Tanyi, Berç Rustem, John Darlington:
Parallelization of a Nonlinear Robust Optimization Algorithm. PARCO 1997: 171-178 - 1994
- [j6]Berç Rustem:
Interactive decision making: Equivalence of modified formulations. Ann. Oper. Res. 51(1): 1-13 (1994) - 1993
- [j5]Robin Becker, Berç Rustem:
Algorithms for solving nonlinear dynamic decision models. Ann. Oper. Res. 44(2): 115-142 (1993) - 1992
- [j4]Berç Rustem:
A constrained min-max algorithm for rival models of the same economic system. Math. Program. 53: 279-295 (1992) - 1991
- [j3]Berç Rustem:
The diagonalizability of quadratic functions and the arbitrariness of shadow prices. Autom. 27(3): 573-578 (1991)
1980 – 1989
- 1985
- [j2]Elias Karakitsos, Berç Rustem:
Optimal fixed rules and simple feedback laws in the design of economic policy. Autom. 21(2): 169-180 (1985)
1970 – 1979
- 1978
- [j1]Berç Rustem, Kumaraswamy Velupillai, John Hugh Westcott:
Respecifying the weighting matrix of a quadratic objective function. Autom. 14(6): 567-582 (1978)
Coauthor Index
aka: Stratos N. Pistikopoulos
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