2009 |
24 | EE | Panos Parpas,
Berç Rustem:
Global Optimization Algorithms for Financial Planning Problems.
Encyclopedia of Optimization 2009: 1277-1282 |
23 | EE | Panos Parpas,
Berç Rustem:
Laplace Method and Applications to Optimization Problems.
Encyclopedia of Optimization 2009: 1818-1822 |
22 | EE | Panos Parpas,
Berç Rustem:
Maximum Entropy and Game Theory.
Encyclopedia of Optimization 2009: 1999-2004 |
21 | EE | 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 |
20 | EE | Panos Parpas,
Berç Rustem:
Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems.
Encyclopedia of Optimization 2009: 619-627 |
19 | EE | Panos Parpas,
Berç Rustem:
Duality Gaps in Nonconvex Optimization.
Encyclopedia of Optimization 2009: 802-805 |
2008 |
18 | EE | Maria A. Osorio,
Nalan Gülpinar,
Berç Rustem:
A general framework for multistage mean-variance post-tax optimization.
Annals OR 157(1): 3-23 (2008) |
17 | EE | Maria A. Osorio,
Nalan Gülpinar,
Berç Rustem:
A mixed integer programming model for multistage mean-variance post-tax optimization.
European Journal of Operational Research 185(2): 451-480 (2008) |
16 | EE | Nuno P. Faísca,
Konstantinos I. Kouramas,
Pedro M. Saraiva,
Berç Rustem,
Efstratios N. Pistikopoulos:
A multi-parametric programming approach for constrained dynamic programming problems.
Optimization Letters 2(2): 267-280 (2008) |
2007 |
15 | EE | Nalan Gülpinar,
Uli Harder,
Peter G. Harrison,
Tony Field,
Berç Rustem,
Louis-François Pau:
Mean-variance performance optimization of response time in a tandem router network with batch arrivals.
Cluster Computing 10(2): 203-216 (2007) |
14 | EE | Nalan Gülpinar,
Berç Rustem:
Robust optimal decisions with imprecise forecasts.
Computational Statistics & Data Analysis 51(7): 3595-3611 (2007) |
13 | EE | Nalan Gülpinar,
Berç Rustem:
Worst-case robust decisions for multi-period mean-variance portfolio optimization.
European Journal of Operational Research 183(3): 981-1000 (2007) |
2006 |
12 | EE | Panos Parpas,
Berç Rustem:
Global Optimization of the Scenario Generation and Portfolio Selection Problems.
ICCSA (3) 2006: 908-917 |
11 | | Nalan Gülpinar,
Berç Rustem:
Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization.
IMECS 2006: 985-985 |
10 | | 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 |
9 | EE | Nalan Gülpinar,
Peter G. Harrison,
Berç Rustem:
Worst-Case Analysis of Router Networks with Rival Queueing Models.
ISCIS 2006: 897-907 |
8 | EE | 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 |
7 | EE | 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.
Automatica 42(11): 1835 (2006) |
2005 |
6 | EE | Nalan Gülpinar,
Peter G. Harrison,
Berç Rustem,
Louis-François Pau:
Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals.
IPDPS 2005 |
2004 |
5 | EE | Nalan Gülpinar,
Peter G. Harrison,
Berç Rustem,
Louis-François Pau:
An Optimisation Model for a Two-Node Router Network.
MASCOTS 2004: 147-156 |
4 | EE | Berç Rustem:
Call for papers for an Automatica special issue on optimal control applications to management sciences.
Automatica 40(11): 1819 (2004) |
3 | EE | Maria A. Osorio,
Nalan Gülpinar,
Berç Rustem,
Reuben Settergren:
Post-tax optimization with stochastic programming.
European Journal of Operational Research 157(1): 152-168 (2004) |
2000 |
2 | | Erricos John Kontoghiorghes,
Anna Nagurney,
Berç Rustem:
Parallel computing in economics, finance and decision-making.
Parallel Computing 26(5): 507-509 (2000) |
1992 |
1 | | Berç Rustem:
A constrained min-max algorithm for rival models of the same economic system.
Math. Program. 53: 279-295 (1992) |