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Berç Rustem

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2009
24EEPanos Parpas, Berç Rustem: Global Optimization Algorithms for Financial Planning Problems. Encyclopedia of Optimization 2009: 1277-1282
23EEPanos Parpas, Berç Rustem: Laplace Method and Applications to Optimization Problems. Encyclopedia of Optimization 2009: 1818-1822
22EEPanos Parpas, Berç Rustem: Maximum Entropy and Game Theory. Encyclopedia of Optimization 2009: 1999-2004
21EEEfstratios 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
20EEPanos Parpas, Berç Rustem: Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems. Encyclopedia of Optimization 2009: 619-627
19EEPanos Parpas, Berç Rustem: Duality Gaps in Nonconvex Optimization. Encyclopedia of Optimization 2009: 802-805
2008
18EEMaria A. Osorio, Nalan Gülpinar, Berç Rustem: A general framework for multistage mean-variance post-tax optimization. Annals OR 157(1): 3-23 (2008)
17EEMaria 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)
16EENuno 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
15EENalan 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)
14EENalan Gülpinar, Berç Rustem: Robust optimal decisions with imprecise forecasts. Computational Statistics & Data Analysis 51(7): 3595-3611 (2007)
13EENalan 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
12EEPanos 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
9EENalan Gülpinar, Peter G. Harrison, Berç Rustem: Worst-Case Analysis of Router Networks with Rival Queueing Models. ISCIS 2006: 897-907
8EENalan 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
7EEBerç 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
6EENalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau: Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals. IPDPS 2005
2004
5EENalan Gülpinar, Peter G. Harrison, Berç Rustem, Louis-François Pau: An Optimisation Model for a Two-Node Router Network. MASCOTS 2004: 147-156
4EEBerç Rustem: Call for papers for an Automatica special issue on optimal control applications to management sciences. Automatica 40(11): 1819 (2004)
3EEMaria 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)

Coauthor Index

1Nuno P. Faísca [16] [21]
2Tony Field (A. J. Field) [15]
3Nalan Gülpinar [3] [5] [6] [8] [9] [10] [11] [13] [14] [15] [17] [18]
4Uli Harder [15]
5Peter G. Harrison [5] [6] [8] [9] [10] [15]
6Erricos John Kontoghiorghes [2]
7Konstantinos I. Kouramas [16]
8María Auxilio Osorio Lama (Maria A. Osorio) [3] [17] [18]
9Anna Nagurney [2]
10Panos Parpas [12] [19] [20] [22] [23] [24]
11Louis-François Pau [5] [6] [8] [10] [15]
12Efstratios N. Pistikopoulos [16] [21]
13Pedro M. Saraiva [16] [21]
14Reuben Settergren [3]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)