Berç Rustem

According to our database1, Berç Rustem authored at least 81 papers between 1978 and 2019.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2019
14th International Conference on Computational Management Science.
Comput. Manag. Sci., 2019

2018
Robust risk budgeting.
Ann. Oper. Res., 2018

2017
Guest Editorial.
Optim. Methods Softw., 2017

2016
A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem.
J. Optim. Theory Appl., 2016

2014
Worst-case robust Omega ratio.
Eur. J. Oper. Res., 2014

Robust portfolio optimization with copulas.
Eur. J. Oper. Res., 2014

2013
Sum of Non-Concave Utilities Maximization for MIMO Interference Systems.
IEEE Trans. Wirel. Commun., 2013

Pessimistic Bilevel Optimization.
SIAM J. Optim., 2013

Distributionally robust joint chance constraints with second-order moment information.
Math. Program., 2013

Robust Markov Decision Processes.
Math. Oper. Res., 2013

Worst-Case Value at Risk of Nonlinear Portfolios.
Manag. Sci., 2013

Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity.
J. Glob. Optim., 2013

2012
Robust resource allocations in temporal networks.
Math. Program., 2012

Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare.
J. Optim. Theory Appl., 2012

International portfolio management with affine policies.
Eur. J. Oper. Res., 2012

Robust hedging strategies.
Comput. Oper. Res., 2012

Robust portfolio optimization: a conic programming approach.
Comput. Optim. Appl., 2012

Robust international portfolio management.
Comput. Manag. Sci., 2012

A constraint sampling approach for multi-stage robust optimization.
Autom., 2012

Multi-resource allocation in stochastic project scheduling.
Ann. Oper. Res., 2012

Solving MRF Minimization by Mirror Descent.
Proceedings of the Advances in Visual Computing - 8th International Symposium, 2012

2011
A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming.
Optim. Lett., 2011

Switching Stepsize Strategies for Sequential Quadratic Programming.
J. Optim. Theory Appl., 2011

Robust portfolio optimization with derivative insurance guarantees.
Eur. J. Oper. Res., 2011

Risky traveling salesman problem.
Eur. J. Oper. Res., 2011

Incorporating hard constraints into non-rigid registration via nonlinear programming.
Proceedings of the Medical Imaging 2011: Image Processing, 2011

Decision rules for information discovery in multi-stage stochastic programming.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010
Partitioning procedure for polynomial optimization.
J. Glob. Optim., 2010

Maximizing the net present value of a project under uncertainty.
Eur. J. Oper. Res., 2010

A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009
Bilevel Programming Framework for Enterprise-Wide Process Networks Under Uncertainty.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Maximum Entropy and Game Theory.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Laplace Method and Applications to Optimization Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Global Optimization Algorithms for Financial Planning Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Duality Gaps in Nonconvex Optimization.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

A smoothing algorithm for finite min-max-min problems.
Optim. Lett., 2009

A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems.
J. Glob. Optim., 2009

Global optimization and its applications.
J. Glob. Optim., 2009

Global optimization of robust chance constrained problems.
J. Glob. Optim., 2009

Convergence analysis of a global optimization algorithm using stochastic differential equations.
J. Glob. Optim., 2009

Global optimization of multi-parametric MILP problems.
J. Glob. Optim., 2009

Mean and variance optimization of non-linear systems and worst-case analysis.
Comput. Optim. Appl., 2009

A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems.
Comput. Manag. Sci., 2009

2008
An interior point algorithm for continuous minimax: implementation and computation.
Optim. Methods Softw., 2008

A multi-parametric programming approach for constrained dynamic programming problems.
Optim. Lett., 2008

Bound-based decision rules in multistage stochastic programming.
Kybernetika, 2008

A mixed integer programming model for multistage mean-variance post-tax optimization.
Eur. J. Oper. Res., 2008

A general framework for multistage mean-variance post-tax optimization.
Ann. Oper. Res., 2008

2007
Parametric global optimisation for bilevel programming.
J. Glob. Optim., 2007

Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems.
INFORMS J. Comput., 2007

Worst-case robust decisions for multi-period mean-variance portfolio optimization.
Eur. J. Oper. Res., 2007

Robust optimal decisions with imprecise forecasts.
Comput. Stat. Data Anal., 2007

Mean-variance performance optimization of response time in a tandem router network with batch arrivals.
Clust. Comput., 2007

2006
Linearly Constrained Global Optimization and Stochastic Differential Equations.
J. Glob. Optim., 2006

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., 2006

Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals.
Proceedings of the Management of Integrated End-to-End Communications and Services, 2006

Worst-Case Analysis of Router Networks with Rival Queueing Models.
Proceedings of the Computer and Information Sciences, 2006

Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization.
Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, 2006

Performance Optimization of a Tandem Router Network Using a Fluid Model.
Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, 2006

Global Optimization of the Scenario Generation and Portfolio Selection Problems.
Proceedings of the Computational Science and Its Applications, 2006

2005
Book review.
Comput. Manag. Sci., 2005

Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals.
Proceedings of the 19th International Parallel and Distributed Processing Symposium (IPDPS 2005), 2005

2004
Post-tax optimization with stochastic programming.
Eur. J. Oper. Res., 2004

Call for papers for an Automatica special issue on optimal control applications to management sciences.
Autom., 2004

An Optimisation Model for a Two-Node Router Network.
Proceedings of the 12th International Workshop on Modeling, 2004

2003
A parallel algorithm for semi-infinite programming.
Comput. Stat. Data Anal., 2003

Semi-Infinite Programming and Applications to Minimax Problems.
Ann. Oper. Res., 2003

2000
Parallel computing in economics, finance and decision-making.
Parallel Comput., 2000

Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty.
Eur. J. Oper. Res., 2000

An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax.
Ann. Oper. Res., 2000

1999
An algorithm for constrained nonlinear optimization under uncertainty.
Autom., 1999

1998
An Algorithm for the Inequality-Constrained Discrete Min-Max Problem.
SIAM J. Optim., 1998

Algorithms for nonlinear programming and multiple-objective decisions.
Wiley-Interscience series in discrete mathematics and optimization, Wiley, ISBN: 978-0-471-97850-3, 1998

1997
Parallelization of a Nonlinear Robust Optimization Algorithm.
Proceedings of the Parallel Computing: Fundamentals, 1997

1994
Interactive decision making: Equivalence of modified formulations.
Ann. Oper. Res., 1994

1993
Algorithms for solving nonlinear dynamic decision models.
Ann. Oper. Res., 1993

1992
A constrained min-max algorithm for rival models of the same economic system.
Math. Program., 1992

1991
The diagonalizability of quadratic functions and the arbitrariness of shadow prices.
Autom., 1991

1985
Optimal fixed rules and simple feedback laws in the design of economic policy.
Autom., 1985

1978
Respecifying the weighting matrix of a quadratic objective function.
Autom., 1978


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