Respecifying the weighting matrix of a quadratic objective function. - Berç Rustem; Kumaraswamy Velupillai; John Hugh Westcott (Autom., 1978)

Optimal fixed rules and simple feedback laws in the design of economic policy. - Elias Karakitsos; Berç Rustem (Autom., 1985)

The diagonalizability of quadratic functions and the arbitrariness of shadow prices. - Berç Rustem (Autom., 1991)

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

Algorithms for solving nonlinear dynamic decision models. - Robin Becker; Berç Rustem (Ann. Oper. Res., 1993)

Interactive decision making: Equivalence of modified formulations. - Berç Rustem (Ann. Oper. Res., 1994)

Parallelization of a Nonlinear Robust Optimization Algorithm. - B. A. Tanyi; Berç Rustem; John Darlington (PARCO, 1997)

Algorithms for nonlinear programming and multiple-objective decisions. - Berç Rustem (Wiley, 1998)

An Algorithm for the Inequality-Constrained Discrete Min-Max Problem. - Berç Rustem; Quoc Nguyen (SIAM J. Optim., 1998)

An algorithm for constrained nonlinear optimization under uncertainty. - John Darlington; Constantinos C. Pantelides; Berç Rustem; B. A. Tanyi (Autom., 1999)

An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax. - Stanislav Zakovic; Costas C. Pantelides; Berç Rustem (Ann. Oper. Res., 2000)

Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty. - John Darlington; Constantinos C. Pantelides; Berç Rustem; B. A. Tanyi (Eur. J. Oper. Res., 2000)

Parallel computing in economics, finance and decision-making. - Erricos John Kontoghiorghes; Anna Nagurney; Berç Rustem (Parallel Comput., 2000)

Semi-Infinite Programming and Applications to Minimax Problems. - Stanislav Zakovic; Berç Rustem (Ann. Oper. Res., 2003)

A parallel algorithm for semi-infinite programming. - Stanislav Zakovic; Berç Rustem; S. P. Asprey (Comput. Stat. Data Anal., 2003)

An Optimisation Model for a Two-Node Router Network. - Nalan Gülpinar; Peter G. Harrison; Berç Rustem; Louis-François Pau (MASCOTS, 2004)

Call for papers for an Automatica special issue on optimal control applications to management sciences. - Berç Rustem (Autom., 2004)

Post-tax optimization with stochastic programming. - Maria A. Osorio; Nalan Gülpinar; Berç Rustem; Reuben Settergren (Eur. J. Oper. Res., 2004)

Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals. - Nalan Gülpinar; Peter G. Harrison; Berç Rustem; Louis-François Pau (IPDPS, 2005)

Book review. - Berç Rustem (Comput. Manag. Sci., 2005)

Global Optimization of the Scenario Generation and Portfolio Selection Problems. - Panos Parpas; Berç Rustem (ICCSA (3), 2006)

Performance Optimization of a Tandem Router Network Using a Fluid Model. - Nalan Gülpinar; Peter G. Harrison; Berç Rustem; Louis-François Pau (IMECS, 2006)

Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization. - Nalan Gülpinar; Berç Rustem (IMECS, 2006)

Worst-Case Analysis of Router Networks with Rival Queueing Models. - Nalan Gülpinar; Peter G. Harrison; Berç Rustem (ISCIS, 2006)

Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals. - Nalan Gülpinar; Peter G. Harrison; Berç Rustem; Louis-François Pau (NOMS, 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. - Berç Rustem (Autom., 2006)

Linearly Constrained Global Optimization and Stochastic Differential Equations. - Panos Parpas; Berç Rustem; Efstratios N. Pistikopoulos (J. Glob. Optim., 2006)

Mean-variance performance optimization of response time in a tandem router network with batch arrivals. - Nalan Gülpinar; Uli Harder; Peter G. Harrison; Tony Field; Berç Rustem; Louis-François Pau (Clust. Comput., 2007)

Robust optimal decisions with imprecise forecasts. - Nalan Gülpinar; Berç Rustem (Comput. Stat. Data Anal., 2007)

Worst-case robust decisions for multi-period mean-variance portfolio optimization. - Nalan Gülpinar; Berç Rustem (Eur. J. Oper. Res., 2007)

Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems. - Panos Parpas; Berç Rustem (INFORMS J. Comput., 2007)

Parametric global optimisation for bilevel programming. - Nuno P. Faísca; Vivek Dua; Berç Rustem; Pedro M. Saraiva; Efstratios N. Pistikopoulos (J. Glob. Optim., 2007)

A general framework for multistage mean-variance post-tax optimization. - Maria A. Osorio; Nalan Gülpinar; Berç Rustem (Ann. Oper. Res., 2008)

A mixed integer programming model for multistage mean-variance post-tax optimization. - Maria A. Osorio; Nalan Gülpinar; Berç Rustem (Eur. J. Oper. Res., 2008)

Bound-based decision rules in multistage stochastic programming. - Daniel Kuhn 001; Panos Parpas; Berç Rustem (Kybernetika, 2008)

A multi-parametric programming approach for constrained dynamic programming problems. - Nuno P. Faísca; Konstantinos I. Kouramas; Pedro M. Saraiva; Berç Rustem; Efstratios N. Pistikopoulos (Optim. Lett., 2008)

An interior point algorithm for continuous minimax: implementation and computation. - Berç Rustem; Stanislav Zakovic; Panos Parpas (Optim. Methods Softw., 2008)

A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems. - Nuno P. Faísca; Pedro M. Saraiva; Berç Rustem; Efstratios N. Pistikopoulos (Comput. Manag. Sci., 2009)

Mean and variance optimization of non-linear systems and worst-case analysis. - Panos Parpas; Berç Rustem; V. Wieland; Stanislav Zakovic (Comput. Optim. Appl., 2009)

Global optimization of multi-parametric MILP problems. - Nuno P. Faísca; Vassileios D. Kosmidis; Berç Rustem; Efstratios N. Pistikopoulos (J. Glob. Optim., 2009)

Convergence analysis of a global optimization algorithm using stochastic differential equations. - Panos Parpas; Berç Rustem (J. Glob. Optim., 2009)

Global optimization of robust chance constrained problems. - Panos Parpas; Berç Rustem; Efstratios N. Pistikopoulos (J. Glob. Optim., 2009)

Global optimization and its applications. - Stratos N. Pistikopoulos; Berç Rustem (J. Glob. Optim., 2009)

A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems. - Angelos Tsoukalas; Berç Rustem; Efstratios N. Pistikopoulos (J. Glob. Optim., 2009)

A smoothing algorithm for finite min-max-min problems. - Angelos Tsoukalas; Panos Parpas; Berç Rustem (Optim. Lett., 2009)

Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems. - Panos Parpas; Berç Rustem (Encyclopedia of Optimization, 2009)

Duality Gaps in Nonconvex Optimization. - Panos Parpas; Berç Rustem (Encyclopedia of Optimization, 2009)

Global Optimization Algorithms for Financial Planning Problems. - Panos Parpas; Berç Rustem (Encyclopedia of Optimization, 2009)

Laplace Method and Applications to Optimization Problems. - Panos Parpas; Berç Rustem (Encyclopedia of Optimization, 2009)

Maximum Entropy and Game Theory. - Panos Parpas; Berç Rustem (Encyclopedia of Optimization, 2009)

Bilevel Programming Framework for Enterprise-Wide Process Networks Under Uncertainty. - Efstratios N. Pistikopoulos; Nuno P. Faísca; Pedro M. Saraiva; Berç Rustem (Encyclopedia of Optimization, 2009)

A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning. - Fook Wai Kong; Daniel Kuhn 001; Berç Rustem (CDC, 2010)

Maximizing the net present value of a project under uncertainty. - Wolfram Wiesemann; Daniel Kuhn 001; Berç Rustem (Eur. J. Oper. Res., 2010)

Partitioning procedure for polynomial optimization. - Polyxeni-Margarita Kleniati; Panos Parpas; Berç Rustem (J. Glob. Optim., 2010)

Decision rules for information discovery in multi-stage stochastic programming. - Phebe Vayanos; Daniel Kuhn 001; Berç Rustem (CDC/ECC, 2011)

Incorporating hard constraints into non-rigid registration via nonlinear programming. - Duy V. N. Luong; Daniel Rueckert; Berç Rustem (Image Processing, 2011)

Risky traveling salesman problem. - Nikolaos Papadakos; George Tzallas-Regas; Berç Rustem; Joanne Thoms (Eur. J. Oper. Res., 2011)

Robust portfolio optimization with derivative insurance guarantees. - Steve Zymler; Berç Rustem; Daniel Kuhn 001 (Eur. J. Oper. Res., 2011)

Switching Stepsize Strategies for Sequential Quadratic Programming. - George Tzallas-Regas; Berç Rustem (J. Optim. Theory Appl., 2011)

A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming. - Angelos Tsoukalas; Berç Rustem (Optim. Lett., 2011)

Solving MRF Minimization by Mirror Descent. - Duy V. N. Luong; Panos Parpas; Daniel Rueckert; Berç Rustem (ISVC (1), 2012)

Multi-resource allocation in stochastic project scheduling. - Wolfram Wiesemann; Daniel Kuhn 001; Berç Rustem (Ann. Oper. Res., 2012)

A constraint sampling approach for multi-stage robust optimization. - Phebe Vayanos; Daniel Kuhn 001; Berç Rustem (Autom., 2012)

Robust international portfolio management. - Raquel J. Fonseca; Wolfram Wiesemann; Berç Rustem (Comput. Manag. Sci., 2012)

Robust portfolio optimization: a conic programming approach. - Kai Ye; Panos Parpas; Berç Rustem (Comput. Optim. Appl., 2012)

Robust hedging strategies. - Raquel J. Fonseca; Berç Rustem (Comput. Oper. Res., 2012)

International portfolio management with affine policies. - Raquel J. Fonseca; Berç Rustem (Eur. J. Oper. Res., 2012)

Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare. - Fook Wai Kong; Polyxeni-Margarita Kleniati; Berç Rustem (J. Optim. Theory Appl., 2012)

Robust resource allocations in temporal networks. - Wolfram Wiesemann; Daniel Kuhn 001; Berç Rustem (Math. Program., 2012)

Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity. - Fook Wai Kong; Berç Rustem (J. Glob. Optim., 2013)

Worst-Case Value at Risk of Nonlinear Portfolios. - Steve Zymler; Daniel Kuhn 001; Berç Rustem (Manag. Sci., 2013)

Robust Markov Decision Processes. - Wolfram Wiesemann; Daniel Kuhn 001; Berç Rustem (Math. Oper. Res., 2013)

Distributionally robust joint chance constraints with second-order moment information. - Steve Zymler; Daniel Kuhn 001; Berç Rustem (Math. Program., 2013)

Pessimistic Bilevel Optimization. - Wolfram Wiesemann; Angelos Tsoukalas; Polyxeni-Margarita Kleniati; Berç Rustem (SIAM J. Optim., 2013)

Sum of Non-Concave Utilities Maximization for MIMO Interference Systems. - Fook Wai Kong; Panos Parpas; Berç Rustem (IEEE Trans. Wirel. Commun., 2013)

Robust portfolio optimization with copulas. - Iakovos Kakouris; Berç Rustem (Eur. J. Oper. Res., 2014)

Worst-case robust Omega ratio. - Michalis Kapsos; Nicos Christofides; Berç Rustem (Eur. J. Oper. Res., 2014)

A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem. - Duy V. N. Luong; Panos Parpas; Daniel Rueckert; Berç Rustem (J. Optim. Theory Appl., 2016)

Guest Editorial. - Panos Parpas; Berç Rustem; Wolfram Wiesemann (Optim. Methods Softw., 2017)

Robust risk budgeting. - Michalis Kapsos; Nicos Christofides; Berç Rustem (Ann. Oper. Res., 2018)

14th International Conference on Computational Management Science. - Rosella Giacometti; Berç Rustem (Comput. Manag. Sci., 2019)

In Memoriam: Nicos Christofides (1942-2019). - Berç Rustem; Panos Parpas (Oper. Res. Forum, 2022)