Professor Berc Rustem (BR) leads Imperial’s Computational Optimization Group and Quantitative Analysis and Decision Science Section in the Department of Computing. His methods have been used in memoranda of evidence to the House of Commons Select Committee on the Treasury and Civil Service, and his software has been used with HM Treasury models. He was EPSRC Advanced Fellow, 1981-86, Editor-in-Chief of Journal of Economic Dynamics & Control, 1987-2002, President of the Society for Computational Economics, 2002-2004. He is a Fellow of the IMA and an editor of IFAC Journal Automatica, Computational Management Science and is on the editorial boards of Proceedings of the Royal Society Series A, Journal of Global Optimization, Optimization Letters and Journal of Economic Dynamics & Control. His interests are in optimization algorithms, uncertainty, stochastic and robust optimization and its applications to economics, finance and engineering design. He has over two hundred refereed publications and is the author of three research monographs.
Giacometti R, Rustem B, 2019, 14th International Conference on Computational Management Science, Computational Management Science, Vol:16, ISSN:1619-697X, Pages:1-2
Kapsos M, Christofides N, Rustem B, 2018, Robust risk budgeting, Annals of Operations Research, Vol:266, ISSN:0254-5330, Pages:199-221
Parpas P, Rustem B, Wiesemann W, 2017, Guest Editorial, Optimization Methods and Software, Vol:32, ISSN:1055-6788, Pages:669-669
et al., 2016, A weighted Mirror Descent algorithm for nonsmooth convex optimization problem, Journal of Optimization Theory and Applications, Vol:170, ISSN:1573-2878, Pages:900-915