Publications
207 results found
Rustem B, Harrison P, Gulpinar N, et al., 2006, Performance Optimization of a Tandem Router Network Using a Fluid Model, International MultiConference of Engineers and Computer Scientists 2006, (IMECS'06), June 20-22, 2006, Hong Kong
Faisca NP, Dua V, Saraiva PM, et al., 2006, A Global Parametric Programming Optimisation Strategy for Multilevel Problems, Joint Conference Event of the 9th Symposium on Process Systems Engineering (PSE 2006)/16th European Symposium on Computer Aided Process Engineering (ESCAPE-16), Publisher: ELSEVIER SCIENCE BV, Pages: 215-220, ISSN: 1570-7946
- Author Web Link
- Cite
- Citations: 5
Gulpinar N, Harrison P, Rustem B, et al., 2006, Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals, IEEE/IFIP Network Operations and Management Symposium, Publisher: IEEE, Pages: 907-+, ISSN: 1542-1201
Parpas P, Rustem B, 2006, Decomposition of Multistage Stochastic Quadratic Problems In Finanical Engineering, INFORMS Journal on Computing
Parpas P, Rustem B, 2006, Global optimization of the scenario generation and portfolio selection problems, Lecture Notes in Computer Science, Publisher: Springer-Verlag
Parpas P, Rustem B, Pistikopoulos EN, 2006, Linearly constrained global optimization and stochastic differential equations, Journal of Global Optimization, Vol: 36, Pages: 191-217
Rustem B, 2005, Book review, Computational Management Science, Vol: 4, Pages: 353-354
Rustem B, Gulpinar N, 2005, Continuous min-max approach for single period portfolio selection problem, Numerical methods in finance, Publisher: Springer, Pages: 241-258
Akrotirianakis I, Rustem B, 2005, Globally convergent interior-point algorithm for nonlinear programming, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, Vol: 125, Pages: 497-521, ISSN: 0022-3239
- Author Web Link
- Cite
- Citations: 9
Gulpinar N, Harrison P, Rustem B, et al., 2005, Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals, PMEO-PDS 2005, 4th International Workshop on Performance Modelling, Evaluation, and Optimization of Parallel and Distributed Systems, Publisher: IEEE Computer Society Press
Žaković S, Rustem B, Pistikopoulos S, 2005, An interior point minimax algorithm with applications in engineering, IFAC Proceedings Volumes (IFAC-PapersOnline), Vol: 16, Pages: 83-88, ISSN: 1474-6670
in this paper an algorithm for the continuous minimax problem with decoupled constraints is considered. The initial problem is transformed to an equivalent equality constrained problem, where the logarithmic barrier function is used to ensure feasibility. Computational results are included which illustrate the efficient performance of the algorithm. Copyright © 2005 IFAC.
Rüstem B, 2004, Call for papers for an Automatica special issue on optimal control applications to management sciences, Automatica, Vol: 40, Pages: 1819-1819, ISSN: 0005-1098
Osorio MA, Gülpinar N, Rustem B, et al., 2004, Post-tax optimization with stochastic programming, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, Vol: 157, Pages: 152-168, ISSN: 0377-2217
- Author Web Link
- Cite
- Citations: 6
Gülpinar N, Rustem B, Settergren R, 2004, Simulation and optimization approaches to scenario tree generation, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, Vol: 28, Pages: 1291-1315, ISSN: 0165-1889
- Author Web Link
- Cite
- Citations: 96
, 2004, Special Issue on Mathematical programming, Journal of Economic Dynamics and Control, Pages: 1227-1480
Gulpinar N, Harrison P, Rustem B, et al., 2004, An optimisation model for a two-node router network, Los Alamitos, 12th annual international symposium on modeling, analysis, and simulation of computer and telecommunications systems (MASCOTS 2004), Volendam, Netherlands, Publisher: IEEE Computer Soc, Pages: 147-156
Osorio M, Gulpinar N, Rustem B, 2004, Tax impact on multi-stage mean-variance portfolio allocation, International Transactions in Operational Research, Vol: 11, Pages: 535-554
Zakovic S, Rustem B, 2003, Semi-infinite programming and applications to minimax problems, ANNALS OF OPERATIONS RESEARCH, Vol: 124, Pages: 81-110, ISSN: 0254-5330
- Author Web Link
- Cite
- Citations: 31
Zakovic S, Rustem B, Asprey SP, 2003, A parallel algorithm for semi-infinite programming, COMPUTATIONAL STATISTICS & DATA ANALYSIS, Vol: 44, Pages: 377-390, ISSN: 0167-9473
- Author Web Link
- Cite
- Citations: 2
Asprey S, Rustem B, Zakovic S, 2003, A parallel algorithm for global optimisation and semi-infinite programming, 17th International Symposium on Computer and Information Sciences, Publisher: CRC PRESS-TAYLOR & FRANCIS GROUP, Pages: 93-97
Rustem B, Howe M, 2002, Algorithms for worst-case design and applications to risk management, Princeton, Publisher: Princeton University Press, ISBN: 9780691091549
Rustem B, Amman H, 2002, In honour of David Kendrick, Journal of Economic Dynamics and Control
Amman HM, Rustem B, 2002, Foreword - The work of David Kendrick, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, Vol: 26, Pages: 1353-1358, ISSN: 0165-1889
Amman HM, Rustem B, 2002, The work of David Kendrick, Vol: 26, Pages: 1353-1358
Rustem B, Settergren R, 2002, Scenario specification for robust portfolio analysis, Computational methods in decision-making, economics and finance, Publisher: Kluwer Academic Publishers, Pages: 77-88
Osorio MA, Settergren R, Rustem B, et al., 2002, Post tax optimal investments, Dordrecht, International conference on financial engineering, e-commerce and supply chain, Athens, Greece, 2001, Publisher: Kluwer Academic Publ, Pages: 153-174
Gulpinar N, Rustem B, Settergren R, 2002, Multistage stochastic programming in computational finance, Computational methods in decision-making, economics and finance, Publisher: Kluwer Academic Publishers, Pages: 35-47
Gulpinar N, Rustem B, Settergren R, 2002, Multistage stochastic mean-variance portfolio analysis with transaction costs, Cheltenham, 8th international conference on computational economics; computing in economics and finance; innovations in financial and economic networks, France, 2002, Publisher: Edward Elgar, Pages: 46-66
, 2002, Computational methods in decision-making, economics and finance, Publisher: Kluwer Academic Publishers
Akrotirianakis I, Maros I, Rustem B, 2001, An outer approximation based branch and cut algorithm for convex 0-1 MINLP problems, OPTIMIZATION METHODS & SOFTWARE, Vol: 16, Pages: 21-47, ISSN: 1055-6788
- Author Web Link
- Cite
- Citations: 7
This data is extracted from the Web of Science and reproduced under a licence from Thomson Reuters. You may not copy or re-distribute this data in whole or in part without the written consent of the Science business of Thomson Reuters.