- Publications & Citations

Imperial College London

0H指数

245论文数

0被引数

收录论文 14

发表时间

Robust risk budgeting

ANNALS OF OPERATIONS RESEARCH

IF4.5

2017-03-27

PREAI

Kapsos, Michalis; Christofides, Nicos; Rustem, Berc

Worst-case robust Omega ratio

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2014-04-01

PREAI

Kapsos, Michalis; Christofides, Nicos; Rustem, Berc

Sum of Non-Concave Utilities Maximization for MIMO Interference Systems

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS

IF10.7

2013-04-01

PREAI

Kong, Fook Wai; Parpas, Panos; Rustem, Berc

International portfolio management with affine policies

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2012-11-01

PREAI

Fonseca, Raquel J.; Rustem, Berc

Robust hedging strategies

COMPUTERS & OPERATIONS RESEARCH

IF4.3

2012-11-01

PREAI

Fonseca, Raquel J.; Rustem, Berc

A constraint sampling approach for multi-stage robust optimization

AUTOMATICA

IF5.9

2012-03-01

PREAI

Vayanos, Phebe; Kuhn, Daniel; Rustem, Berc

Robust portfolio optimization with derivative insurance guarantees

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2011-04-01

OAAI

Zymler, Steve; Rustem, Berc; Kuhn, Daniel

Maximizing the net present value of a project under uncertainty

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2010-04-01

PREAI

Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berc

Multi-resource allocation in stochastic project scheduling 随机项目调度中的多资源分配

ANNALS OF OPERATIONS RESEARCH

IF4.5

2008-12-06

PREAI

Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berc

Global optimization of process conditions in batch thermal sterilization of food

JOURNAL OF FOOD ENGINEERING

IF5.8

2008-08-01

PREAI

Miri, T.; Tsoukalas, A.; Bakalis, S.; Pistikopoulos, E. N.; Rustem, B.; Fryer, P. J.

Mean-variance performance optimization of response time in a tandem router network with batch arrivals

CLUSTER COMPUTING-THE JOURNAL OF NETWORKS SOFTWARE TOOLS AND APPLICATIONS

IF4.1

2007-03-24

PREAI

Gulpinar, Nalan; Harder, Uli; Harrison, Peter; Field, Tony; Rustem, Berc; Pau, Louis-Francois

Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2000-03-01

PREAI

Darlington, J; Pantelides, CC; Rustem, B; Tanyi, BA

An algorithm for constrained nonlinear optimization under uncertainty

AUTOMATICA

IF5.9

1999-02-01

PREAI

Darlington, J; Pantelides, CC; Rustem, B; Tanyi, BA

THE SIMULTANEOUS USE OF RIVAL MODELS IN POLICY OPTIMIZATION

ECONOMIC JOURNAL

IF3.6

1986-06-01

PREAI

BECKER, RG; DWOLATZKY, B; KARAKITSOS, E; RUSTEM, B

研究方向