The following pages link to Berç Rustem (Q181221):
Displaying 49 items.
- Semi-infinite programming and applications to minimax problems (Q1417774) (← links)
- Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
- Robust risk budgeting (Q1621907) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Minimax hedging strategy (Q1890890) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- In memoriam: Nicos Christofides (1942--2019) (Q2120131) (← links)
- Robust portfolio optimization with copulas (Q2256232) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- Stochastic optimization and worst-case analysis in monetary policy design (Q2463410) (← links)
- Parametric global optimisation for bilevel programming (Q2465486) (← links)
- Worst-case robust Omega ratio (Q2514722) (← links)
- Globally convergent interior-point algorithm for nonlinear programming (Q2569192) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- An outer approximation based branch and cut algorithm for convex 0-1 MINLP problems (Q2774597) (← links)
- Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems (Q2892332) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)
- (Q3315290) (← links)
- (Q3337153) (← links)
- (Q3337170) (← links)
- Robust Capacity Planning Under Uncertainty (Q3354653) (← links)
- (Q3365826) (← links)
- Dynamic mean-variance portfolio analysis under model risk (Q3404358) (← links)
- (Q3491281) (← links)
- (Q3524406) (← links)
- Global Optimization of the Scenario Generation and Portfolio Selection Problems (Q3600175) (← links)
- (Q3604331) (← links)
- (Q3787747) (← links)
- (Q3915543) (← links)
- (Q3922507) (← links)
- (Q3923893) (← links)
- (Q4016656) (← links)
- (Q4197591) (← links)
- (Q4309850) (← links)
- (Q4382666) (← links)
- (Q4459798) (← links)
- (Q4459801) (← links)
- A primal–dual interior point algorithm with an exact and differentiable merit function for nonlinear programming (Q4521377) (← links)
- (Q4779122) (← links)
- (Q4782141) (← links)
- Robust Markov Decision Processes (Q5169660) (← links)
- Stochastic Optimization and Worst-case Decisions (Q5198711) (← links)
- (Q5297398) (← links)
- Pessimistic Bilevel Optimization (Q5300530) (← links)
- (Q5324209) (← links)
- An interior point algorithm for computing saddle points of constrained continuous minimax (Q5933829) (← links)
