The following pages link to Berc Rustem (Q181221):
Displaying 50 items.
- (Q328452) (redirect page) (← links)
- A weighted mirror descent algorithm for nonsmooth convex optimization problem (Q328453) (← links)
- Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity (Q367164) (← links)
- Robust international portfolio management (Q373171) (← links)
- Computation of correlated equilibrium with global-optimal expected social welfare (Q415417) (← links)
- Risky traveling salesman problem (Q418099) (← links)
- A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Partitioning procedure for polynomial optimization (Q604960) (← links)
- Switching stepsize strategies for sequential quadratic programming (Q635801) (← links)
- A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming (Q644521) (← links)
- Computing optimal multi-currency mean-variance portfolios (Q673679) (← links)
- Robust resource allocations in temporal networks (Q715076) (← links)
- A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems (Q839044) (← links)
- Convergence analysis of a global optimization algorithm using stochastic differential equations (Q842717) (← links)
- Global optimization of multi-parametric MILP problems (Q842719) (← links)
- Linearly constrained global optimization and stochastic differential equations (Q857812) (← links)
- Rationality, computability, and complexity (Q920814) (← links)
- A pricing mechanism for resource management in grid computing (Q928162) (← links)
- A multi-parametric programming approach for constrained dynamic programming problems (Q928304) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- Simulation and optimization approaches to scenario tree generation (Q953641) (← links)
- An interior-point algorithm for nonlinear minimax problems (Q963659) (← links)
- (Q987508) (redirect page) (← links)
- Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems (Q987509) (← links)
- A smoothing algorithm for finite min-max-min problems (Q1001326) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- An algorithm for the global optimization of a class of continuous minimax problems (Q1028590) (← links)
- Global optimization of robust chance constrained problems (Q1029686) (← links)
- A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems (Q1035276) (← links)
- Maximizing the net present value of a project under uncertainty (Q1039778) (← links)
- A class of superlinearly convergent projection algorithms with relaxed stepsizes (Q1057626) (← links)
- Optimal fixed rules and simple feedback laws in the design of economic policy (Q1060940) (← links)
- Convergent stepsizes for constrained optimization algorithms (Q1061005) (← links)
- Objective functions and the complexity of policy design (Q1097156) (← links)
- A constrained min-max algorithm for rival models (Q1104224) (← links)
- A superlinearly convergent constrained min-max algorithm for rival models of the same system (Q1119151) (← links)
- Projection methods in constrained optimisation and applications to optimal policy decisions (Q1151336) (← links)
- The diagonalizability of quadratic functions and the arbitrariness of shadow prices (Q1181978) (← links)
- A constrained min-max algorithm for rival models of the same economic system (Q1184350) (← links)
- Respecifying the weighting matrix of a quadratic objective function (Q1251390) (← links)
- Solving a mixed-integer multiobjective bond portfolio model involving logical conditions (Q1265910) (← links)
- Multi-period minimax hedging strategies (Q1268215) (← links)
- Algorithms for solving nonlinear dynamic decision models (Q1308656) (← links)
- Equality and inequality constrained optimization algorithms with convergent stepsizes (Q1321310) (← links)
- Stochastic and robust control of nonlinear economic systems (Q1330535) (← links)
- Interactive decision making: Equivalence of modified formulations (Q1339226) (← links)
- Two-step and three-step Q-superlinear convergence of SQP methods (Q1342465) (← links)
- A robust hedging algorithm (Q1391666) (← links)
