Concepedia

Berç Rüstem

BR

Statistics

Publications

67

Citations

3.6K

H-Index

32

Active since

1978

Affiliations

Imperial College London(Current)

Imperial Valley College

Berç Rüstem is an author at Imperial College London specializing in optimization, natural sciences, and mathematics.

Publications per year

1978–2017

67

Publications

67

Distributionally robust joint chance constraints with second-order moment information

Steve Zymler, Daniel Kühn, Berç Rüstem · Mathematical Programming · 2011 · 638 citations · Full text

, , +13

Robust Markov Decision Processes

Wolfram Wiesemann, Daniel Kühn, Berç Rüstem · Mathematics of Operations Research · 2012 · 308 citations · Full text

, , +11

Simulation and optimization approaches to scenario tree generation

Nalân Gülpınar, Berç Rüstem, Reuben Settergren · Journal of Economic Dynamics and Control · 2003 · 158 citations

, , +13

Worst-Case Value at Risk of Nonlinear Portfolios

Steve Zymler, Daniel Kühn, Berç Rüstem · Management Science · 2012 · 133 citations · Full text

, , +16

Parametric global optimisation for bilevel programming

Nuno P. Faísca, Vivek Dua, Berç Rüstem et al. · Journal of Global Optimization · 2006 · 127 citations

, , +8

1–5 of 67