Concepedia

Berç Rüstem

BR

Statistics

Publications

67

Citations

3.5K

H-Index

31

Active since

1978

Affiliations

Imperial College London(Current)

Imperial Valley College

Berç Rüstem is an author at Imperial College London specializing in engineering, mathematical programming, and operations research.

Top concepts

EngineeringMathematical ProgrammingOperations ResearchFinanceBusinessManagementCombinatorial OptimizationPortfolio OptimizationComputer ScienceNonlinear Programming

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 · 616 citations · Full text

Mathematical Programming, Engineering, Robust Statistic +6

Robust Markov Decision Processes

Wolfram Wiesemann, Daniel Kühn, Berç Rüstem · Mathematics of Operations Research · 2012 · 294 citations · Full text

Bayesian Decision Theory, Engineering, Probabilistic Learning +18

Simulation and optimization approaches to scenario tree generation

Nalân Gülpınar, Berç Rüstem, Reuben Settergren · Journal of Economic Dynamics and Control · 2003 · 157 citations

Simulation Methodology, Tree Generation, Engineering +10

Worst-Case Value at Risk of Nonlinear Portfolios

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

Portfolio Optimization, Tractable Conservative Approximations, Asset Pricing +14

Parametric global optimisation for bilevel programming

Nuno P. Faísca, Vivek Dua, Berç Rüstem et al. · Journal of Global Optimization · 2006 · 126 citations

Mathematical Programming, Large-scale Global Optimization, Parametric Programming +6

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