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33篇 您的检索式：作者名="Rustem B"

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	题名	作者	年代	出处	被引量
1	Worst-case robust decisions for multi-period mean-variance portfolio optimization显示文摘	Güpinar N Rustem B	2007	Euro-pean Journal of Operational Research2007，183，3：	1
2	Distributionally robust joint chance constraints with second-order moment information显示文摘	Zymler S Kuhn D Rustem B		0，，：	1
3	Worst-case robust decisions for multi-period mean-variance portfolio optimization显示文摘	Gülp–nar N Rustem B	2007	European Journal of Operational Research2007，183，16：	1
4	Globally Convergent Interior-Point Algorithm for Nonlinear Programming 显示文摘	Akrotirianakis I Rustem B	2005	Journal of Optimization Theory and Applications2005，125，3：	1
5	Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty显示文摘	Darlington J Pantelides C C Rustem B	2000	European Journal of Operational Research2000，121，2：	1
6	Parametric global optimization for bilevel programming显示文摘	Faisca N Dua V Rustem B	2007	Journal of Global Optimization2007，38，4：	1
7	An interio: point algorithm for nonlinear minimax problems 显示文摘	Obasanjo E Tzallas-Regas G Rustem B	2010	Journal of Optimization Theory and Applications2010，144，2：	1
8	A Multi parametric Programming Approach for Multilevel Hierarchical and Decentralised Optimisation Problems 显示文摘	Faisca N P Saraiva P M Rustem B	2009	Computational Management Science2009，6，4：	1
9	Simulation and optimization approaches to scenario tree generation显示文摘	Gulplnar N Rustem B Settergren R	2004	Journal of Economic Dynamics & Control2004，28，7：	1
10	Robust portfolio optimization with derivative insurance guar- antees显示文摘	Zymler S Rustem B Kuhn D	2011	European Journal of Operational Research2011，210，：	1
11	Multistage stochastic mean-variance portfolio analysis with transaction cost, Innovations显示文摘	Gulpinar N Rustem B Settergren R	2003	Financial and Economic Networks2003，3，：	1
12	Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty显示文摘	Darlington J Pantelides C C Rustem B Tanyi B A	2000	European Journal of Operational Research2000，121，2：	1
13	An algorithm for constrained nonlinear optimization under uncertainty显示文摘	Darlington J Pantelides C C Rustem B Tanyi B A	1999	Automatica1999，35，2：	1
14	An interior- point algorithm for nonlinear minimax problems 显示文摘	Obasanjo E Tzallas-Regas G Rustem B	2010	Journal of Optimization Theory and Applications2010，144，2：	1
15	Multistage sto- chastic mean-variance portfolio analysis with transaction cost显示文摘	Gulpinar N Rustem B Settergren R	2003	Innovations in Financial and Economic Net- works2003，3，：	1
16	Simulation and optimization approaches to scenario tree generation显示文摘	GOlplnar N Rustem B Settergren R	2004	Journal of Economic Dynamics & Control2004，28，7：	1
17	Switching stepsize strategies for sequential quadratic programming显示文摘	Tzallas-Regas G Rustem B		0，，02：	1
18	Worst-case value at risk of nonlinear portfolios显示文摘	Zymler S Kuhn D Rustem B	2013	Management Science2013，59，1：	1
19	Maximizing the net present value of a project under uncertainty显示文摘	WIESEMANN W KUHN D RUSTEM B	2010	Europe- an Journal of Operational Research2010，202，2：	1
20	An algorithm for constrained nonlinear optimization under uncertainty显示文摘	DARLINTON J PANTELIDES C C RUSTEM B	1999	Automatic1999，35，2：	1

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