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Stochastic and robust control of nonlinear economic systems
Rustem, B. - In: European journal of operational research : EJOR 73 (1994) 2, pp. 304-318
Persistent link: https://www.econbiz.de/10006685880
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Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
Darlington, J.; Pantelides, C.C.; Rustem, B.; Tanyi, B.A. - In: European journal of operational research : EJOR 121 (2000) 2, pp. 343-362
Persistent link: https://www.econbiz.de/10006664344
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A robust hedging algorithm
Howe, M.A.; Rustem, B. - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1065-1092
Persistent link: https://www.econbiz.de/10006792445
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Robust optimal decisions with stochastic nonlinear economic systems
Becker, R.; Hall, S.; Rustem, B. - In: Journal of economic dynamics & control 18 (1994) 1, pp. 125-148
Persistent link: https://www.econbiz.de/10006804589
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Multi-period minimax hedging strategies
Howe, M.A.; Rustem, B.; Selby, M.J.P. - In: European journal of operational research : EJOR 93 (1996) 1, pp. 185-204
Persistent link: https://www.econbiz.de/10006679368
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Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
Pinto, R.L.V.; Rustem, B. - 1998
Persistent link: https://www.econbiz.de/10008219083
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Interactive decision making: Equivalence of modified formulations
Rustem, B. - 1994
Persistent link: https://www.econbiz.de/10008224176
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Algorithms for solving nonlinear dynamic decision models
Becker, R.; Rustem, B. - 1993
Persistent link: https://www.econbiz.de/10008224707
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Minimax Hedging Strategy
Howe, M.A.; Rustem, B.; Selby, M.J.P. - In: Computational economics 7 (1994) 4, pp. 245-276
Persistent link: https://www.econbiz.de/10007087222
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Global optimization of multi-parametric MILP problems
Faísca, N.P.; Kosmidis, V.D.; Rustem, B.; … - In: Journal of global optimization : an international … 45 (2009) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10008281449