Berç Rustem
Management Science and Operations Research · 2000–2013
A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 19 citations into it; #2,732 of 11,946 by trust here, #2,957 by citations
- Control and Systems Engineering — 10 citations into it
- Statistics and Probability — 10 citations into it; #5,699 of 12,932 by trust here, #6,080 by citations
- Computational Theory and Mathematics — 9 citations into it; #8,807 of 12,182 by trust here, #5,954 by citations
- Economics and Econometrics — 6 citations into it; #18,130 of 23,481 by trust here, #22,128 by citations
- Numerical Analysis — 6 citations into it
- Reinforcement Learning — 6 citations into it; #1,190 of 2,242 by trust here, #1,778 by citations
- Optimization & Training — 5 citations into it
Whom Berç Rustem trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- David F. Shanno
- Donald Goldfarb
- C. G. Broyden
- Spyros Makridakis
- Philip E. Gill
- Alexander Shapiro
- Robert L. Winkler
- Stephen Joe
- Johan Efberg
- Walter Murray
Who trusts Berç Rustem overall
- Victor DeMiguel
- Marek Petrik
- Alberto Martín-Utrera
- Alireza Zakariazadeh
- Yinlam Chow
- Mohammad Ghavamzadeh
- Weijun Xie
- Oswaldo Luiz do Valle Costa
Papers from Berç Rustem's perspective
Ordered by how strongly the researchers Berç Rustem trusts endorse each paper. Same corpus, a different order for every researcher.
- Robust Dynamic Programming
- Optimization of conditional value-at risk
- The scenario approach to robust control design (IEEE Transactions on Automatic Control)
- Convex Approximations of Chance Constrained Programs (SIAM Journal on Optimization)
- Ambiguous chance constrained problems and robust optimization (Mathematical programming)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints (SIAM Journal on Optimization)
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Conditioning of Quasi-Newton Methods for Function Minimization
- Minimax analysis of stochastic problems (Optim. Methods Softw.)
- A family of variable-metric methods derived by variational means
Their papers
- Robust Markov Decision Processes (2013) — 554 citations
- Distributionally robust joint chance constraints with second-order moment information (2011) — 671 citations
- Robust min}max portfolio strategies for rival forecast and risk scenarios (2000) — 80 citations
- Simulation and optimization approaches to scenario tree generation (2004) — 160 citations