Publications


    2011


  1. K. Frauendorfer, D. Kuhn and M. Schürle. In Stochastic Programming: The State of the Art, In Honor of George B. Dantzig, chapter “Barycentric bounds in stochastic programming: Theory and application,” pp. 67-96. Springer, 2011.
    [BibTeX] [URL]

    @inbook{Frauendorfer2011,
      author = {Frauendorfer, K. and Kuhn, D. and Schürle, M.},
      chapter = {Barycentric bounds in stochastic programming: Theory and application},
      title = {Stochastic Programming: The State of the Art, In Honor of George B. Dantzig},
      publisher = {Springer},
      editor = {Infanger, G.},
      year = {2011},
      pages = {67--96},
      url = {http://www.springerlink.com/content/u08t70013j0x3801/}
    }
    

  2. 2009


  3. P. Parpas and B. Rustem. In Encyclopedia of Optimization, chapter “Decomposition algorithms for the solution of multistage mean-variance optimization problems,” pp. 619-627. 2nd ed., 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009a,
      author = {Parpas, P. and Rustem, B.},
      chapter = {Decomposition algorithms for the solution of multistage mean-variance optimization problems},
      title = {Encyclopedia of Optimization},
      editor = {Floudas, C.A. and Pardalos, P.M.},
      year = {2009},
      pages = {619--627},
      edition = {2nd},
      url = {http://www.springer.com/mathematics/book/978-0-387-74758-3}
    }
    
  4. P. Parpas and B. Rustem. In Encyclopedia of Optimization, chapter “Duality gaps in non-convex optimization problems,” pp. 802-805. 2nd ed., 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009b,
      author = {Parpas, P. and Rustem, B.},
      chapter = {Duality gaps in non-convex optimization problems},
      title = {Encyclopedia of Optimization},
      editor = {Floudas, C.A. and Pardalos, P.M.},
      year = {2009},
      pages = {802--805},
      edition = {2nd},
      url = {http://www.springer.com/mathematics/book/978-0-387-74758-3}
    }
    
  5. P. Parpas and B. Rustem. In Encyclopedia of Optimization, chapter “The Laplace method and applications to optimization problems,” pp. 1818-1822. 2nd ed., 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009c,
      author = {Parpas, P. and Rustem, B.},
      chapter = {The Laplace method and applications to optimization problems},
      title = {Encyclopedia of Optimization},
      editor = {Floudas, C.A. and Pardalos, P.M.},
      year = {2009},
      pages = {1818--1822},
      edition = {2nd},
      url = {http://www.springer.com/mathematics/book/978-0-387-74758-3}
    }
    
  6. P. Parpas and B. Rustem. In Encyclopedia of Optimization, chapter “Maximum entropy and game theory,” pp. 1999-2004. 2nd ed., 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009d,
      author = {Parpas, P. and Rustem, B.},
      chapter = {Maximum entropy and game theory},
      title = {Encyclopedia of Optimization},
      editor = {Floudas, C.A. and Pardalos, P.M.},
      year = {2009},
      pages = {1999--2004},
      edition = {2nd},
      url = {http://www.springer.com/mathematics/book/978-0-387-74758-3}
    }
    
  7. P. Parpas and B. Rustem. In Encyclopedia of Optimization, chapter “Global optimization algorithms for financial planning problems,” pp. 1277-1282. 2nd ed., 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009e,
      author = {Parpas, P. and Rustem, B.},
      chapter = {Global optimization algorithms for financial planning problems},
      title = {Encyclopedia of Optimization},
      editor = {Floudas, C.A. and Pardalos, P.M.},
      year = {2009},
      pages = {1277--1282},
      edition = {2nd},
      url = {http://www.springer.com/mathematics/book/978-0-387-74758-3}
    }
    
  8. P. Parpas and B. Rustem. In Handbook of Computational Econometrics, chapter “Algorithms for minimax and expected value optimization,” pp. 121-151. Wiley, 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009f,
      author = {Parpas, P. and Rustem, B.},
      chapter = {Algorithms for minimax and expected value optimization},
      title = {Handbook of Computational Econometrics},
      publisher = {Wiley},
      editor = {Besley, D.A. and Kontoghiorghes, E.},
      year = {2009},
      pages = {121--151},
      url = {http://books.google.co.uk/books?id=VnpZ899dXCcC&pg=PA121&dq=Algorithms+for+minimax+and+expected+value+optimization&hl=en&ei=GjGoTsnsBIzcsgaZyNjbDQ&sa=X&oi=book_result&ct=result&resnum=1&ved=0CDUQ6AEwAA#v=onepage&q=Algorithms%20for%20minimax%20and%20expected%20value%20optimization&f=false}
    }
    
  9. P. Parpas and B. Rustem. In Encyclopedia of Optimization, chapter “A bilevel programming framework for enterprise-wide process networks under uncertainty,” pp. 1121-1129. 2nd ed., 2009.
    [BibTeX] [URL]

    @inbook{Parpas2009h,
      author = {Parpas, P. and Rustem, B.},
      chapter = {A bilevel programming framework for enterprise-wide process networks under uncertainty},
      title = {Encyclopedia of Optimization},
      editor = {Floudas, C.A. and Pardalos, P.M.},
      year = {2009},
      pages = {1121--1129},
      edition = {2nd},
      url = {http://www.springer.com/mathematics/book/978-0-387-74758-3}
    }
    
  10. A. Tsoukalas, W. Wiesemann and B. Rustem. In Lectures on Global Optimization, chapter “Global Optimisation of Pessimistic Bi-Level Problems,” pp. 215-243. American Mathematical Society, vol. 55, Fields Communications Series, 2009.
    [BibTeX] [URL]

    @inbook{Tsoukalas2009a,
      author = {Tsoukalas, A. and Wiesemann, W. and Rustem, B.},
      chapter = {Global Optimisation of Pessimistic Bi-Level Problems},
      title = {Lectures on Global Optimization},
      publisher = {American Mathematical Society},
      editor = {Pardalos, P.M. and Coleman, T.F.},
      series = {Fields Communications Series},
      year = {2009},
      volume = {55},
      pages = {215--243},
      url = {http://www.doc.ic.ac.uk/~br/papers/Fieldsrustem.pdf}
    }
    

  11. 2008


  12. D. Kuhn, P. Parpas and B. Rustem. In Computational Methods in Financial Engineering, chapter “Threshold accepting approach to improve bound-based approximations for portfolio optimization,” pp. 3-26. Springer Verlag, 2008.
    [BibTeX] [URL]

    @inbook{Kuhn2008b,
      author = {Kuhn, D. and Parpas, P. and Rustem, B.},
      chapter = {Threshold accepting approach to improve bound-based approximations for portfolio optimization},
      title = {Computational Methods in Financial Engineering},
      publisher = {Springer Verlag},
      editor = {Kontoghiorghes, E. and Rustem, B. and Winker, P.},
      year = {2008},
      pages = {3--26},
      url = {http://www.springerlink.com/content/q322312m170g62t0/?p=a136c91b93ae4d299ef125e0b607bb05&pi=1}
    }
    
  13. D. Kuhn, P. Parpas and B. Rustem. In Process Systems Engineering: Volume 5: Energy Systems Engineering, chapter “Stochastic optimization of investment planning problems in the electric power industry,” pp. 215-230. Wiley-VCH, 2008.
    [BibTeX] [URL]

    @inbook{Kuhn2008c,
      author = {Kuhn, D. and Parpas, P. and Rustem, B.},
      chapter = {Stochastic optimization of investment planning problems in the electric power industry},
      title = {Process Systems Engineering: Volume 5: Energy Systems Engineering},
      publisher = {Wiley-VCH},
      editor = {Georgiadis, M. and Kikkinides, E. and Pistikopoulos, E.},
      year = {2008},
      pages = {215--230},
      url = {http://www.wiley.com/WileyCDA/WileyTitle/productCd-3527316949.html}
    }
    

  14. 2007


  15. N. Gülpinar, B. Rustem and S. Zaković. In Cooperative Systems: Control and Optimization, chapter “Stochastic optimization and worst-case decisions,” pp. 317-337. Springer-Verlag, Berlin & New-York, vol. 588, Lecture Notes in Economics and Mathematical Systems, 2007.
    [BibTeX] [URL]

    @inbook{Gulpinar2007b,
      author = {Gülpinar, N. and Rustem, B. and Zaković, S.},
      chapter = {Stochastic optimization and worst-case decisions},
      title = {Cooperative Systems: Control and Optimization},
      publisher = {Springer-Verlag, Berlin & New-York},
      editor = {Grundel, D.A. and Murphey, R. and Pardalos, P. and Prokopyev, O.},
      series = {Lecture Notes in Economics and Mathematical Systems},
      year = {2007},
      volume = {588},
      pages = {317--337},
      url = {http://books.google.co.uk/books?id=B24WHpxi8CcC&printsec=frontcover&dq=Cooperative+Systems+Control+and+Optimization+2007&hl=en&ei=WC-oTpnDAYTRsgaX6aGBDg&sa=X&oi=book_result&ct=result&resnum=1&ved=0CDMQ6AEwAA#v=onepage&q&f=false}
    }
    
  16. E.-B. Mercedes, B. Rustem, E. Kontonghiorghes and C. Gatu. In Optimisation, Econometric and Financial Analysis, chapter “Worst-case modelling for management decisions in electricity markets with incomplete information, with application to electricity spot markets,” pp. 29-50. Springer Berlin Heidelberg, Advances in Computational Management Science, 2007.
    [BibTeX] [URL]

    @inbook{Mercedes2007,
      author = {Mercedes, E.-B. and Rustem, B. and Kontonghiorghes, E.J. and Gatu, C.},
      chapter = {Worst-case modelling for management decisions in electricity markets with incomplete information, with application to electricity spot markets},
      title = {Optimisation, Econometric and Financial Analysis},
      publisher = {Springer Berlin Heidelberg},
      editor = {Amman, H. and Rustem, B. and Deissenberg, C. and Farley, A. and Gilli, M. and Kendrick, D. and Luenberger, D. and Meas, R. and Maros, I. and Mulvey, J. and Nagurney, A. and Nielsen, S. and Pau, L. and Tse, E. and Whinston, A.},
      series = {Advances in Computational Management Science},
      year = {2007},
      pages = {29--50},
      url = {http://www.springerlink.com/content/r489813w23575074}
    }