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121
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
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122
Robust capacity planning under uncertainty
Paraskevopoulos, Dimitris
- In:
Management science : journal of the Institute for …
37
(
1991
)
7
,
pp. 787-800
Persistent link: https://www.econbiz.de/10001111493
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123
Rationality, computability, and complexity
Rustem, Berç
- In:
Journal of economic dynamics & control
14
(
1990
)
2
,
pp. 419-432
Persistent link: https://www.econbiz.de/10001088236
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124
Robust optimal decisions with stochastic nonlinear economic systems
Becker, Robin G.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10001148509
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125
Objective functions and the complexity of policy design
Rustem, Berç
- In:
Journal of economic dynamics & control
11
(
1987
)
2
,
pp. 185-192
Persistent link: https://www.econbiz.de/10001033271
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126
Semi-Infinite Programming and Applications to Minimax Problems
Zakovic, Stanislav
;
Rustem, Berc
-
2003
Persistent link: https://www.econbiz.de/10008215174
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127
An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax
Zakovic, Stanislav
;
Pantelides, Costas
;
Rustem, Berc
-
2000
Persistent link: https://www.econbiz.de/10008217322
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128
A mixed integer programming model for multistage mean–variance post-tax optimization
Osorio, Maria A.
;
Gulpinar, Nalan
;
Rustem, Berc
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 451-480
Persistent link: https://www.econbiz.de/10007895564
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129
Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
Žaković, Stan
;
Wieland, Volker
;
Rustem, Berc
- In:
Computational economics
30
(
2007
)
4
,
pp. 329-348
Persistent link: https://www.econbiz.de/10007864193
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130
Post tax optimal investments
Osorio, Maria A.
;
Settergren, Reuben
;
Rustem, Berç
; …
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 153-174)
.
2002
Persistent link: https://www.econbiz.de/10001747026
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