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 | 2012 | |
|---|---|---|
| j8 |      | Kai Ye, Panos Parpas, Berç Rustem: Robust portfolio optimization: a conic programming approach. Comp. Opt. and Appl. 52(2): 463-481 (2012) |
| c2 | | Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem: Solving MRF Minimization by Mirror Descent. ISVC (1) 2012: 587-598 |
| 2010 | ||
| j7 | | Polyxeni-Margarita Kleniati, Panos Parpas, Berç Rustem: Partitioning procedure for polynomial optimization. J. Global Optimization 48(4): 549-567 (2010) |
| 2009 | ||
| j6 | | Panos Parpas, Berç Rustem, V. Wieland, Stanislav Zakovic: Mean and variance optimization of non-linear systems and worst-case analysis. Comp. Opt. and Appl. 43(2): 235-259 (2009) |
| j5 | | Dietmar G. Maringer, Panos Parpas: Global optimization of higher order moments in portfolio selection. J. Global Optimization 43(2-3): 219-230 (2009) |
| j4 | | Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos: Global optimization of robust chance constrained problems. J. Global Optimization 43(2-3): 231-247 (2009) |
| j3 | | Panos Parpas, Berç Rustem: Convergence analysis of a global optimization algorithm using stochastic differential equations. J. Global Optimization 45(1): 95-110 (2009) |
| j2 | | Angelos Tsoukalas, Panos Parpas, Berç Rustem: A smoothing algorithm for finite min-max-min problems. Optimization Letters 3(1): 49-62 (2009) |
| r5 | | Panos Parpas, Berç Rustem: Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems. Encyclopedia of Optimization 2009: 619-627 |
| r4 | | Panos Parpas, Berç Rustem: Duality Gaps in Nonconvex Optimization. Encyclopedia of Optimization 2009: 802-805 |
| r3 | | Panos Parpas, Berç Rustem: Global Optimization Algorithms for Financial Planning Problems. Encyclopedia of Optimization 2009: 1277-1282 |
| r2 | | Panos Parpas, Berç Rustem: Laplace Method and Applications to Optimization Problems. Encyclopedia of Optimization 2009: 1818-1822 |
| r1 | | Panos Parpas, Berç Rustem: Maximum Entropy and Game Theory. Encyclopedia of Optimization 2009: 1999-2004 |
| 2007 | ||
| j1 | | Panos Parpas, Berç Rustem: Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems. INFORMS Journal on Computing 19(2): 239-247 (2007) |
| 2006 | ||
| c1 | | Panos Parpas, Berç Rustem: Global Optimization of the Scenario Generation and Portfolio Selection Problems. ICCSA (3) 2006: 908-917 |
| 1 | Polyxeni-Margarita Kleniati | |
| 2 | Duy V. N. Luong | |
| 3 | Dietmar G. Maringer | |
| 4 | Efstratios N. Pistikopoulos | |
| 5 | Daniel Rueckert | |
| 6 | Berç Rustem | |
| 7 | Angelos Tsoukalas | |
| 8 | V. Wieland | |
| 9 | Kai Ye | |
| 10 | Stanislav Zakovic |
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