Nalan Gulpinar
- Associate Professor of Operational Research
BSc (Dokuz Eylul), MSc (Dokuz Eylul), PhD (Brunel)
Room E1.22 (Social Studies Building)
Warwick Business School
The University of Warwick
Coventry
CV4 7AL
United Kingdom
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Research interests
Algorithm design and applications of linear, nonlinear, integer, mixed integer, network programming; Decision making under uncertainty with applications to computational finance, performance engineering, mission planning and supply chain; Stochastic performance modelling and evaluation of computing and telecommunication networks and queueing models; Minimax algorithms, worst-case analysis, and applications to risk management.
Selected research projects
- NDA renewal: BAe (Operations) Limited, June 2011 - May 2012.
- Modelling and solving real-time multi-agent decision-making problems under uncertainty using constraint-logic programming: BAE Systems (Operations) Limited, August 2008 - January 2011.
- Contract Amendment - Modelling and solving real-time multi-agent decision-making problems under uncertainty using constraint-logic programming: BAE Systems (Operations) Limited, January 2008 - December 2010.
- Modelling Real-Time Multi-agent Decision Making System in Dynamic Uncertain Environments Using Constraint Logic Programming: Systems Engineering for Autonomous Systems Defence Technology Centre, October 2007 - February 2008.
Only selected externally-funded projects are listed here.
Teaching activity this year
Masters Portfolio
- IB92D0 OR Modelling for Management module leader
- IB93Y0 Dissertation
- IB9V50 Mathematical Programming and Heuristics module leader
Undergraduate
- IB2200 Quantitative Methods for Resource Management module leader
- IB3520 Mathematical Programming 3 module leader
Publications
Books
- Performance models and risk management in communication systems. Springer, 2011.
Journal articles
- Robust team decision-making under uncertainty. 3 (2010): 206-220.
- Robust Cournot Dynamic Games for Modelling the Interaction between Forward and Spot Markets. (2010).
- Robust Mean Variance Optimization with Discrete Decisions. (2010).
- Robust investment strategies with discrete asset choice constraints using DC programming. Optimization 59 (2010) (Published): 45-62.