Nalan Gulpinar
- Associate Professor of Operational Research
BSc (Dokuz Eylul), MSc (Dokuz Eylul), PhD (Brunel)
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.
Research projects
- Modelling and solving real-time multi-agent decision-making problems under uncertainty using constraint-logic programming: BAE Systems (Operations) Limited, August 2008 - January 2011.
- 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.
Publications
Journal articles
- Worst-case Robust Investment Strategies with Discrete Asset Choice Constraints Using DCA. Optimization 59 (2010): 1-18.
- Robust Mean Variance Optimization with Discrete Decisions. (2010).
- Robust Cournot Dynamic Games for Modelling the Interaction between Forward and Spot Markets. (2010).
Books
- Performance Models and Risk Management in Communication Systems. Springer, 2010.
Book chapters
- Modeling Team Coordination in Multi-agent Planning. SEAS DTC Annual Technical Conference Proceedings B11. Edinburgh, UK, n.p., 2009.
