Nalan Gulpinar
BSc (Dokuz Eylul), MSc (Dokuz Eylul), PhD (Brunel)
Associate Professor of Operational Research
Room E1.22 (Social Studies Building)
Warwick Business School
The University of Warwick
Coventry
CV4 7AL
United Kingdom
+44 (0)24 7652 4491
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).
- Distributed Planning Problems with Coordination under Uncertainty. (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.
