Research
Journal papers
Cohen, I., Postek, K., Shtern, S. (2021) An adaptive robust optimization model for parallel machine scheduling
Postek, K., Shtern, S. (2021) First-order algorithms for robust optimization problems viaconvex-concave saddle-point Lagrangian reformulation
Baayen, J.H., Postek,, K. (2021) Global optimality in model predictive control via hidden invariant convexity Accepted at Journal of Global Optimization, available online
Romeijnders, W, Postek, K. (2021) Piecewise constant decision rules via branch-and-bound based scenario detection for integer adjustable robust optimization.INFORMS Journal on Computing. Codes
De Klerk, E., Kuhn, D., Postek, K. (2018) Distributionally robust optimization with polynomial densities: theory, models and algorithms. Mathematical Programming 181, 265–296. Codes
Postek, K. Romeijnders, W., Hertog, D. den & Vlerk, M.H. van der (2019). Efficient methods for several classes of ambiguous SP problems under mean-MAD information. European Journal of Operational Research 274 (2), 432-444. Codes
Postek, K., Hertog, D. den, Kind, J. & Pustjens, Ch. (2019). Adjustable robust strategies for flood protection. Omega The International Journal of Management Science 82, 142-154, 2019. Codes
Postek, K. Ben-Tal, A. (2018) Computing the channel capacity of a communication system affected by uncertain transition probabilities. IEEE Transactions on Information Theory 64 (10), 6803-6815. Codes
Postek, K., Ben-Tal, A., Hertog, D. den, & Melenberg, B. (2018). Robust optimization with ambiguous stochastic constraints under mean and dispersion information Operations Research 66 (3), 814-833. Codes
Postek, K., Hertog, D. den, & Melenberg, B. (2016). Computationally tractable counterparts of distributionally robust constraints on risk measures. SIAM Review, Vol. 58(4), pp. 603-650. Codes
Postek, K., & Hertog, D. den (2016). Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set. INFORMS Journal on Computing, Vol. 28(3), pp. 553-574. Codes
Dissertation
Distributionally and integer adjustable robust optimization (2017). Tilburg University.
Talks
QuantumBlack/McKinsey & Co. Data Science seminar, Amsterdam, Nov 2021
INFORMS Annual Meeting 2021, Anaheim, USA, October 2020 (invited)
SIAM Conference on Optimization, speaker and mini-symposium organizer, July 2021
International Workshop on Project Management and Scheduling, April 2021
TU Delft and University of Cologne joint seminar, February 2021
Tilburg University Operations Research seminar, April 2020
International Conference on Continuous Optimization (invited and session organizer), Berlin, Germany, August 2019
Methods and Applications of Operations Research (MZBO), Otrębusy, Poland, October 2018
International Symposium on Mathematical Programming (invited), Bordeaux, France, July 2018
Computational Management Science conference (invited), Trondheim, Norway, May 2018
Workshop on Distributionally Robust Optimization (invited), Banff, Canada. March 2018
Faculty of Industrial Engineering ang Management, Technion, Israel, June 2017
Computational Management Science conference (invited), Bergamo, Italy, May-June 2017
Operations Research Society of Israel annual conference, Bar Ilan University, Israel, May 2017
Nonlinear Analysis and Optimization seminar, Technion, Israel, May 2017
INFORMS Annual Meeting, Nashville, USA, November 2016
International Conference on Continuous Optimization (invited), Tokyo, Japan, August 2016
EURO 2016 conference, Poznań, Poland, July 2016
Workshop Stochastic Optimization (invited), Groningen, The Netherlands, September 2015
International Symposium on Mathematical Programming (invited), Pittsburgh, USA, July 2015
Operations Research seminar, Tilburg University, The Netherlands, July 2015
Conference on Mathematics of Operations Research, Lunteren, The Netherlands, January 2015
Operations Research seminar, Tilburg University, The Netherlands, October 2014
SIAM Conference on Optimization, San Diego, USA, May 2014
Operations Research seminar, Tilburg University, The Netherlands, May 2014
Refereeing
Mathematical Programming, Operations Research, Management Science, INFORMS Journal on Computing, Mathematics of Operations Research, SIAM Journal on Optimization, Mathematical Reviews, European Journal of Operational Research, Journal of the Operational Research Society, Annals of Operations Research, IEEE Transactions on Communications, Mathematical Methods of Operations Research, Mathematical Programming Computation, Discrete Optimization, Journal of Optimization Theory and Applications, Optimization and Engineering, Automatica