Andrzej Piotr Ruszczyński | Academic Influence

Andrzej Piotr Ruszczyński's AcademicInfluence.com Rankings

Andrzej Piotr Ruszczyński

Mathematics

#2597

World Rank

#3983

Historical Rank

#1018

USA Rank

Measure Theory

#919

World Rank

#1202

Historical Rank

#344

USA Rank

mathematics Degrees

Download Badge

Mathematics

Andrzej Piotr Ruszczyński's Degrees

PhD Mathematics University of Warsaw

Why Is Andrzej Piotr Ruszczyński Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Andrzej Piotr Ruszczyński is a Polish-American applied mathematician, noted for his contributions to mathematical optimization, in particular, stochastic programming and risk-averse optimization. Schooling and positions Ruszczyński was born and educated in Poland. In 1969 he won the XX Polish Mathematical Olympiad. After graduating in 1974 with a master's degree from the Department of Electronics, Warsaw University of Technology, he joined the Institute of Automatic Control at this school. In 1977 he received his PhD degree for a dissertation on control of large-scale systems, and in 1983 Habilitation, for a dissertation on nonlinear stochastic programming. In 1992 the President of Poland, Lech Wałęsa, awarded Ruszczyński the state title of Professor. In 1984-86 Ruszczyński was a visiting scholar at the Institute for Operations Research, University of Zurich. In 1986-87 he was the vice-director of the Institute of Automatic Control, and in 1987-1990 he was the Vice-Dean of the Department of Electronics, Warsaw University of Technology. In 1992 Ruszczyński was a visiting professor at the Department of Operations Research, Princeton University, in 1992-96 he led the project Optimization under Uncertainty at the International Institute for Applied Systems Analysis, in 1996-97 he was a visiting professor at the Department of Industrial Engineering, University of Wisconsin-Madison, and since 1997 he has been with Rutgers University, where he holds a position of the Board of Governors Professor at the Rutgers Business School.

(See a Problem?)

Andrzej Piotr Ruszczyński's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Lectures on Stochastic Programming - Modeling and Theory (2009) (2625)
Lectures on Stochastic Programming - Modeling and Theory (2009) (2625)
Nonlinear Optimization (2006) (604)
From stochastic dominance to mean-risk models: Semideviations as risk measures (1999) (594)
Optimization of Convex Risk Functions (2006) (530)
Dual Stochastic Dominance and Related Mean-Risk Models (2002) (530)
Risk-averse dynamic programming for Markov decision processes (2010) (443)
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (1995) (431)
Optimization with Stochastic Dominance Constraints (2003) (383)
Optimization with Stochastic Dominance Constraints (2003) (383)
Stochastic Programming Models (2003) (360)
A branch and bound method for stochastic global optimization (1998) (348)
Lectures on Stochastic Programming - Modeling and Theory, Second Edition (2014) (332)
Lectures on Stochastic Programming - Modeling and Theory, Second Edition (2014) (332)
A regularized decomposition method for minimizing a sum of polyhedral functions (1986) (328)
Conditional Risk Mappings (2005) (303)
On consistency of stochastic dominance and mean–semideviation models (2001) (272)
Concavity and efficient points of discrete distributions in probabilistic programming (2000) (241)
Concavity and efficient points of discrete distributions in probabilistic programming (2000) (241)
Portfolio optimization with stochastic dominance constraints (2006) (232)
Portfolio optimization with stochastic dominance constraints (2006) (232)
Decomposition methods in stochastic programming (1997) (220)
On the integrated production, inventory, and distribution routing problem (2006) (213)
Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra (2002) (198)
Parallel decomposition of multistage stochastic programming problems (1993) (176)
On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization (1995) (159)
On Optimal Allocation of Indivisibles Under Uncertainty (1998) (158)
SIAM Journal on Optimization (2012) (152)
SIAM Journal on Optimization (2012) (152)
Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems (2004) (138)
Accelerating the regularized decomposition method for two stage stochastic linear problems (1997) (137)
Optimization of Risk Measures (2006) (131)
A branch and bound method for stochastic integer problems under probabilistic constraints (2002) (123)
Optimal Power Generation under Uncertainty via Stochastic Programming (1998) (120)
The Probabilistic Set-Covering Problem (2002) (120)
A risk-averse newsvendor with law invariant coherent measures of risk (2008) (120)
An augmented Lagrangian method for distributed optimization (2015) (117)
A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (2011) (113)
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints (2004) (112)
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints (2004) (112)
A diagonal quadratic approximation method for large scale linear programs (1992) (108)
Optimization Models with Probabilistic Constraints (2006) (100)
Frontiers of Stochastically Nondominated Portfolios (2003) (95)
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition (2011) (92)
Dual stochastic dominance and quantile risk measures (2002) (87)
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems (2007) (86)
Approximation Techniques in Stochastic Programming (1988) (85)
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization (2018) (79)
A Multi-Product Risk-Averse Newsvendor with Exponential Utility Function (2010) (77)
Optimization with multivariate stochastic dominance constraints (2008) (74)
On variational principles, level sets, well-posedness, and ∈-solutions in vector optimization (1996) (73)
On augmented Lagrangian decomposition methods for multistage stochastic programs (1996) (68)
Proximal Decomposition Via Alternating Linearization (1999) (68)
On several concepts for ɛ-efficiency (1994) (66)
Stochastic approximation method with gradient averaging for unconstrained problems (1983) (64)
Statistical estimation of composite risk functionals and risk optimization problems (2015) (61)
Statistical estimation of composite risk functionals and risk optimization problems (2015) (61)
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (2004) (60)
Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods (2008) (59)
A Linearization Method for Nonsmooth Stochastic Programming Problems (1987) (59)
Duality gaps in nonconvex stochastic optimization (2004) (53)
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (2008) (53)
Feasible direction methods for stochastic programming problems (1980) (51)
Robust stochastic dominance and its application to risk-averse optimization (2010) (51)
Dual methods for probabilistic optimization problems* (2004) (51)
Dual methods for probabilistic optimization problems* (2004) (51)
Robust stochastic dominance and its application to risk-averse optimization (2010) (51)
Regularization methods for optimization problems with probabilistic constraints (2013) (48)
Relaxations of linear programming problems with first order stochastic dominance constraints (2006) (48)
Tractable Almost Stochastic Dominance (2012) (48)
Scenario decomposition of risk-averse multistage stochastic programming problems (2012) (47)
Constraint aggregation principle in convex optimization (1997) (46)
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (2012) (45)
A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems (1986) (45)
An Extension of the DQA Algorithm to Convex Stochastic Programs (1994) (44)
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints (2007) (43)
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints (2007) (43)
Bounds for probabilistic integer programming problems (2002) (42)
Bounds for probabilistic integer programming problems (2002) (42)
Risk-Averse Control of Undiscounted Transient Markov Models (2012) (40)
Measuring Risk for Income Streams (2005) (39)
Kusuoka representation of higher order dual risk measures (2010) (39)
Kusuoka representation of higher order dual risk measures (2010) (39)
Beam search heuristic to solve stochastic integer problems under probabilistic constraints (2005) (34)
Some advances in decomposition methodsfor stochastic linear programming (1999) (33)
Augmented Lagrangian Decomposition for Sparse Convex Optimization (1992) (33)
Stochastic approximation approach to statistical circuit design (1983) (33)
Decision making under uncertainty : energy and power (2002) (33)
Inverse stochastic dominance constraints and rank dependent expected utility theory (2006) (31)
Inverse stochastic dominance constraints and rank dependent expected utility theory (2006) (31)
Differentiable selections and Castaing representations of multifunctions (1998) (29)
Solving the Unit Commitment Problem in Power Generation by Primal and Dual Methods (1997) (29)
Time-consistent approximations of risk-averse multistage stochastic optimization problems (2015) (29)
Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results (1993) (29)
Two-stage portfolio optimization with higher-order conditional measures of risk (2012) (27)
Differential Stability of Two-Stage Stochastic Programs (2000) (27)
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (2008) (27)
Robust path choice in networks with failures (2000) (26)
Perturbation Methods for Saddle Point Computation (1994) (26)
Computational Methods for Risk-Averse Undiscounted Transient Markov Models (2014) (25)
Rate of Convergence of the Bundle Method (2016) (25)
Cost-effective Sulphur Emission Reduction under Uncertainty (1996) (25)
Alternating linearization for structured regularization problems (2011) (24)
On convex probabilistic programming with discrete distributions (2001) (24)
Risk measurement and risk-averse control of partially observable discrete-time Markov systems (2018) (24)
On convex probabilistic programming with discrete distributions (2001) (24)
Optimality and Duality in Stochastic Programming (2003) (24)
Augmented Lagrangian method for probabilistic optimization (2012) (24)
Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (2010) (23)
Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (2010) (23)
Interior Point Methods in Stochastic Programming (1993) (22)
Noncooperative Convex Games: Computing Equilibrium by Partial Regularization (1994) (22)
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models (2013) (21)
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (2008) (20)
Risk forms: representation, disintegration, and application to partially observable two-stage systems (2018) (20)
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions (1996) (20)
Lectures on Stochastic Programming: Modeling and Theory, Third Edition (2021) (20)
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (2008) (20)
A merit function approach to the subgradient method with averaging (2008) (20)
On Stochastic Dominance and Mean-Semideviation Models (1997) (20)
Risk forms: representation, disintegration, and application to partially observable two-stage systems (2018) (20)
Lectures on Stochastic Programming: Modeling and Theory, Third Edition (2021) (20)
A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (2020) (19)
Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming (1999) (19)
A risk measure for income processes (2004) (19)
Regularized Decomposition and Augmented Lagrangian Decomposition for Angular Linear Programming Problems (1989) (18)
Configurations of series-parallel networks with maximum reliability (1996) (18)
On convergence of the stochastic subgradient method with on-line stepsize rules (1986) (18)
Common Mathematical Foundations of Expected Utility and Dual Utility Theories (2012) (18)
Common Mathematical Foundations of Expected Utility and Dual Utility Theories (2012) (18)
Advances in Risk-Averse Optimization (2013) (17)
Unit Commitment under Uncertainty via Two-Stage Stochastic Programming (1997) (17)
4. Optimization Models with Probabilistic Constraints (2009) (17)
Process-based risk measures and risk-averse control of discrete-time systems (2014) (17)
Commentary - Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming (2010) (17)
Convexification of Stochastic Ordering (2004) (17)
Convexification of Stochastic Ordering (2004) (17)
Composite semi-infinite optimization (2007) (16)
Composite semi-infinite optimization (2007) (16)
Decision Making Under Uncertainty: Energy and Power (The IMA Volumes in Mathematics and its Applications) (2002) (15)
Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization (2019) (15)
Risk preferences on the space of quantile functions (2014) (13)
Risk-Averse Access Point Selection in Wireless Communication Networks (2019) (13)
Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding (1995) (13)
Risk-averse portfolio optimization via stochastic dominance constraints (2010) (13)
Risk preferences on the space of quantile functions (2014) (13)
Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (2016) (13)
Risk-averse portfolio optimization via stochastic dominance constraints (2010) (13)
On the Regularized Decomposition Method for Stochastic Programming Problems (1995) (12)
Risk-Averse Classification (2018) (12)
Efficient point methods for probabilistic optimization problems (2003) (11)
Efficient point methods for probabilistic optimization problems (2003) (11)
Corrigendum to: "Optimization of Convex Risk Functions, " Mathematics of Operations Research 31 (2006) 433 - 452 (2007) (11)
Risk measures for income streams (2001) (11)
On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems (1996) (10)
Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (2016) (9)
Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method (1996) (9)
Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (1992) (9)
On Differentiability of Metric Projections onto Moving Convex Sets (2001) (9)
A Risk-Averse Analog of the Hamilton-Jacobi-Bellman Equation (2015) (9)
Constraint Aggregation in Infinite-Dimensional Spaces and Applications (1997) (9)
Parallel Solution of Linear Programs Via Nash Equilibria (1994) (8)
Finding Normalized Equilibrium in Convex-concave Games (2008) (8)
A diagonal quadratic approximation method for linear multistage stochastic programming problems (1992) (8)
A Regularized Jacobi Method for Large-Scale Linear Programming (1993) (8)
A Selective Linearization Method For Multiblock Convex Optimization (2017) (8)
Approximations, expansions and univalued representations of multifunctions (2001) (8)
A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation (2017) (8)
Optimization under linear stochastic dominance (2003) (7)
Continuity of multifunctions characterized by Steiner selections (2001) (7)
Time-Coherent Risk Measures for Continuous-Time Markov Chains (2018) (7)
Optimization under linear stochastic dominance (2003) (7)
Shape-restricted inference for Lorenz curves using duality theory (2010) (7)
Time-Coherent Risk Measures for Continuous-Time Markov Chains (2018) (7)
On the singularities in linear one-parametric optimization problems * (1991) (7)
Stochastic Approximation Algorithm eith Gradient Averaging and On-Line Stepsize Rules (1984) (6)
A method of feasible directions for solving nonsmooth stochastic programming problems (1986) (6)
Erratum to: Risk-averse dynamic programming for Markov decision processes (2014) (6)
Convergence analysis for two-level algorithms of mathematical programming (1979) (6)
A Risk Measure For Income Streams (2002) (6)
A Stochastic Subgradient Method for Distributionally Robust Non-Convex Learning (2020) (6)
Risk-Averse Learning by Temporal Difference Methods (2020) (5)
A Sensitivity Method for Solving Multistage Stochastic Linear Programming Problems (1989) (5)
Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems (2015) (5)
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse (1998) (5)
A Partial Regularization Method for Saddle Point Seeking (1994) (5)
Optimization Under First Order Stochastic Dominance Constraints (2005) (4)
Decision Making Under Uncertainty (2002) (4)
Optimization Under First Order Stochastic Dominance Constraints (2005) (4)
Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming (1995) (4)
Mean-risk tests of stochastic dominance (2011) (4)
On Stochastic Integer Programming under Probabilistic Constraints (1998) (4)
On Stochastic Integer Programming under Probabilistic Constraints (1998) (4)
A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning (2022) (4)
6. Risk Averse Optimization (2009) (4)
Computing Normalized Equilibria in Convex-Concave Games (2006) (4)
Strategic pricing in markets with increasing returns (1994) (4)
Modern Techniques for Linear Dynamic and Stochastic Programs (1989) (3)
Robust Path Choice and Vehicle Guidance in Networks With Failures (1997) (3)
Coordination of nonstationary systems (1979) (3)
2. Two-Stage Problems (2009) (3)
Two-stage portfolio optimization with higher-order conditional measures of risk (2015) (3)
Bias Reduction in Sample-Based Optimization (2021) (3)
Risk-averse control of continuous-time markov chains (2017) (3)
On the price of risk in a mean-risk optimization model (2018) (3)
Subregular recourse in nonlinear multistage stochastic optimization (2020) (3)
Risk-averse sensor planning using distributed policy gradient (2017) (3)
Approximate augmented lagrangians for distributed network optimization (2012) (3)
Preface: Stochastic optimization: theory and applications (2020) (3)
Convex optimization by radial search (1996) (3)
Subregular recourse in nonlinear multistage stochastic optimization (2020) (3)
STOCHASTIC DOMINANCE FOR SEQUENCES AND IMPLIED UTILITY IN DYNAMIC OPTIMIZATION (2008) (2)
STOCHASTIC DOMINANCE FOR SEQUENCES AND IMPLIED UTILITY IN DYNAMIC OPTIMIZATION (2008) (2)
Contributions to Methodology and Techniques of Decision Analysis (First Stage) (1990) (2)
Decomposition via Alternating Linearization (1995) (2)
A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (2020) (2)
Thirteenth EURO Summer Institute: Stochastic Optimization (1997) (2)
Selective Linearization For Multi-Block Convex Optimization (2015) (2)
Regularization methods for optimization problems with probabilistic constraints (2012) (1)
Chapter 6: Risk Averse Optimization (2021) (1)
An augmented Lagrangian method for distributed optimization (2014) (1)
Inverse stochastic dominance constraints and quantile utility theory (2005) (1)
Discrete-Time Approximation of Risk-Averse Control Problems for Diffusion Processes (2015) (1)
An accuracy selection algorithm for the modified gradient projection method in minimax problems (1978) (1)
Risk-Averse Control of Diffusion Processes (2015) (1)
Di erentiable Selections of Set Valued Mappings With Application in Stochastic Programming (1996) (1)
Cost-Effective Sulphur Reduction Under Uncertainty (1994) (1)
Differentiable Selections of Set-Valued Mappings (1996) (1)
Time-Consistent Risk Measures for Continuous-Time Markov Chains (2017) (1)
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) (2012) (1)
Optimale Blockauswahl bei der (2011) (1)
Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (2010) (1)
Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (2010) (1)
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) (2012) (1)
Inverse stochastic dominance constraints and quantile utility theory (2005) (1)
Convex analysis approach to utility theories. dual utility (2012) (1)
Stability of Two Stage Stochastic Programs � (2005) (1)
Time-Consistent Risk Measures for Continuous-Time Markov Chains (2017) (1)
Risk Filtering and Risk-Averse Control of Markovian Systems Subject to Model Uncertainty (2022) (1)
Convex analysis approach to utility theories. dual utility (2012) (1)
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems (2022) (1)
Restarting Strategies for the DQA Algorithm (1994) (1)
8. Bibliographical Remarks (2009) (0)
erentiable Selections of Set Valued Mappings and Asymptotic Behaviour of Random Sets in In nite Dimensions � (2005) (0)
Stochastic optimization: theory and applications (2020) (0)
Risk preferences on the space of quantile functions (2013) (0)
Appendix A. Stability of Set-Constrained Systems (2006) (0)
Distributionally Robust Learning with Weakly Convex Losses: Convergence Rates and Finite-Sample Guarantees (2023) (0)
8. Bibliographical Remarks (2009) (0)
Computational nonsmooth optimization (1997) (0)
IR-97-043 / July On Stochastic Dominance and Mean-Semideviation Models (1997) (0)
Convex analysis approach to utility theories. expected utility (2012) (0)
Practical Aspects of the Feasible Price Coordination Method (1977) (0)
METHODS OF TEMPORAL DIFFERENCES FOR RISK-AVERSE DYNAMIC PROGRAMMING AND LEARNING (2020) (0)
Chapter 2: Two-Stage Problems (2021) (0)
Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization (2020) (0)
Risk preferences on the space of quantile functions (2013) (0)
Erratum to: Risk-averse dynamic programming for Markov decision processes (2014) (0)
Dynamics Aggregation in Stochastic Control Problems 1 (2000) (0)
METHODS OF TEMPORAL DIFFERENCES FOR RISK-AVERSE DYNAMIC PROGRAMMING AND LEARNING (2020) (0)
Optimale Blockauswahl bei der Kraftwerkseinsatzplanung (1997) (0)
Correction to: Preface: Stochastic optimization: theory and applications (2020) (0)
Synthesis of Autonomous Automata with Variable Structure. (1974) (0)
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) (2012) (0)
Differentiable Selections of Set-Valued Mappings and Asymptotic Behavior of Random Sets in Infinite Dimensions (1997) (0)
Risk measurement and risk-averse control of partially observable discrete-time Markov systems (2018) (0)
Process-based risk measures and risk-averse control of discrete-time systems (2018) (0)
Risk forms: representation, disintegration, and application to partially observable two-stage systems (2019) (0)
Statistical estimation of composite risk functionals and risk optimization problems (2016) (0)
2 Sets Defined by Dominance Constraints (2004) (0)
Scenario decomposition of risk-averse multistage stochastic programming problems (2011) (0)
Special Issue on Variational Analysis and Optimization (2007) (0)
An outer–inner linearization method for non-convex and nondifferentiable composite regularization problems (2021) (0)
Subregular recourse in nonlinear multistage stochastic optimization (2021) (0)
Average based algorithm for source and coefficient inverse problems (2012) (0)
Optimization under nonlinear stochastic dominance constraints (2003) (0)
Two-stage optimization problems with stochastic-order constraints (2014) (0)
Dynamic risk-averse optimization (2013) (0)
Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures (2021) (0)
3. Multistage Problems (2009) (0)
Augmented Lagrangian method for probabilistic optimization (2011) (0)
Water Quality Management: Problem Formulations and Solution Methods (1993) (0)
Rate of Convergence of the Bundle Method (2017) (0)
Subregular recourse in nonlinear multistage stochastic optimization (2021) (0)
Dynamics Aggregation in Stochastic Control Problems (2000) (0)
2 Sets Defined by Dominance Constraints (2004) (0)
Statistical estimation of composite risk functionals and risk optimization problems (2016) (0)
On stability and well-posedness in the vector optimization (1994) (0)
STOCHASTIC DYNAMIC OPTIMIZATION WITH MULTIVARIATE STOCHASTIC DOMINANCE CONSTRAINTS (2007) (0)
Risk forms: representation, disintegration, and application to partially observable two-stage systems (2019) (0)
Special Issue: The 3rd International Conference on Optimization Methods and Software (May 13-17, 2012, Chania, Greece) Foreword (2014) (0)
Chapter 4: Optimization Models with Probabilistic Constraints (2021) (0)
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) (2012) (0)
Optimization under nonlinear stochastic dominance constraints (2003) (0)
Time-consistent approximations of risk-averse multistage stochastic optimization problems (2014) (0)
Risk-averse sequential decision problems with time-consistent stochastic dominance constraints (2022) (0)
Portfolio Optimization with Stochastic Dominance Constraints Darinka Dentcheva (2003) (0)
Chapter 1: Stochastic Programming Models (2021) (0)
Diierentiable Selections of Set-valued Mappings and Asymptotic Behaviour of Random Sets in Innnite Dimensions (1997) (0)
Convex analysis approach to utility theories. expected utility (2012) (0)
Chapter 3: Multistage Problems (2021) (0)
Selective linearization for multi-block statistical learning (2021) (0)
New Directions in Stochastic Optimisation (2019) (0)
Chapter Two. Elements of Convex Analysis (2006) (0)
STOCHASTIC DYNAMIC OPTIMIZATION WITH MULTIVARIATE STOCHASTIC DOMINANCE CONSTRAINTS (2007) (0)
On Regularized Duality In Convex Optimization (1995) (0)
Stability, sensitivity and limit theorems of stochastic dominance constrained optimization models (2013) (0)

This paper list is powered by the following services:

Other Resources About Andrzej Piotr Ruszczyński

en.wikipedia.org

What Schools Are Affiliated With Andrzej Piotr Ruszczyński?

Andrzej Piotr Ruszczyński is affiliated with the following schools:

Image Attributions

Image Source for Andrzej Piotr Ruszczyński