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Andrzej Ruszczyński
Andrzej Ruszczyński
Board of Governors Professor of Rutgers University
Verified email at business.rutgers.edu - Homepage
Title
Cited by
Cited by
Year
Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva, A Ruszczynski
SIAM, 2009
3623*2009
Minimization methods for non-differentiable functions
NZ Shor, KC Kiwiel, A Ruszczyński
Springer-Verlag New York, Inc., 1985
2196*1985
Stochastic Programming (Handbooks in Operations Research and Management Science)
A Ruszczyński, A Shapiro
Elsevier, 2003
1381*2003
Nonlinear optimization
A Ruszczynski
Princeton University Press, 2006
1176*2006
From stochastic dominance to mean-risk models: Semideviations as risk measures
W Ogryczak, A Ruszczynski
European Journal of Operational Research 116 (1), 33-50, 1999
7281999
Dual stochastic dominance and related mean-risk models
W Ogryczak, A Ruszczynski
SIAM Journal on Optimization 13 (1), 60-78, 2002
6162002
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński
Operations Research 43 (3), 477-490, 1995
5851995
Optimization of convex risk functions
A Ruszczynski, A Shapiro
Mathematics of Operations Research 31, 433-452, 2006
5392006
Risk-averse dynamic programming for Markov decision processes
A Ruszczyński
Mathematical Programming 125 (2), 235-261, 2010
4322010
Optimization with stochastic dominance constraints
D Dentcheva, A Ruszczynski
SIAM Journal on Optimization 14 (2), 548-566, 2003
4312003
A branch and bound method for stochastic global optimization
VI Norkin, GC Pflug, A Ruszczyński
Mathematical Programming 83 (1), 425-450, 1998
4211998
A regularized decomposition method for minimizing a sum of polyhedral functions
A Ruszczyński
Mathematical Programming 35 (3), 309-333, 1986
4011986
On consistency of stochastic dominance and mean–semideviation models
W Ogryczak, A Ruszczyński
Mathematical Programming 89 (2), 217-232, 2001
3492001
Conditional risk mappings
A Ruszczynski, A Shapiro
Mathematics of Operations Research 31, 544-561, 2006
3182006
Decomposition methods in stochastic programming
A Ruszczyński
Mathematical Programming 79 (1), 333-353, 1997
2861997
Concavity and efficient points of discrete distributions in probabilistic programming
D Dentcheva, A Prékopa, A Ruszczynski
Mathematical programming 89 (1), 55-77, 2000
2822000
Portfolio optimization with stochastic dominance constraints
D Dentcheva, A Ruszczyński
Journal of Banking & Finance 30 (2), 433-451, 2006
2672006
On the integrated production, inventory, and distribution routing problem
L Lei, S Liu, A Ruszczynski, S Park
IIE Transactions 38 (11), 955-970, 2006
2592006
Parallel decomposition of multistage stochastic programming problems
AP Ruszczyński
Mathematical Programming 58, 201-228, 1993
2351993
Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
A Ruszczyński
Mathematical Programming 93 (2), 195-215, 2002
2152002
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