Access Statistics for Andrzej Ruszczynski

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Branch and Bound Method for Stochastic Global Optimization 0 0 0 237 0 0 10 1,013
A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation 0 0 0 23 0 2 7 58
A Partial Regularization Method for Saddle Point Seeking 0 0 0 59 0 0 8 274
Augmented Lagrangian Decomposition for Sparse Convex Optimization 0 0 0 164 0 0 5 510
Common mathematical foundations of expected utility and dual utility theories 0 0 0 76 0 0 12 70
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 6 1 1 9 61
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 148 0 0 12 484
Conditional Risk Mappings 0 0 1 319 0 1 11 791
Configurations of Series-Parallel Networks with Maximum Reliability 0 0 0 55 0 0 3 372
Constraint Aggregation Principle in Convex Optimization 0 0 0 115 1 1 9 453
Constraint Aggregation in Infinite-Dimensional Spaces and Applications 0 0 0 43 0 1 7 182
Convex Optimization by Radial Search 0 0 0 45 1 1 7 231
Convexification of Stochastic Ordering 0 0 0 347 0 0 12 1,125
Cost-Effective Sulphur Reduction Under Uncertainty 0 0 0 40 1 1 6 522
Decomposition via Alternating Linearization 0 0 0 39 0 1 10 221
From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures 0 0 0 628 0 0 13 1,692
Interior Point Methods in Stochastic Programming 0 0 0 98 0 0 5 276
Inverse stochastic dominance constraints and rank dependent expected utility theory 0 0 0 262 0 1 8 801
Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method 0 0 0 72 0 1 5 272
Noncooperative Convex Games: Computing Equilibrium By Partial Regularization 0 0 0 91 0 3 14 294
Noncooperative Convex Games: Computing Equilibrium by Partial Regularization 0 0 0 1 0 0 10 439
On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs 0 0 0 165 0 0 4 634
On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs 0 0 0 111 0 0 11 461
On Optimal Allocation of Indivisibles Under Uncertainty 0 0 0 78 0 0 5 325
On Stochastic Dominance and Mean-Semideviation Models 0 0 0 217 0 1 7 683
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse 0 0 0 52 0 2 9 286
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions 0 0 0 48 0 0 8 246
On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems 0 0 0 129 0 1 8 440
Optimization Under First Order Stochastic Dominance Constraints 0 0 1 724 0 0 17 2,294
Optimization of Convex Risk Functions 0 0 0 577 0 0 13 1,192
Optimization of Risk Measures 1 3 5 1,977 2 5 16 4,621
Parallel Solution of Linear Programs Via Nash Equilibria 0 0 0 59 0 0 5 216
Perturbation Methods for Saddle Point Computation 0 0 0 118 0 0 8 480
Portfolio Optimization With Stochastic Dominance Constraints 0 0 0 1,223 0 0 18 3,003
Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems 0 0 1 14 1 2 10 47
Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results 0 0 0 78 0 0 10 254
Total Working Papers 1 3 8 8,438 7 25 332 25,323

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk 0 0 0 1 0 0 6 24
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization 0 0 2 23 1 1 8 60
A multi-product risk-averse newsvendor with exponential utility function 0 0 0 15 0 0 12 88
Accelerating the regularized decomposition method for two stage stochastic linear problems 0 0 1 23 0 2 9 75
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems 0 0 0 3 0 2 7 21
Beam search heuristic to solve stochastic integer problems under probabilistic constraints 0 0 0 19 1 2 14 103
Computational Methods for Risk-Averse Undiscounted Transient Markov Models 0 0 0 4 1 1 5 18
Cost-effective sulphur emission reduction under uncertainty 0 0 0 11 0 0 3 72
Dual methods for probabilistic optimization problems * 0 0 0 2 0 0 4 16
Dynamics Aggregation in Stochastic Control Problems 0 0 0 0 0 0 3 6
FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES 0 0 0 0 0 0 8 20
From stochastic dominance to mean-risk models: Semideviations as risk measures 0 0 0 130 1 5 21 342
Frontiers of Stochastically Nondominated Portfolios 0 0 0 95 0 0 11 334
Kusuoka representation of higher order dual risk measures 0 1 1 1 1 4 12 25
On Optimal Allocation of Indivisibles Under Uncertainty 0 0 0 0 0 0 4 7
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse 0 0 0 0 1 2 12 22
Portfolio optimization with stochastic dominance constraints 0 0 2 218 0 2 20 627
Practice Abstracts 0 0 0 0 0 1 4 11
Rate of Convergence of the Bundle Method 0 0 0 4 0 1 7 23
Risk measurement and risk-averse control of partially observable discrete-time Markov systems 0 0 1 10 1 1 10 41
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition 0 0 1 3 0 1 9 23
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk 0 0 1 85 0 1 14 508
Scenario decomposition of risk-averse multistage stochastic programming problems 0 0 0 1 0 1 12 34
Some advances in decomposition methodsfor stochastic linear programming 0 0 0 1 0 2 10 17
Statistical estimation of composite risk functionals and risk optimization problems 0 0 0 9 1 3 10 68
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) 0 0 0 1 0 1 4 15
The Probabilistic Set-Covering Problem 0 0 0 14 0 1 14 42
Thirteenth EURO Summer Institute: Stochastic Optimization 0 0 0 6 0 1 2 19
Tractable Almost Stochastic Dominance 0 0 1 25 0 1 10 111
Two-stage portfolio optimization with higher-order conditional measures of risk 0 0 3 8 0 3 15 56
Total Journal Articles 0 1 13 712 8 39 280 2,828
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Statistics updated 2026-10-11