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 3 5 1,007
A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation 0 0 0 23 0 4 5 56
A Partial Regularization Method for Saddle Point Seeking 0 0 0 59 0 5 8 273
Augmented Lagrangian Decomposition for Sparse Convex Optimization 0 0 0 164 0 3 4 509
Common mathematical foundations of expected utility and dual utility theories 0 0 0 76 1 8 10 66
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 6 0 3 5 57
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 148 3 9 13 483
Conditional Risk Mappings 0 0 1 319 0 4 10 788
Configurations of Series-Parallel Networks with Maximum Reliability 0 0 0 55 0 1 3 372
Constraint Aggregation Principle in Convex Optimization 0 0 0 115 1 1 2 446
Constraint Aggregation in Infinite-Dimensional Spaces and Applications 0 0 0 43 0 3 6 178
Convex Optimization by Radial Search 0 0 0 45 0 2 3 226
Convexification of Stochastic Ordering 0 0 0 347 1 4 4 1,117
Cost-Effective Sulphur Reduction Under Uncertainty 0 0 0 40 1 3 4 520
Decomposition via Alternating Linearization 0 0 0 39 0 5 6 216
From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures 0 0 1 628 4 9 13 1,690
Interior Point Methods in Stochastic Programming 0 0 0 98 1 3 4 275
Inverse stochastic dominance constraints and rank dependent expected utility theory 0 0 0 262 1 3 7 798
Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method 0 0 0 72 1 2 3 270
Noncooperative Convex Games: Computing Equilibrium By Partial Regularization 0 0 0 91 0 6 7 287
Noncooperative Convex Games: Computing Equilibrium by Partial Regularization 0 0 0 1 2 8 9 438
On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs 0 0 0 165 0 1 2 632
On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs 0 0 0 111 1 5 9 459
On Optimal Allocation of Indivisibles Under Uncertainty 0 0 0 78 0 2 3 322
On Stochastic Dominance and Mean-Semideviation Models 0 0 0 217 0 3 6 681
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse 0 0 0 52 0 6 7 284
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions 0 0 0 48 0 2 4 242
On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems 0 0 0 129 0 2 5 437
Optimization Under First Order Stochastic Dominance Constraints 1 1 1 724 2 6 12 2,289
Optimization of Convex Risk Functions 0 0 0 577 2 7 13 1,190
Optimization of Risk Measures 0 1 4 1,974 1 5 13 4,613
Parallel Solution of Linear Programs Via Nash Equilibria 0 0 0 59 0 3 4 215
Perturbation Methods for Saddle Point Computation 0 0 0 118 0 3 7 478
Portfolio Optimization With Stochastic Dominance Constraints 0 0 1 1,223 1 10 15 2,998
Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems 0 0 1 14 2 4 6 42
Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results 0 0 0 78 0 2 3 247
Total Working Papers 1 2 9 8,435 25 150 240 25,201

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 2 5 23
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization 0 0 1 22 0 3 6 57
A multi-product risk-averse newsvendor with exponential utility function 0 0 0 15 0 6 8 84
Accelerating the regularized decomposition method for two stage stochastic linear problems 0 0 0 22 0 0 2 67
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems 0 0 0 3 0 2 4 17
Beam search heuristic to solve stochastic integer problems under probabilistic constraints 0 0 0 19 1 7 8 97
Computational Methods for Risk-Averse Undiscounted Transient Markov Models 0 0 0 4 1 2 4 15
Cost-effective sulphur emission reduction under uncertainty 0 0 0 11 2 3 3 72
Dual methods for probabilistic optimization problems * 0 0 0 2 1 2 3 15
Dynamics Aggregation in Stochastic Control Problems 0 0 0 0 0 1 1 4
FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES 0 0 0 0 0 3 5 16
From stochastic dominance to mean-risk models: Semideviations as risk measures 0 0 1 130 2 10 17 333
Frontiers of Stochastically Nondominated Portfolios 0 0 0 95 0 2 2 325
Kusuoka representation of higher order dual risk measures 0 0 0 0 0 5 5 18
On Optimal Allocation of Indivisibles Under Uncertainty 0 0 0 0 0 1 1 4
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse 0 0 0 0 1 5 7 17
Portfolio optimization with stochastic dominance constraints 1 1 1 217 2 6 18 620
Practice Abstracts 0 0 0 0 1 1 2 9
Rate of Convergence of the Bundle Method 0 0 0 4 0 4 5 20
Risk measurement and risk-averse control of partially observable discrete-time Markov systems 0 0 1 10 0 6 8 38
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition 0 0 0 2 0 2 2 16
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk 0 1 1 85 1 8 12 503
Scenario decomposition of risk-averse multistage stochastic programming problems 0 0 0 1 0 4 6 27
Some advances in decomposition methodsfor stochastic linear programming 0 0 0 1 0 4 6 13
Statistical estimation of composite risk functionals and risk optimization problems 0 0 1 9 0 4 5 62
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) 0 0 0 1 0 0 3 13
The Probabilistic Set-Covering Problem 0 0 2 14 0 6 13 37
Thirteenth EURO Summer Institute: Stochastic Optimization 0 0 0 6 0 1 1 18
Tractable Almost Stochastic Dominance 1 1 2 25 1 3 8 107
Two-stage portfolio optimization with higher-order conditional measures of risk 1 1 3 7 1 2 6 46
Total Journal Articles 3 4 13 706 14 105 176 2,693
8 registered items for which data could not be found
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Statistics updated 2026-03-04