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 0 230 0 0 2 979
A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation 0 0 1 20 2 4 11 26
A Partial Regularization Method for Saddle Point Seeking 0 0 0 58 1 2 7 260
Augmented Lagrangian Decomposition for Sparse Convex Optimization 0 0 0 163 0 0 1 502
Common mathematical foundations of expected utility and dual utility theories 0 0 0 76 2 2 3 49
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 4 0 0 5 48
Computing Normalized Equilibria in Convex-Concave Games 0 1 4 145 1 2 16 449
Conditional Risk Mappings 0 0 3 317 0 2 12 767
Configurations of Series-Parallel Networks with Maximum Reliability 0 0 0 55 1 1 4 368
Constraint Aggregation Principle in Convex Optimization 0 0 0 114 0 0 3 440
Constraint Aggregation in Infinite-Dimensional Spaces and Applications 0 0 0 43 0 0 2 170
Convex Optimization by Radial Search 0 0 0 45 1 1 2 221
Convexification of Stochastic Ordering 0 0 0 345 2 2 5 1,093
Cost-Effective Sulphur Reduction Under Uncertainty 0 0 0 40 1 1 2 515
Decomposition via Alternating Linearization 0 0 0 38 0 0 5 203
From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures 0 0 4 626 1 1 13 1,663
Interior Point Methods in Stochastic Programming 0 0 0 98 0 0 6 268
Inverse stochastic dominance constraints and rank dependent expected utility theory 0 0 0 258 2 3 10 766
Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method 0 0 0 72 0 0 1 265
Noncooperative Convex Games: Computing Equilibrium By Partial Regularization 0 0 1 87 2 3 7 264
Noncooperative Convex Games: Computing Equilibrium by Partial Regularization 0 0 0 1 1 3 6 419
On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs 0 0 0 165 0 0 5 626
On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs 0 0 0 111 0 0 1 449
On Optimal Allocation of Indivisibles Under Uncertainty 0 0 0 77 1 1 4 309
On Stochastic Dominance and Mean-Semideviation Models 0 0 0 215 1 1 6 671
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse 0 0 0 52 2 2 7 274
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions 0 0 1 48 2 2 4 235
On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems 0 0 1 126 0 1 12 425
Optimization Under First Order Stochastic Dominance Constraints 1 1 4 706 2 4 9 2,234
Optimization of Convex Risk Functions 0 0 0 571 0 1 7 1,163
Optimization of Risk Measures 2 2 9 1,927 7 12 48 4,461
Parallel Solution of Linear Programs Via Nash Equilibria 0 0 0 59 0 0 3 205
Perturbation Methods for Saddle Point Computation 0 0 2 114 0 3 10 455
Portfolio Optimization With Stochastic Dominance Constraints 0 1 10 1,221 2 5 26 2,966
Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems 0 0 0 12 1 1 1 31
Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results 0 0 0 78 0 0 3 238
Total Working Papers 3 5 40 8,317 35 60 269 24,477


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Linearization Method for Nonsmooth Stochastic Programming Problems 0 0 0 2 0 1 1 5
A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk 0 0 0 0 0 0 5 6
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization 0 0 0 4 0 0 1 18
A multi-product risk-averse newsvendor with exponential utility function 0 0 1 15 0 0 4 64
Accelerating the regularized decomposition method for two stage stochastic linear problems 0 0 0 18 0 0 3 55
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems 0 0 0 2 0 0 2 7
Beam search heuristic to solve stochastic integer problems under probabilistic constraints 0 0 0 17 0 0 2 82
Commentary ---Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming 0 0 0 1 0 0 0 6
Computational Methods for Risk-Averse Undiscounted Transient Markov Models 0 0 1 1 0 0 2 5
Conditional Risk Mappings 0 1 1 1 0 2 4 5
Constraint Aggregation in Infinite-Dimensional Spaces and Applications 0 0 0 0 0 0 2 4
Corrigendum to: “Optimization of Convex Risk Functions,” Mathematics of Operations Research 31 (2006) 433--452 0 0 0 0 0 0 1 3
Cost-effective sulphur emission reduction under uncertainty 0 0 0 11 0 0 3 68
Dual methods for probabilistic optimization problems * 0 0 0 0 0 0 0 6
Dynamics Aggregation in Stochastic Control Problems 0 0 0 0 0 0 0 1
FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES 0 0 0 0 1 1 1 3
From stochastic dominance to mean-risk models: Semideviations as risk measures 2 2 12 104 3 4 25 247
Frontiers of Stochastically Nondominated Portfolios 0 0 1 95 1 1 8 311
Kusuoka representation of higher order dual risk measures 0 0 0 0 0 1 3 6
Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems 0 0 1 3 1 1 7 13
On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization 0 0 1 3 0 0 2 7
On Optimal Allocation of Indivisibles Under Uncertainty 0 0 0 0 0 0 0 0
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse 0 0 0 0 1 2 2 7
Optimization of Convex Risk Functions 0 0 4 5 1 2 6 10
Portfolio optimization with stochastic dominance constraints 0 1 3 203 1 4 19 560
Practice Abstracts 0 0 0 0 0 0 1 3
Rate of Convergence of the Bundle Method 0 0 1 2 0 0 1 7
Risk measurement and risk-averse control of partially observable discrete-time Markov systems 0 1 2 4 0 2 10 16
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition 0 0 0 0 0 0 1 2
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk 0 0 2 81 0 0 8 471
Scenario decomposition of risk-averse multistage stochastic programming problems 0 0 0 1 1 2 7 15
Some advances in decomposition methodsfor stochastic linear programming 0 0 0 0 0 0 1 4
Statistical estimation of composite risk functionals and risk optimization problems 0 0 2 6 0 5 13 38
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) 0 0 0 1 1 1 1 6
The Probabilistic Set-Covering Problem 0 0 1 2 0 0 2 6
Thirteenth EURO Summer Institute: Stochastic Optimization 0 0 0 6 0 0 0 16
Tractable Almost Stochastic Dominance 0 0 1 17 0 0 5 82
Two-stage portfolio optimization with higher-order conditional measures of risk 0 0 1 3 0 0 7 31
Total Journal Articles 2 5 35 608 11 29 160 2,196


Statistics updated 2020-09-04