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 1 10 1,013
A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation 0 0 0 23 1 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 13 70
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 6 0 0 8 60
Computing Normalized Equilibria in Convex-Concave Games 0 0 0 148 0 0 12 484
Conditional Risk Mappings 0 0 1 319 1 2 12 791
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 0 0 8 452
Constraint Aggregation in Infinite-Dimensional Spaces and Applications 0 0 0 43 1 1 7 182
Convex Optimization by Radial Search 0 0 0 45 0 0 6 230
Convexification of Stochastic Ordering 0 0 0 347 0 1 12 1,125
Cost-Effective Sulphur Reduction Under Uncertainty 0 0 0 40 0 0 5 521
Decomposition via Alternating Linearization 0 0 0 39 1 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 1 1 9 801
Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method 0 0 0 72 1 1 5 272
Noncooperative Convex Games: Computing Equilibrium By Partial Regularization 0 0 0 91 3 4 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 1 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 1 1 7 683
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse 0 0 0 52 2 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 1 1 8 440
Optimization Under First Order Stochastic Dominance Constraints 0 0 1 724 0 1 17 2,294
Optimization of Convex Risk Functions 0 0 0 577 0 0 14 1,192
Optimization of Risk Measures 1 2 4 1,976 1 3 14 4,619
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 1 10 46
Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results 0 0 0 78 0 0 10 254
Total Working Papers 1 2 7 8,437 15 24 330 25,316

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 1 2 23 0 1 7 59
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 1 3 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 0 2 13 102
Computational Methods for Risk-Averse Undiscounted Transient Markov Models 0 0 0 4 0 0 5 17
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 1 9 20
From stochastic dominance to mean-risk models: Semideviations as risk measures 0 0 0 130 3 4 20 341
Frontiers of Stochastically Nondominated Portfolios 0 0 0 95 0 0 11 334
Kusuoka representation of higher order dual risk measures 1 1 1 1 2 3 11 24
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 0 1 11 21
Portfolio optimization with stochastic dominance constraints 0 1 2 218 2 4 20 627
Practice Abstracts 0 0 0 0 0 1 4 11
Rate of Convergence of the Bundle Method 0 0 0 4 1 1 7 23
Risk measurement and risk-averse control of partially observable discrete-time Markov systems 0 0 1 10 0 0 9 40
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 1 1 12 34
Some advances in decomposition methodsfor stochastic linear programming 0 0 0 1 1 2 10 17
Statistical estimation of composite risk functionals and risk optimization problems 0 0 0 9 2 2 9 67
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 1 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 2 3 15 56
Total Journal Articles 1 3 13 712 16 37 274 2,820
8 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10