| 2009 |
|---|
| 15 | EE | Darinka Dentcheva,
Andrzej Ruszczynski:
Optimization with multivariate stochastic dominance constraints.
Math. Program. 117(1-2): 111-127 (2009) |
| 2008 |
|---|
| 14 | EE | Naomi Miller,
Andrzej Ruszczynski:
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk.
European Journal of Operational Research 191(1): 193-206 (2008) |
| 13 | EE | Nilay Noyan,
Andrzej Ruszczynski:
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints.
Math. Program. 114(2): 249-275 (2008) |
| 12 | EE | Sungyong Choi,
Andrzej Ruszczynski:
A risk-averse newsvendor with law invariant coherent measures of risk.
Oper. Res. Lett. 36(1): 77-82 (2008) |
| 2006 |
|---|
| 11 | EE | Darinka Dentcheva,
Andrzej Ruszczynski:
Inverse stochastic dominance constraints and rank dependent expected utility theory.
Math. Program. 108(2-3): 297-311 (2006) |
| 10 | EE | Nilay Noyan,
Gábor Rudolf,
Andrzej Ruszczynski:
Relaxations of linear programming problems with first order stochastic dominance constraints.
Oper. Res. Lett. 34(6): 653-659 (2006) |
| 2005 |
|---|
| 9 | EE | Patrizia Beraldi,
Andrzej Ruszczynski:
Beam search heuristic to solve stochastic integer problems under probabilistic constraints.
European Journal of Operational Research 167(1): 35-47 (2005) |
| 2004 |
|---|
| 8 | EE | Warren B. Powell,
Andrzej Ruszczynski,
Huseyin Topaloglu:
Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems.
Math. Oper. Res. 29(4): 814-836 (2004) |
| 7 | EE | Darinka Dentcheva,
Andrzej Ruszczynski:
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints.
Math. Program. 99(2): 329-350 (2004) |
| 2002 |
|---|
| 6 | | Darinka Dentcheva,
András Prékopa,
Andrzej Ruszczynski:
Bounds for probabilistic integer programming problems.
Discrete Applied Mathematics 124(1-3): 55-65 (2002) |
| 2001 |
|---|
| 5 | EE | Arkadii V. Kryazhimskii,
Andrzej Ruszczynski:
Constraint Aggregation in Infinite-Dimensional Spaces and Applications.
Math. Oper. Res. 26(4): 769-795 (2001) |
| 2000 |
|---|
| 4 | EE | Michael C. Ferris,
Andrzej Ruszczynski:
Robust path choice in networks with failures.
Networks 35(3): 181-194 (2000) |
| 1997 |
|---|
| 3 | | Andrzej Ruszczynski:
Decomposition methods in stochastic programming.
Math. Program. 79: 333-353 (1997) |
| 1996 |
|---|
| 2 | | Yuri M. Ermoliev,
Arkadii V. Kryazhimskii,
Andrzej Ruszczynski:
Constraint aggregation principle in convex optimization.
Math. Program. 76: 353-372 (1996) |
| 1993 |
|---|
| 1 | | Andrzej Ruszczynski:
Parallel decomposition of multistage stochastic programming problems.
Math. Program. 58: 201-228 (1993) |
