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Andrzej Ruszczynski

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2009
15EEDarinka Dentcheva, Andrzej Ruszczynski: Optimization with multivariate stochastic dominance constraints. Math. Program. 117(1-2): 111-127 (2009)
2008
14EENaomi 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)
13EENilay Noyan, Andrzej Ruszczynski: Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints. Math. Program. 114(2): 249-275 (2008)
12EESungyong Choi, Andrzej Ruszczynski: A risk-averse newsvendor with law invariant coherent measures of risk. Oper. Res. Lett. 36(1): 77-82 (2008)
2006
11EEDarinka Dentcheva, Andrzej Ruszczynski: Inverse stochastic dominance constraints and rank dependent expected utility theory. Math. Program. 108(2-3): 297-311 (2006)
10EENilay 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
9EEPatrizia 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
8EEWarren B. Powell, Andrzej Ruszczynski, Huseyin Topaloglu: Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems. Math. Oper. Res. 29(4): 814-836 (2004)
7EEDarinka 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
5EEArkadii V. Kryazhimskii, Andrzej Ruszczynski: Constraint Aggregation in Infinite-Dimensional Spaces and Applications. Math. Oper. Res. 26(4): 769-795 (2001)
2000
4EEMichael 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)

Coauthor Index

1Patrizia Beraldi [9]
2Sungyong Choi [12]
3Darinka Dentcheva [6] [7] [11] [15]
4Yuri M. Ermoliev [2]
5Michael C. Ferris [4]
6Arkadii V. Kryazhimskii [2] [5]
7Naomi Miller [14]
8Nilay Noyan [10] [13]
9Warren B. Powell [8]
10András Prékopa [6]
11Gábor Rudolf [10]
12Huseyin Topaloglu [8]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)