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Andrzej Ruszczyński
Andrzej Ruszczyński
Board of Governors Professor of Rutgers University
E-mail confirmado em business.rutgers.edu - Página inicial
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Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva, A Ruszczynski
SIAM, 2009
4706*2009
Minimization methods for non-differentiable functions
NZ Shor, KC Kiwiel, A Ruszczyński
Springer-Verlag New York, Inc., 1985
2477*1985
Nonlinear optimization
A Ruszczynski
Princeton University Press, 2006
1446*2006
Stochastic Programming (Handbooks in Operations Research and Management Science)
A Ruszczyński, A Shapiro
Elsevier, 2003
1239*2003
From stochastic dominance to mean-risk models: Semideviations as risk measures
W Ogryczak, A Ruszczynski
European Journal of Operational Research 116 (1), 33-50, 1999
8031999
Dual stochastic dominance and related mean-risk models
W Ogryczak, A Ruszczynski
SIAM Journal on Optimization 13 (1), 60-78, 2002
6982002
A new scenario decomposition method for large-scale stochastic optimization
JM Mulvey, A Ruszczyński
Operations Research 43 (3), 477-490, 1995
6331995
Optimization of convex risk functions
A Ruszczynski, A Shapiro
Mathematics of Operations Research 31, 433-452, 2006
6202006
Risk-averse dynamic programming for Markov decision processes
A Ruszczyński
Mathematical Programming 125 (2), 235-261, 2010
5522010
Optimization with stochastic dominance constraints
D Dentcheva, A Ruszczynski
SIAM Journal on Optimization 14 (2), 548-566, 2003
4852003
A branch and bound method for stochastic global optimization
VI Norkin, GC Pflug, A Ruszczyński
Mathematical Programming 83 (1), 425-450, 1998
4621998
A regularized decomposition method for minimizing a sum of polyhedral functions
A Ruszczyński
Mathematical Programming 35 (3), 309-333, 1986
4151986
On consistency of stochastic dominance and mean–semideviation models
W Ogryczak, A Ruszczyński
Mathematical Programming 89, 217-232, 2001
3842001
Conditional risk mappings
A Ruszczynski, A Shapiro
Mathematics of Operations Research 31, 544-561, 2006
3572006
Decomposition methods in stochastic programming
A Ruszczyński
Mathematical Programming 79 (1), 333-353, 1997
3161997
Concavity and efficient points of discrete distributions in probabilistic programming
D Dentcheva, A Prékopa, A Ruszczynski
Mathematical programming 89, 55-77, 2000
3072000
Portfolio optimization with stochastic dominance constraints
D Dentcheva, A Ruszczyński
Journal of Banking & Finance 30 (2), 433-451, 2006
3052006
On the integrated production, inventory, and distribution routing problem
L Lei, S Liu, A Ruszczynski, S Park
IIE Transactions 38 (11), 955-970, 2006
2932006
Parallel decomposition of multistage stochastic programming problems
AP Ruszczyński
Mathematical Programming 58, 201-228, 1993
2421993
Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
A Ruszczyński
Mathematical Programming 93, 195-215, 2002
2392002
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Artigos 1–20