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Ruszczynski, Andrzej

14 Entries available
Volume 2004
Nr. 9
Ruszczynski, Andrzej; Shapiro, Alexander:
Conditional Risk Mappings
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Volume 2004
Nr. 8
Shapiro, Alexander:
Optimization of Convex Risk Functions
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Volume 2004
Nr. 7
Dentcheva, Darinka; Ruszczynski, Andrzej:
Convexification of stochastic ordering
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Volume 2003
Nr. 25
Lai, Bogumila; Ruszczynski, Andrzej:
Efficient point methods for probabilistic optimization problems
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Volume 2003
Nr. 24
Dentcheva, Darinka; Ruszczynski, Andrzej:
Portfolio optimization with stochastic dominance constraints
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Volume 2003
Nr. 8
Ruszczynski, Andrzej:
Optimization with stochastic dominance constraints
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Volume 2003
Nr. 7
Ruszczynski, Andrzej:
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
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Volume 2002
Nr. 18
Powell, Warren; Ruszczynski, Andrzej; Topaloglu, Huseyin:
Learning algorithms for separable approximations of stochastic optimization problems
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Volume 2002
Nr. 16
Vanderbei, Robert J.:
Frontiers of stochastically nondominated portfolios
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Volume 2001
Nr. 11
Pflug, Georg Ch.; Ruszczynski, Andrzej:
Risk measures for income streams
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Volume 2001
Nr. 2
Ogryczak, Wlodzimierz; Ruszczynski, Andrzej:
Dual stochastic dominance and related mean-risk models
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Volume 2000
Nr. 22
Ruszczynski, Andrzej:
Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra
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Volume 2000
Nr. 8
Ferris, Michael C.; Ruszczynski, Andrzej:
Robust path choice in networks with failures
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Volume 1999
Nr. 4
Dentcheva, Darinka; Prékopa, András; Ruszczynski, Andrzej:
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
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