Andrzej Ruszczyński

Author Info

Name	Affiliation	Papers
ANDRZEJ RUSZCZYŃSKI	Department of Management Science and Information Systems, Rutgers University, Piscataway, New Jersey 08854, USA	26
Collaborators	Citations	PageRank
16	798	84.38
Referers	Referees	References
1011	182	202

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1001000

Publications (26 rows)

Collaborators (16 rows)

Referers (100 rows)

Referees (100 rows)

Title	Citations	PageRank	Year
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition	25	1.44	2011
A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk	26	0.96	2011
Risk-averse dynamic programming for Markov decision processes	52	3.50	2010
Commentary---Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming	1	0.35	2010
Robust stochastic dominance and its application to risk-averse optimization	14	0.68	2010
Optimization with Multivariate Stochastic Dominance Constraints.	23	0.92	2009
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints	8	0.73	2008
Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods	19	0.94	2008
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints	11	0.58	2008
A risk-averse newsvendor with law invariant coherent measures of risk	22	1.22	2008
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems	32	1.68	2007
Relaxations of linear programming problems with first order stochastic dominance constraints	18	1.17	2006
Optimization of Convex Risk Functions	127	11.46	2006
Inverse stochastic dominance constraints and rank dependent expected utility theory	9	0.72	2006
Conditional Risk Mappings	27	1.97	2006
Measuring Risk for Income Streams	6	0.67	2005
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints	35	2.13	2004
Dual methods for probabilistic optimization problems<Superscript>*</Superscript>	17	1.18	2004
Bounds for probabilistic integer programming problems	17	1.90	2002
On consistency of stochastic dominance and mean–semideviation models	65	11.39	2001
A branch and bound method for stochastic global optimization	95	11.01	1998
Decomposition methods in stochastic programming	57	8.09	1997
Constraint aggregation principle in convex optimization	5	1.16	1996
On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization	30	3.34	1995
A diagonal quadratic approximation method for large scale linear programs	36	9.33	1992
A linearization method for nonsmooth stochastic programming problems	21	5.86	1987