Andrzej Ruszczynski : Citation Profile


Are you Andrzej Ruszczynski?

13

H index

16

i10 index

609

Citations

RESEARCH PRODUCTION:

38

Articles

36

Papers

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 18
   Journals where Andrzej Ruszczynski has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 38 (5.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru30
   Updated: 2021-01-16    RAS profile: 2020-04-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrzej Ruszczynski.

Is cited by:

Dentcheva, Darinka (14)

Lejeune, Miguel (11)

Wong, Wing-Keung (8)

Laeven, Roger (7)

Ogryczak, Wlodzimierz (7)

Topaloglou, Nikolas (5)

Cillo, Alessandra (4)

Branda, Martin (4)

Shapiro, Alexander (4)

Stadje, Mitja (4)

LINTON, OLIVER (3)

Cites to:

Dentcheva, Darinka (16)

Ogryczak, Wlodzimierz (11)

Birge, John (9)

Artzner, Philippe (9)

Shapiro, Alexander (7)

Acerbi, Carlo (7)

Schied, Alexander (7)

Markowitz, Harry (6)

Rothschild, Michael (5)

Scandolo, Giacomo (5)

Stiglitz, Joseph (5)

Main data


Where Andrzej Ruszczynski has published?


Journals with more than one article published# docs
European Journal of Operational Research8
Mathematics of Operations Research7
Operations Research7
Annals of Operations Research5
Mathematical Methods of Operations Research3
Journal of Optimization Theory and Applications2

Working Papers Series with more than one paper published# docs
Risk and Insurance / University Library of Munich, Germany3
GE, Growth, Math methods / University Library of Munich, Germany3
Papers / arXiv.org2

Recent works citing Andrzej Ruszczynski (2021 and 2020)


YearTitle of citing document
2020On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

Full description at Econpapers || Download paper

2020A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

Full description at Econpapers || Download paper

2020Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

Full description at Econpapers || Download paper

2020Risk-averse optimal stopping under ambiguity and partial information. (2019). Moriarty, John ; Martyr, Randall . In: Papers. RePEc:arx:papers:1910.04047.

Full description at Econpapers || Download paper

2020Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time. (2020). Secomandi, Nicola. In: Papers. RePEc:arx:papers:2001.05788.

Full description at Econpapers || Download paper

2020Markov risk mappings and risk-averse optimal stopping under ambiguity. (2020). Moriarty, John ; Martyr, Randall. In: Papers. RePEc:arx:papers:2001.06895.

Full description at Econpapers || Download paper

2020Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876.

Full description at Econpapers || Download paper

2020On the extension property of dilatation monotone risk measures. (2020). Xanthos, Foivos ; Rahsepar, Massoomeh. In: Papers. RePEc:arx:papers:2002.11865.

Full description at Econpapers || Download paper

2020Quantification of Risk in Classical Models of Finance. (2020). Schlotter, Ruben ; Pichler, Alois. In: Papers. RePEc:arx:papers:2004.04397.

Full description at Econpapers || Download paper

2020Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802.

Full description at Econpapers || Download paper

2020Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. (2020). Murthy, Karthyek ; Deo, Anand. In: Papers. RePEc:arx:papers:2008.09818.

Full description at Econpapers || Download paper

2020Optimal Learning Algorithms for Stochastic Inventory Systems with Random Capacities. (2020). Shi, Cong ; Chen, Weidong ; Duenyas, Izak. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:7:p:1624-1649.

Full description at Econpapers || Download paper

2020Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191.

Full description at Econpapers || Download paper

2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:415-427.

Full description at Econpapers || Download paper

2020Capacity and assortment planning under one-way supplier-driven substitution for pharmacy kiosks with low drug demand. (2020). Baloch, Gohram ; Gzara, Fatma. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:108-128.

Full description at Econpapers || Download paper

2020A new convergent hybrid learning algorithm for two-stage stochastic programs. (2020). Zhou, Shaorui ; Wang, Fan ; Xu, Zhou ; Shi, Ning ; Zhang, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:33-46.

Full description at Econpapers || Download paper

2020Heat and electricity market coordination: A scalable complementarity approach. (2020). Pinson, Pierre ; Kazempour, Jalal ; Mitridati, Lesia. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1107-1123.

Full description at Econpapers || Download paper

2020Optimal inventory decisions for a risk-averse retailer when offering layaway. (2020). Jian, Lirong ; Dimitrov, Stanko ; Wang, Daao. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:1:p:108-120.

Full description at Econpapers || Download paper

2020Entropy based risk measures. (2020). Schlotter, Ruben ; Pichler, Alois. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:223-236.

Full description at Econpapers || Download paper

2020Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. (2020). Sun, Jie ; Ling, Aifan ; Wang, Meihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:81-95.

Full description at Econpapers || Download paper

2020Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management. (2020). Garin, Araceli M ; Escudero, Laureano F ; Unzueta, Aitziber ; Monge, Juan F. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:3:p:988-1001.

Full description at Econpapers || Download paper

2020Risk neutral reformulation approach to risk averse stochastic programming. (2020). Shapiro, Alexander ; Liu, Rui Peng. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:1:p:21-31.

Full description at Econpapers || Download paper

2021Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. (2021). Shapiro, Alexander. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:1-13.

Full description at Econpapers || Download paper

2021Gas storage valuation in incomplete markets. (2021). Wozabal, David ; Lohndorf, Nils. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:318-330.

Full description at Econpapers || Download paper

2021Orientational variable-length strip covering problem: A branch-and-price-based algorithm. (2021). Zhu, Waiming ; Wu, YI ; Zhi, Yanling ; An, BO ; Ma, Huawei. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:254-269.

Full description at Econpapers || Download paper

2020On a family of coherent measures of variability. (2020). Chen, Ouxiang ; Hu, Taizhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:173-182.

Full description at Econpapers || Download paper

2020Scenarios in business and management: The current stock and research opportunities. (2020). Siglow, Caroline ; Tiberius, Victor ; Sendra-Garcia, Javier. In: Journal of Business Research. RePEc:eee:jbrese:v:121:y:2020:i:c:p:235-242.

Full description at Econpapers || Download paper

2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

Full description at Econpapers || Download paper

2021On pricing and quality decisions with risk aversion. (2021). Qi, Xiangtong ; Li, Xiang. In: Omega. RePEc:eee:jomega:v:98:y:2021:i:c:s0305048318314579.

Full description at Econpapers || Download paper

2021Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit. (2021). Zhou, Yong-Wu ; Zhang, Tonghua ; Chen, Jianxin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:181:y:2021:i:c:p:471-486.

Full description at Econpapers || Download paper

2020Cooperative game with nondeterministic returns. (2020). Li, Jianbin ; Yang, Jian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:88:y:2020:i:c:p:123-140.

Full description at Econpapers || Download paper

2020A stochastic programming approach for electric vehicle charging station expansion plans. (2020). Usher, John M ; Marufuzzaman, Mohammad ; Nurre, Sarah G ; Quddus, Md Abdul ; Kabli, Mohannad. In: International Journal of Production Economics. RePEc:eee:proeco:v:220:y:2020:i:c:s0925527319302713.

Full description at Econpapers || Download paper

2020A multi-attribute utility theory approach to ordering policy for perishable items. (2020). Atan, Zumbul ; Poormoaied, Saeed. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304220.

Full description at Econpapers || Download paper

2020Path-based dynamic pricing for vehicle allocation in ridesharing systems with fully compliant drivers. (2020). Ouyang, Yanfeng ; Jiang, Zhoutong ; Lei, Chao. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:132:y:2020:i:c:p:60-75.

Full description at Econpapers || Download paper

2020Dynamic Inventory Control with Stockout Substitution and Demand Learning. (2020). Chao, Xiuli ; Chen, Boxiao. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:11:p:5108-5127.

Full description at Econpapers || Download paper

2020Confidence Intervals for Data-Driven Inventory Policies with Demand Censoring. (2020). Ban, Gah-Yi. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:2:p:309-326.

Full description at Econpapers || Download paper

2020Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200. (2020). Jain, Shrey ; Chakrabarty, Siddhartha P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09294-0.

Full description at Econpapers || Download paper

2020Liquidity Constraints for Portfolio Selection Based on Financial Volume. (2020). Filomena, Tiago Pascoal ; Fernandes, Eduardo Bered. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09957-0.

Full description at Econpapers || Download paper

2020Approximate dynamic programming for the military inventory routing problem. (2020). McKenna, Rebekah S ; McCormack, Ian M ; Lunday, Brian J ; Robbins, Matthew J. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-019-03469-8.

Full description at Econpapers || Download paper

2020Long-term individual financial planning under stochastic dominance constraints. (2020). Consigli, Giorgio ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03253-8.

Full description at Econpapers || Download paper

2020Equivalence between time consistency and nested formula. (2020). Gerard, Henri ; Chancelier, Jean-Philippe ; Lara, Michel. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03276-1.

Full description at Econpapers || Download paper

2020A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning. (2020). Diniz, Andre Luiz ; Dias, Debora ; Luis, Cesar ; Elvira, Maria. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03419-4.

Full description at Econpapers || Download paper

2020Enhanced index tracking with CVaR-based ratio measures. (2020). Guastaroba, Gianfranco ; Speranza, Grazia M ; Ogryczak, Wlodzimierz ; Mansini, Renata. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-020-03518-7.

Full description at Econpapers || Download paper

2020Spectral risk measure of holding stocks in the long run. (2020). Szabó, Dávid ; Csóka, Péter ; Szabo, David Zoltan ; Bihary, Zsolt. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:1:d:10.1007_s10479-020-03678-6.

Full description at Econpapers || Download paper

2020Measuring Vulnerability to Multidimensional Poverty. (2020). Gallardo, Mauricio . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:148:y:2020:i:1:d:10.1007_s11205-019-02192-y.

Full description at Econpapers || Download paper

Works by Andrzej Ruszczynski:


YearTitleTypeCited
2016Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems In: Papers.
[Full Text][Citation analysis]
paper0
2020A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation In: Papers.
[Full Text][Citation analysis]
paper1
2003Frontiers of Stochastically Nondominated Portfolios In: Econometrica.
[Citation analysis]
article17
1997Thirteenth EURO Summer Institute: Stochastic Optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]
article0
1997Accelerating the regularized decomposition method for two stage stochastic linear problems In: European Journal of Operational Research.
[Full Text][Citation analysis]
article11
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
[Full Text][Citation analysis]
article126
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
paper
2005Beam search heuristic to solve stochastic integer problems under probabilistic constraints In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2008Risk-adjusted probability measures in portfolio optimization with coherent measures of risk In: European Journal of Operational Research.
[Full Text][Citation analysis]
article19
2011A multi-product risk-averse newsvendor with exponential utility function In: European Journal of Operational Research.
[Full Text][Citation analysis]
article25
2012Tractable Almost Stochastic Dominance In: European Journal of Operational Research.
[Full Text][Citation analysis]
article15
1996Cost-effective sulphur emission reduction under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article44
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2000Noncooperative Convex Games: Computing Equilibrium by Partial Regularization. In: Norway; Department of Economics, University of Bergen.
[Citation analysis]
paper0
1994Noncooperative Convex Games: Computing Equilibrium By Partial Regularization..(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Computing Normalized Equilibria in Convex-Concave Games In: Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2006Computing Normalized Equilibria in Convex-Concave Games.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Commentary ---Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming In: INFORMS Journal on Computing.
[Full Text][Citation analysis]
article1
2002Practice Abstracts In: Interfaces.
[Full Text][Citation analysis]
article0
1987A Linearization Method for Nonsmooth Stochastic Programming Problems In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article0
1995On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article0
2001Constraint Aggregation in Infinite-Dimensional Spaces and Applications In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article1
1997Constraint Aggregation in Infinite-Dimensional Spaces and Applications..(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article27
2006Optimization of Convex Risk Functions In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article76
2005Optimization of Convex Risk Functions.(2005) In: Risk and Insurance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2006Conditional Risk Mappings In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article37
2005Conditional Risk Mappings.(2005) In: Risk and Insurance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2007Corrigendum to: “Optimization of Convex Risk Functions,” Mathematics of Operations Research 31 (2006) 433--452 In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article1
1995A New Scenario Decomposition Method for Large-Scale Stochastic Optimization In: Operations Research.
[Full Text][Citation analysis]
article25
1998On Optimal Allocation of Indivisibles Under Uncertainty In: Operations Research.
[Full Text][Citation analysis]
article13
1994On Optimal Allocation of Indivisibles Under Uncertainty..(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2002The Probabilistic Set-Covering Problem In: Operations Research.
[Full Text][Citation analysis]
article9
2007An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems In: Operations Research.
[Full Text][Citation analysis]
article7
2011Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition In: Operations Research.
[Full Text][Citation analysis]
article9
2011A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk In: Operations Research.
[Full Text][Citation analysis]
article17
2014Computational Methods for Risk-Averse Undiscounted Transient Markov Models In: Operations Research.
[Full Text][Citation analysis]
article0
2012Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2017Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article2
2010Kusuoka representation of higher order dual risk measures In: Annals of Operations Research.
[Full Text][Citation analysis]
article6
2012Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research.
[Full Text][Citation analysis]
article1
2012Scenario decomposition of risk-averse multistage stochastic programming problems In: Annals of Operations Research.
[Full Text][Citation analysis]
article7
2015Two-stage portfolio optimization with higher-order conditional measures of risk In: Annals of Operations Research.
[Full Text][Citation analysis]
article0
1999Some advances in decomposition methodsfor stochastic linear programming In: Annals of Operations Research.
[Full Text][Citation analysis]
article2
2000Dynamics Aggregation in Stochastic Control Problems In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article0
2017Rate of Convergence of the Bundle Method In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article0
1998On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
article2
2004Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
article10
2018Risk measurement and risk-averse control of partially observable discrete-time Markov systems In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
article1
1997On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers.
[Full Text][Citation analysis]
paper4
1992Augmented Lagrangian Decomposition for Sparse Convex Optimization. In: Working Papers.
[Full Text][Citation analysis]
paper0
1993Interior Point Methods in Stochastic Programming. In: Working Papers.
[Full Text][Citation analysis]
paper0
1993Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results. In: Working Papers.
[Full Text][Citation analysis]
paper3
1993Configurations of Series-Parallel Networks with Maximum Reliability. In: Working Papers.
[Full Text][Citation analysis]
paper0
1994On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs. In: Working Papers.
[Full Text][Citation analysis]
paper4
1994On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs..(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1994Parallel Solution of Linear Programs Via Nash Equilibria. In: Working Papers.
[Full Text][Citation analysis]
paper1
1994A Partial Regularization Method for Saddle Point Seeking. In: Working Papers.
[Full Text][Citation analysis]
paper0
1994Perturbation Methods for Saddle Point Computation. In: Working Papers.
[Full Text][Citation analysis]
paper3
1994Cost-Effective Sulphur Reduction Under Uncertainty. In: Working Papers.
[Full Text][Citation analysis]
paper0
1995On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. In: Working Papers.
[Full Text][Citation analysis]
paper0
1995Constraint Aggregation Principle in Convex Optimization. In: Working Papers.
[Full Text][Citation analysis]
paper6
1995Convex Optimization by Radial Search. In: Working Papers.
[Full Text][Citation analysis]
paper0
1995Decomposition via Alternating Linearization. In: Working Papers.
[Full Text][Citation analysis]
paper1
1996On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems. In: Working Papers.
[Full Text][Citation analysis]
paper0
1996On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. In: Working Papers.
[Full Text][Citation analysis]
paper0
1996A Branch and Bound Method for Stochastic Global Optimization. In: Working Papers.
[Full Text][Citation analysis]
paper6
1996Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method. In: Working Papers.
[Full Text][Citation analysis]
paper1
2005Convexification of Stochastic Ordering In: GE, Growth, Math methods.
[Full Text][Citation analysis]
paper4
2005Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods.
[Full Text][Citation analysis]
paper33
2005Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods.
[Full Text][Citation analysis]
paper11
2004Optimization of Risk Measures In: Risk and Insurance.
[Full Text][Citation analysis]
paper8
2008FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES In: International Game Theory Review (IGTR).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team