Andrzej Ruszczynski : Citation Profile


Are you Andrzej Ruszczynski?

12

H index

16

i10 index

564

Citations

RESEARCH PRODUCTION:

38

Articles

36

Papers

RESEARCH ACTIVITY:

   31 years (1987 - 2018). 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 (6.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru30
   Updated: 2020-05-23    RAS profile: 2020-04-09    
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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)

Ogryczak, Wlodzimierz (7)

Laeven, Roger (4)

Shapiro, Alexander (4)

Branda, Martin (4)

Stadje, Mitja (4)

Topaloglou, Nikolas (4)

Cillo, Alessandra (4)

Maasoumi, Esfandiar (3)

Cites to:

Dentcheva, Darinka (16)

Ogryczak, Wlodzimierz (11)

Birge, John (9)

Artzner, Philippe (9)

Acerbi, Carlo (7)

Shapiro, Alexander (7)

Schied, Alexander (7)

Markowitz, Harry (6)

Scandolo, Giacomo (5)

Rothschild, Michael (5)

Stiglitz, Joseph (5)

Main data


Where Andrzej Ruszczynski has published?


Journals with more than one article published# docs
European Journal of Operational Research8
Operations Research7
Mathematics of 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
GE, Growth, Math methods / University Library of Munich, Germany3
Risk and Insurance / University Library of Munich, Germany3
Papers / arXiv.org2

Recent works citing Andrzej Ruszczynski (2020 and 2019)


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

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2019Equivalence Between Time Consistency and Nested Formula. (2019). Chancelier, Jean-Philippe ; de Lara, Michel. In: Papers. RePEc:arx:papers:1711.08633.

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

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

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2019Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978.

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2019Robust Utility Maximization with Drift and Volatility Uncertainty. (2019). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1909.05335.

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

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

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

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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.

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

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

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2019A distributed interval nonlinear multiobjective programming approach for optimal irrigation water management in an arid area. (2019). Zhang, Xiaodong ; Wang, Sufen ; Tang, Yikuan ; Guo, Ping. In: Agricultural Water Management. RePEc:eee:agiwat:v:220:y:2019:i:c:p:13-26.

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2018Numerical method for solving uncertain spring vibration equation. (2018). Jia, Lifen ; Yang, Xiangfeng ; Lio, Waichon. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:337:y:2018:i:c:p:428-441.

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2019Modeling time-dependent randomness in stochastic dual dynamic programming. (2019). Lohndorf, Nils ; Shapiro, Alexander. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:650-661.

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2019A newsvendor analysis of a binomial yield production process. (2019). Choi, Sung Yong ; Park, Kwangtae ; Kim, Jinmin ; Jeon, Sumin. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:983-991.

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2019An equilibrium model of the supply chain network under multi-attribute behaviors analysis. (2019). Wong, Kar Hung ; Zhou, Yan ; Chan, Chi Kin. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:514-535.

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2019A unified framework for stochastic optimization. (2019). Powell, Warren B. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:3:p:795-821.

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2019A risk-averse stochastic program for integrated system design and preventive maintenance planning. (2019). Coit, David W ; Zhu, Xiaoyan ; Bei, Xiaoqiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:536-548.

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2019Advancements in stochastic dominance efficiency tests. (2019). Hardoroudi, Nasim Dehghan ; Kallio, Markku. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:790-794.

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2019New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation. (2019). Saldanha-Da, Francisco ; Puerto, Justo ; Hinojosa, Yolanda ; Fernandez, Elena. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:215-226.

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2019Time-consistent, risk-averse dynamic pricing. (2019). Hassler, Michael ; Gonsch, Jochen ; Schur, Rouven. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:587-603.

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2019Efficient solution selection for two-stage stochastic programs. (2019). Branke, Jurgen ; Gulpinar, Nalan ; Fei, Xin. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:918-929.

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2019Portfolio optimization with entropic value-at-risk. (2019). Fallah-Tafti, Malihe ; Ahmadi-Javid, Amir. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:1:p:225-241.

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2019Controlling risk and demand ambiguity in newsvendor models. (2019). Homem-De, Tito ; Bayraksan, Guzin ; Rahimian, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:854-868.

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2019A robust stochastic Casualty Collection Points location problem. (2019). Mustafee, Navonil ; Amiri-Aref, Mehdi ; Alizadeh, Morteza ; Matilal, Sumohon. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:965-983.

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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.

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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.

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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.

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

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2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

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2019Scheduling elective surgery patients considering time-dependent health urgency: Modeling and solution approaches. (2019). Tiwari, Vikram ; Yih, Yuehwern ; Kim, Sang-Phil ; Eun, Joonyup. In: Omega. RePEc:eee:jomega:v:86:y:2019:i:c:p:137-153.

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2019The effect of information superiority on a supply chain of virtual products. (2019). Ben-Zvi, Tal ; Chernonog, Tatyana ; Avinadav, Tal. In: International Journal of Production Economics. RePEc:eee:proeco:v:216:y:2019:i:c:p:384-397.

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2019The urban recharging infrastructure design problem with stochastic demands and capacitated charging stations. (2019). En, Ahmet ; Olcaytu, Evren ; Yildiz, Bari. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:119:y:2019:i:c:p:22-44.

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2019Payoffs-Beliefs Duality and the Value of Information. (2019). Gossner, Olivier ; de Lara, Michel. In: Working Papers. RePEc:hal:wpaper:hal-01941006.

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2019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

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2019A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania. (2019). Valakeviius, Eimutis ; Utien, Kristina ; Maggioni, Francesca ; Kabainskas, Audrius. In: Annals of Operations Research. RePEc:spr:annopr:v:279:y:2019:i:1:d:10.1007_s10479-018-3100-z.

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2019Enhanced indexing using weighted conditional value at risk. (2019). Mehra, Aparna ; Sehgal, Ruchika. In: Annals of Operations Research. RePEc:spr:annopr:v:280:y:2019:i:1:d:10.1007_s10479-019-03132-2.

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2019A composition between risk and deviation measures. (2019). Righi, Marcelo Brutti. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2913-0.

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2019Can commodities dominate stock and bond portfolios?. (2019). Westgaard, Sjur ; Pichler, Alois ; Sonsteng, Tom Erik ; Frydenberg, Stein . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2996-7.

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2019An algorithm for binary linear chance-constrained problems using IIS. (2019). Canessa, Gianpiero ; Pagnoncelli, Bernardo K ; Ntaimo, Lewis ; Gallego, Julian A. In: Computational Optimization and Applications. RePEc:spr:coopap:v:72:y:2019:i:3:d:10.1007_s10589-018-00055-9.

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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.

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Works by Andrzej Ruszczynski:


YearTitleTypeCited
2016Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems In: Papers.
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2020A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation In: Papers.
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paper1
2003Frontiers of Stochastically Nondominated Portfolios In: Econometrica.
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article17
1997Thirteenth EURO Summer Institute: Stochastic Optimization In: European Journal of Operational Research.
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article0
1997Accelerating the regularized decomposition method for two stage stochastic linear problems In: European Journal of Operational Research.
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article11
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
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article122
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
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This paper has another version. Agregated cites: 122
paper
2005Beam search heuristic to solve stochastic integer problems under probabilistic constraints In: European Journal of Operational Research.
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article4
2008Risk-adjusted probability measures in portfolio optimization with coherent measures of risk In: European Journal of Operational Research.
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article16
2011A multi-product risk-averse newsvendor with exponential utility function In: European Journal of Operational Research.
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article22
2012Tractable Almost Stochastic Dominance In: European Journal of Operational Research.
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article14
1996Cost-effective sulphur emission reduction under uncertainty In: European Journal of Operational Research.
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article4
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
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article42
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
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This paper has another version. Agregated cites: 42
paper
2000Noncooperative Convex Games: Computing Equilibrium by Partial Regularization. In: Norway; Department of Economics, University of Bergen.
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1994Noncooperative Convex Games: Computing Equilibrium By Partial Regularization..(1994) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2006Computing Normalized Equilibria in Convex-Concave Games In: Working Papers in Economics.
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paper1
2006Computing Normalized Equilibria in Convex-Concave Games.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2010Commentary ---Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming In: INFORMS Journal on Computing.
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2002Practice Abstracts In: Interfaces.
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1987A Linearization Method for Nonsmooth Stochastic Programming Problems In: Mathematics of Operations Research.
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1995On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization In: Mathematics of Operations Research.
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2001Constraint Aggregation in Infinite-Dimensional Spaces and Applications In: Mathematics of Operations Research.
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article1
1997Constraint Aggregation in Infinite-Dimensional Spaces and Applications..(1997) In: Working Papers.
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2004Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems In: Mathematics of Operations Research.
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article20
2006Optimization of Convex Risk Functions In: Mathematics of Operations Research.
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article69
2005Optimization of Convex Risk Functions.(2005) In: Risk and Insurance.
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This paper has another version. Agregated cites: 69
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2006Conditional Risk Mappings In: Mathematics of Operations Research.
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article32
2005Conditional Risk Mappings.(2005) In: Risk and Insurance.
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This paper has another version. Agregated cites: 32
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2007Corrigendum to: “Optimization of Convex Risk Functions,” Mathematics of Operations Research 31 (2006) 433--452 In: Mathematics of Operations Research.
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article1
1995A New Scenario Decomposition Method for Large-Scale Stochastic Optimization In: Operations Research.
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article23
1998On Optimal Allocation of Indivisibles Under Uncertainty In: Operations Research.
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article12
1994On Optimal Allocation of Indivisibles Under Uncertainty..(1994) In: Working Papers.
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2002The Probabilistic Set-Covering Problem In: Operations Research.
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article8
2007An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems In: Operations Research.
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article7
2011Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition In: Operations Research.
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article8
2011A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk In: Operations Research.
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article14
2014Computational Methods for Risk-Averse Undiscounted Transient Markov Models In: Operations Research.
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article0
2012Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper.
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paper3
2017Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics.
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article2
2010Kusuoka representation of higher order dual risk measures In: Annals of Operations Research.
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article5
2012Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research.
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article1
2012Scenario decomposition of risk-averse multistage stochastic programming problems In: Annals of Operations Research.
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article5
2015Two-stage portfolio optimization with higher-order conditional measures of risk In: Annals of Operations Research.
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1999Some advances in decomposition methodsfor stochastic linear programming In: Annals of Operations Research.
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article2
2000Dynamics Aggregation in Stochastic Control Problems In: Journal of Optimization Theory and Applications.
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article0
2017Rate of Convergence of the Bundle Method In: Journal of Optimization Theory and Applications.
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article0
1998On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse In: Mathematical Methods of Operations Research.
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article2
2004Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research.
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article10
2018Risk measurement and risk-averse control of partially observable discrete-time Markov systems In: Mathematical Methods of Operations Research.
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article1
1997On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers.
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paper4
1992Augmented Lagrangian Decomposition for Sparse Convex Optimization. In: Working Papers.
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paper0
1993Interior Point Methods in Stochastic Programming. In: Working Papers.
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paper0
1993Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results. In: Working Papers.
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paper2
1993Configurations of Series-Parallel Networks with Maximum Reliability. In: Working Papers.
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1994On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs. In: Working Papers.
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1994On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs..(1994) In: Working Papers.
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1994Parallel Solution of Linear Programs Via Nash Equilibria. In: Working Papers.
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paper1
1994A Partial Regularization Method for Saddle Point Seeking. In: Working Papers.
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paper0
1994Perturbation Methods for Saddle Point Computation. In: Working Papers.
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paper3
1994Cost-Effective Sulphur Reduction Under Uncertainty. In: Working Papers.
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paper0
1995On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. In: Working Papers.
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paper0
1995Constraint Aggregation Principle in Convex Optimization. In: Working Papers.
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paper6
1995Convex Optimization by Radial Search. In: Working Papers.
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paper0
1995Decomposition via Alternating Linearization. In: Working Papers.
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paper1
1996On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems. In: Working Papers.
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paper0
1996On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. In: Working Papers.
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1996A Branch and Bound Method for Stochastic Global Optimization. In: Working Papers.
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paper6
1996Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method. In: Working Papers.
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paper1
2005Convexification of Stochastic Ordering In: GE, Growth, Math methods.
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paper4
2005Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods.
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paper33
2005Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods.
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paper11
2004Optimization of Risk Measures In: Risk and Insurance.
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paper8
2008FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES In: International Game Theory Review (IGTR).
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