14
H index
21
i10 index
772
Citations
| 14 H index 21 i10 index 772 Citations RESEARCH PRODUCTION: 38 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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European Journal of Operational Research | 8 |
Mathematics of Operations Research | 7 |
Operations Research | 7 |
Annals of Operations Research | 5 |
Mathematical Methods of Operations Research | 3 |
Journal of Optimization Theory and Applications | 2 |
Working Papers Series with more than one paper published | # docs |
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Risk and Insurance / University Library of Munich, Germany | 3 |
GE, Growth, Math methods / University Library of Munich, Germany | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2021 | Scalar 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 |
2021 | Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978. Full description at Econpapers || Download paper |
2021 | Risk-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 |
2022 | Quadratic 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 |
2022 | Markov 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 |
2021 | Quantification 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 |
2021 | Robust 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 |
2022 | Automatic Fatou Property of Law-invariant Risk Measures. (2021). Li, Lei ; Leung, Denny ; Gao, Niushan ; Chen, Shengzhong. In: Papers. RePEc:arx:papers:2107.08109. Full description at Econpapers || Download paper |
2021 | Unification of different systemic risk measures and Aumann-Shapley allocations. (2021). Schindler, Florian ; Overbeck, Ludger. In: Papers. RePEc:arx:papers:2112.06534. Full description at Econpapers || Download paper |
2021 | Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding. (2021). Kallus, Nathan ; Guo, Kevin ; Dorn, Jacob. In: Papers. RePEc:arx:papers:2112.11449. Full description at Econpapers || Download paper |
2022 | Treatment Effect Risk: Bounds and Inference. (2022). Kallus, Nathan. In: Papers. RePEc:arx:papers:2201.05893. Full description at Econpapers || Download paper |
2022 | A discussion of stochastic dominance and mean-CVaR optimal portfolio problems based on mean-variance-mixture models. (2022). Sayit, Hasanjan. In: Papers. RePEc:arx:papers:2202.02488. Full description at Econpapers || Download paper |
2022 | Sensitivity to large losses and $\rho$-arbitrage for convex risk measures. (2022). Herdegen, Martin ; Khan, Nazem. In: Papers. RePEc:arx:papers:2202.07610. Full description at Econpapers || Download paper |
2022 | Robust and Agnostic Learning of Conditional Distributional Treatment Effects. (2022). Oprescu, Miruna ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2205.11486. Full description at Econpapers || Download paper |
2022 | Risk Filtering and Risk-Averse Control of Markovian Systems Subject to Model Uncertainty. (2022). Cialenco, Igor ; Bielecki, Tomasz R ; Ruszczy, Andrzej. In: Papers. RePEc:arx:papers:2206.09235. Full description at Econpapers || Download paper |
2021 | Mean–Variance Hedging for Production Planning with Multiple Products. (2021). Wang, Liao. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:10:p:3497-3522. Full description at Econpapers || Download paper |
2021 | Hybrid stochastic robust optimization and robust optimization for energy planning – A social impact-constrained case study. (2021). Morita, Hiroshi ; Ratanakuakangwan, Sudlop. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006784. Full description at Econpapers || Download paper |
2022 | Measuring vulnerability to multidimensional poverty with Bayesian network classifiers. (2022). Gallardo, Mauricio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:492-512. Full description at Econpapers || Download paper |
2021 | Tutorial 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 |
2021 | Gas 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 |
2021 | Orientational 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 |
2021 | Approximate dynamic programming for the military aeromedical evacuation dispatching, preemption-rerouting, and redeployment problem. (2021). Lunday, Brian J ; Robbins, Matthew J ; Jenkins, Phillip R. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:132-143. Full description at Econpapers || Download paper |
2021 | Implementing the branch-and-cut approach for a general purpose Benders’ decomposition framework. (2021). Maher, Stephen J. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:479-498. Full description at Econpapers || Download paper |
2021 | An online algorithm for the risk-aware restless bandit. (2021). Tang, OU ; Chen, Lujie ; Xu, Jianyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:622-639. Full description at Econpapers || Download paper |
2021 | Second order of stochastic dominance efficiency vs mean variance efficiency. (2021). Truck, Stefan ; Lozza, Sergio Ortobelli ; Malavasi, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1192-1206. Full description at Econpapers || Download paper |
2021 | Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. (2021). Laeven, Roger ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:438-446. Full description at Econpapers || Download paper |
2021 | Selective linearization for multi-block statistical learning. (2021). Ruszczyski, Andrzej ; Pham, Minh ; Lin, Xiaodong ; Du, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:1:p:219-228. Full description at Econpapers || Download paper |
2021 | On sales effort and pricing decisions under alternative risk criteria. (2021). Qi, Xiangtong ; Li, Xiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:603-614. Full description at Econpapers || Download paper |
2021 | Robust strategic planning for mobile medical units with steerable and unsteerable demands. (2021). Comis, Martin ; Busing, Christina ; Streicher, Manuel ; Schmidt, Eva. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:34-50. Full description at Econpapers || Download paper |
2021 | Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393. Full description at Econpapers || Download paper |
2022 | A robust optimization approach with probe-able uncertainty. (2022). Lee, Chungmok. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:218-239. Full description at Econpapers || Download paper |
2022 | A complementarity model for electric power transmission-distribution coordination under uncertainty. (2022). Kazempour, Jalal ; Ostergaard, Jacob ; Jensen, Tue Vissing ; Hermann, Alexander. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:313-329. Full description at Econpapers || Download paper |
2022 | Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation. (2022). Haight, Robert G ; Buyuktahtakin, Esra ; Bushaj, Sabah. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:1094-1110. Full description at Econpapers || Download paper |
2022 | Tight tail probability bounds for distribution-free decision making. (2022). , Johan ; den Hertog, Dick ; van Eekelen, Wouter ; Brekelmans, Ruud ; Roos, Ernst. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:931-944. Full description at Econpapers || Download paper |
2021 | Climate risk and financial stability in the network of banks and investment funds. (2021). Martinez-Jaramillo, Serafin ; Luis , ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000309. Full description at Econpapers || Download paper |
2022 | Optimal portfolio choice for higher-order risk averters. (2022). Post, Thierry ; Fang, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000292. Full description at Econpapers || Download paper |
2021 | On 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 |
2021 | Stochastic 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 |
2021 | A review of approximate dynamic programming applications within military operations research. (2021). Cai, J ; Rempel, M. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000221. Full description at Econpapers || Download paper |
2021 | Inventory strategy of the risk averse supplier and overconfident manufacturer with uncertain demand. (2021). Zhang, Guoqing ; Zhao, Ruiqing ; Tang, Wansheng ; Song, Zhuzhu. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000426. Full description at Econpapers || Download paper |
2021 | Designing a reliable electric vehicle charging station expansion under uncertainty. (2021). Castillo-Villar, Krystel K ; Ekiolu, Sandra D ; Marufuzzaman, Mohammad ; Shahvari, Omid ; Quddus, Md Abdul. In: International Journal of Production Economics. RePEc:eee:proeco:v:236:y:2021:i:c:s0925527321001080. Full description at Econpapers || Download paper |
2022 | A consignment contract with revenue sharing between an app developer and a distribution platform. (2022). Perlman, Yael ; Meilijson, Isaac ; Chernonog, Tatyana ; Avinadav, Tal. In: International Journal of Production Economics. RePEc:eee:proeco:v:243:y:2022:i:c:s092552732100298x. Full description at Econpapers || Download paper |
2021 | Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises. (2021). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:480-493. Full description at Econpapers || Download paper |
2021 | Robust network design for sustainable-resilient reverse logistics network using big data: A case study of end-of-life vehicles. (2021). Gholizadeh, Hadi ; Govindan, Kannan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000545. Full description at Econpapers || Download paper |
2021 | Approximate Dynamic Programming for Military Medical Evacuation Dispatching Policies. (2021). Robbins, Matthew J ; Jenkins, Phillip R ; Lunday, Brian J. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:2-26. Full description at Econpapers || Download paper |
2021 | Multilocation Newsvendor Problem: Centralization and Inventory Pooling. (2021). Zhou, Sean X ; Hu, Zhenyu ; Yang, Chaolin. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:185-200. Full description at Econpapers || Download paper |
2021 | Set optimization of set-valued risk measures. (2021). Rocca, Matteo ; Mastrogiacomo, Elisa. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-020-03541-8. Full description at Econpapers || Download paper |
2021 | Evidence regarding external financing in manufacturing MSEs using partial least squares regression. (2021). Herteliu, Claudiu ; Ceptureanu, Sebastian. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03291-2. Full description at Econpapers || Download paper |
2021 | Variance reduction for sequential sampling in stochastic programming. (2021). Bayraksan, Guzin ; Stockbridge, Rebecca ; Park, Jangho. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:1:d:10.1007_s10479-020-03908-x. Full description at Econpapers || Download paper |
2021 | On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return. (2021). SADEFO, Jules ; Fono, Louis Aime ; Kamdem, Jules Sadefo ; Tassak, Christian Deffo ; Dzuche, Justin. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:2:d:10.1007_s10479-020-03873-5. Full description at Econpapers || Download paper |
2021 | Interval-based stochastic dominance: theoretical framework and application to portfolio choices. (2021). Liu, Jia ; Consigli, Giorgio ; Chen, Zhiping. In: Annals of Operations Research. RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04231-9. Full description at Econpapers || Download paper |
2021 | Gaining traction: on the convergence of an inner approximation scheme for probability maximization. (2021). Fabian, Csaba I. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:29:y:2021:i:2:d:10.1007_s10100-020-00697-3. Full description at Econpapers || Download paper |
2022 | Performance measurement with expectiles. (2022). Rossello, Damiano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00369-8. Full description at Econpapers || Download paper |
2021 | Set-valued risk measures as backward stochastic difference inclusions and equations. (2021). Feinstein, Zachary ; Ararat, Ain. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00445-0. Full description at Econpapers || Download paper |
2021 | Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system. (2021). Knueven, Bernard ; Singh, Bismark. In: Journal of Global Optimization. RePEc:spr:jglopt:v:80:y:2021:i:4:d:10.1007_s10898-021-01041-y. Full description at Econpapers || Download paper |
2022 | Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. (2022). Chen, Zhiping ; Mei, YU ; Ji, Bingbing ; Liu, Jia. In: Journal of Global Optimization. RePEc:spr:jglopt:v:83:y:2022:i:3:d:10.1007_s10898-021-01113-z. Full description at Econpapers || Download paper |
2021 | Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs. (2021). , Renato ; Guigues, Vincent. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:189:y:2021:i:2:d:10.1007_s10957-021-01842-x. Full description at Econpapers || Download paper |
2021 | A Stochastic Primal-Dual Method for Optimization with Conditional Value at Risk Constraints. (2021). Bose, Subhonmesh ; Madavan, Avinash N. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01888-x. Full description at Econpapers || Download paper |
2022 | Risk minimisation using options and risky assets. (2022). Date, Paresh ; Roman, Diana ; Maasar, Mohd Azdi. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:1:d:10.1007_s12351-020-00559-5. Full description at Econpapers || Download paper |
2022 | Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework. (2022). Selvaraju, N ; Mondal, Dipankar. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:44:y:2022:i:1:d:10.1007_s00291-021-00657-6. Full description at Econpapers || Download paper |
2021 | The effect of regularization in portfolio selection problems. (2021). Cifuentes, Arturo ; del Canto, Felipe ; Pagnoncelli, Bernardo K. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:1:d:10.1007_s11750-020-00578-7. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation In: Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | Frontiers of Stochastically Nondominated Portfolios In: Econometrica. [Citation analysis] | article | 18 |
1997 | Thirteenth EURO Summer Institute: Stochastic Optimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
1997 | Accelerating the regularized decomposition method for two stage stochastic linear problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
1999 | From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 141 |
1997 | From 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: 141 | paper | |
2005 | Beam search heuristic to solve stochastic integer problems under probabilistic constraints In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
2008 | Risk-adjusted probability measures in portfolio optimization with coherent measures of risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 20 |
2011 | A multi-product risk-averse newsvendor with exponential utility function In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 31 |
2012 | Tractable Almost Stochastic Dominance In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 21 |
1996 | Cost-effective sulphur emission reduction under uncertainty In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
2006 | Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
2006 | Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2000 | Noncooperative Convex Games: Computing Equilibrium by Partial Regularization. In: Norway; Department of Economics, University of Bergen. [Citation analysis] | paper | 0 |
1994 | Noncooperative Convex Games: Computing Equilibrium By Partial Regularization..(1994) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Computing Normalized Equilibria in Convex-Concave Games In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2006 | Computing Normalized Equilibria in Convex-Concave Games.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Commentary ---Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 3 |
2002 | Practice Abstracts In: Interfaces. [Full Text][Citation analysis] | article | 0 |
1987 | A Linearization Method for Nonsmooth Stochastic Programming Problems In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 3 |
1995 | On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 2 |
2001 | Constraint Aggregation in Infinite-Dimensional Spaces and Applications In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 1 |
1997 | Constraint Aggregation in Infinite-Dimensional Spaces and Applications..(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2004 | Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 29 |
2006 | Optimization of Convex Risk Functions In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 127 |
2005 | Optimization of Convex Risk Functions.(2005) In: Risk and Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
2006 | Conditional Risk Mappings In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 43 |
2005 | Conditional Risk Mappings.(2005) In: Risk and Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2007 | Corrigendum to: “Optimization of Convex Risk Functions,†Mathematics of Operations Research 31 (2006) 433--452 In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 1 |
1995 | A New Scenario Decomposition Method for Large-Scale Stochastic Optimization In: Operations Research. [Full Text][Citation analysis] | article | 62 |
1998 | On Optimal Allocation of Indivisibles Under Uncertainty In: Operations Research. [Full Text][Citation analysis] | article | 15 |
1994 | On Optimal Allocation of Indivisibles Under Uncertainty..(1994) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2002 | The Probabilistic Set-Covering Problem In: Operations Research. [Full Text][Citation analysis] | article | 10 |
2007 | An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems In: Operations Research. [Full Text][Citation analysis] | article | 12 |
2011 | Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition In: Operations Research. [Full Text][Citation analysis] | article | 10 |
2011 | A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk In: Operations Research. [Full Text][Citation analysis] | article | 24 |
2014 | Computational Methods for Risk-Averse Undiscounted Transient Markov Models In: Operations Research. [Full Text][Citation analysis] | article | 0 |
2012 | Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2017 | Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 1 |
2010 | Kusuoka representation of higher order dual risk measures In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
2012 | Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2012 | Scenario decomposition of risk-averse multistage stochastic programming problems In: Annals of Operations Research. [Full Text][Citation analysis] | article | 11 |
2015 | Two-stage portfolio optimization with higher-order conditional measures of risk In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
1999 | Some advances in decomposition methodsfor stochastic linear programming In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
2000 | Dynamics Aggregation in Stochastic Control Problems In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
2017 | Rate of Convergence of the Bundle Method In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 1 |
1998 | On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 2 |
2004 | Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 11 |
2018 | Risk measurement and risk-averse control of partially observable discrete-time Markov systems In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 2 |
1997 | On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1992 | Augmented Lagrangian Decomposition for Sparse Convex Optimization. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1993 | Interior Point Methods in Stochastic Programming. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1993 | Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
1993 | Configurations of Series-Parallel Networks with Maximum Reliability. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs. In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1994 | On 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 | |
1994 | Parallel Solution of Linear Programs Via Nash Equilibria. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1994 | A Partial Regularization Method for Saddle Point Seeking. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | Perturbation Methods for Saddle Point Computation. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
1994 | Cost-Effective Sulphur Reduction Under Uncertainty. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1995 | On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1995 | Constraint Aggregation Principle in Convex Optimization. In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
1995 | Convex Optimization by Radial Search. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1995 | Decomposition via Alternating Linearization. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | A Branch and Bound Method for Stochastic Global Optimization. In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
1996 | Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Convexification of Stochastic Ordering In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 4 |
2005 | Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 29 |
2005 | Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 11 |
2004 | Optimization of Risk Measures In: Risk and Insurance. [Full Text][Citation analysis] | paper | 8 |
2008 | FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES In: International Game Theory Review (IGTR). [Full Text][Citation analysis] | article | 0 |
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