Andrzej Ruszczynski : Citation Profile

15

H index

23

i10 index

931

Citations

RESEARCH PRODUCTION:

38

Articles

36

Papers

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 28
   Journals where Andrzej Ruszczynski has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 43 (4.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru30
   Updated: 2025-12-13    RAS profile: 2021-03-06    
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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 (18)

Laeven, Roger (17)

Lejeune, Miguel (14)

Righi, Marcelo (10)

Wong, Wing-Keung (9)

Ogryczak, Wlodzimierz (8)

Shapiro, Alexander (7)

Stadje, Mitja (6)

Gallardo, Mauricio (5)

Topaloglou, Nikolas (5)

Canestrelli, Elio (4)

Cites to:

Dentcheva, Darinka (16)

Artzner, Philippe (15)

Ogryczak, Wlodzimierz (14)

Riedel, Frank (10)

Acerbi, Carlo (9)

Birge, John (9)

Schied, Alexander (9)

Shapiro, Alexander (8)

Markowitz, Harry (6)

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
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 (2025 and 2024)

YearTitle of citing document
2025A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models. (2025). Sayit, Hasanjan. In: Papers. RePEc:arx:papers:2202.02488.

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2024$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures. (2024). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2202.07610.

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2025Robust and Agnostic Learning of Conditional Distributional Treatment Effects. (2023). Kallus, Nathan ; Oprescu, Miruna. In: Papers. RePEc:arx:papers:2205.11486.

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2024Best-Response dynamics in two-person random games with correlated payoffs. (2024). Scarsini, Marco ; Quattropani, Matteo ; Mimun, Hlafo Alfie. In: Papers. RePEc:arx:papers:2209.12967.

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2024Uniform Pessimistic Risk and its Optimal Portfolio. (2024). Hong, Sungchul ; Jeon, Jong-June. In: Papers. RePEc:arx:papers:2303.07158.

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2025The Nonstationary Newsvendor with (and without) Predictions. (2025). Ravi, R ; An, Lin ; Moseley, Benjamin ; Li, Andrew A. In: Papers. RePEc:arx:papers:2305.07993.

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2024Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2024). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2025ESG-coherent risk measures for sustainable investing. (2025). Dentcheva, Darinka ; Rachev, Svetlozar T ; Giacometti, Rosella ; Torri, Gabriele ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2309.05866.

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2024A Rank-Dependent Theory for Decision under Risk and Ambiguity. (2024). Laeven, Roger ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2312.05977.

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2024Provisions and Economic Capital for Credit Losses. (2024). Cr, St'Ephane ; Bastide, Dorinel. In: Papers. RePEc:arx:papers:2401.07728.

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2024New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669.

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2024Higher order measures of risk and stochastic dominance. (2024). Pichler, Alois. In: Papers. RePEc:arx:papers:2402.15387.

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2024Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints. (2024). Beasley, John ; Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2404.16777.

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2024A note on continuity and asymptotic consistency of measures of risk and variability. (2024). Gao, Niushan ; Xanthos, Foivos. In: Papers. RePEc:arx:papers:2405.09766.

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2024Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application. (2024). Chakrabarty, Siddhartha P ; Sinha, Devang. In: Papers. RePEc:arx:papers:2407.18504.

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2025Bias Analysis of Experiments for Multi-Item Multi-Period Inventory Control Policies. (2025). Si, Nian ; Zheng, Zeyu ; Bai, Xingyu ; Chen, Xinqi. In: Papers. RePEc:arx:papers:2501.11996.

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2025The Interplay between Utility and Risk in Portfolio Selection. (2025). Baggiani, Leonardo ; Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2509.10351.

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2025Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896.

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2025When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747.

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2024Water-agriculture-ecology nexus synergetic management based on spatiotemporal equilibrium and water transformation: A case study in Aksu River Basin, China. (2024). Wu, Haijiang ; Su, Xiaoling ; Wang, Taishan. In: Agricultural Water Management. RePEc:eee:agiwat:v:303:y:2024:i:c:s0378377424003962.

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2024Index policy for multiarmed bandit problem with dynamic risk measures. (2024). Avu, Ozlem ; Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:627-640.

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2024Newsvendor conditional value-at-risk minimisation: A feature-based approach under adaptive data selection. (2024). Zhu, Wenqi ; Liu, Congzheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:548-564.

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2024Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework. (2024). Olivares-Nadal, Alba V. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1021-1037.

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2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

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2024Spare parts recommendation for corrective maintenance of capital goods considering demand dependency. (2024). Dursun, Pek ; van Houtum, Geert-Jan ; Grishina, Anastasiia ; Akcay, Alp. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:71-86.

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2025Optimizing sequential decision-making under risk: Strategic allocation with switching penalties. (2025). Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:160-176.

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2025Measures of stochastic non-dominance in portfolio optimization. (2025). Junov, Jana ; Kopa, Milo. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:269-283.

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2025Time-consistent asset allocation for risk measures in a Lévy market. (2025). Stadje, Mitja ; Fiessinger, Felix. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:676-695.

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2025Robust concave utility maximization over chance constraints. (2025). Mehrotra, Sanjay ; Wang, Shanshan ; Peng, Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:800-813.

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2025Risk-averse algorithmic support and inventory management. (2025). Narayanan, Pranadharthiharan ; Somasundaram, Jeeva ; Seifert, Matthias. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:993-1004.

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2025Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization. (2025). Puerto, Justo ; Cesarone, Francesco. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:657-670.

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2025Optimal sizing of Power-to-Ammonia plants: A stochastic two-stage mixed-integer programming approach. (2025). Wang, Shunchao. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004803.

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2024Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. (2024). Xu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003004.

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2024Does constant asset allocation dominate buy-and-hold?. (2024). Levy, Moshe. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400237x.

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2024A neural network framework for portfolio optimization under second-order stochastic dominance. (2024). Khanjani-Shiraz, Rashed ; Babapour-Azar, Ali. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006561.

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2024Best-response dynamics in two-person random games with correlated payoffs. (2024). Scarsini, Marco ; Quattropani, Matteo ; Mimun, Hlafo Alfie. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:239-262.

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2024Adjusted higher-order expected shortfall. (2024). Zou, Zhenfeng ; Hu, Taizhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:1-12.

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2024Random distortion risk measures. (2024). Zang, Xin ; Yang, Jingping ; Jiang, Fan ; Xia, Chenxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73.

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2024Robust inventory routing problem under uncertain demand and risk-averse criterion. (2024). Feng, Yuqiang ; Tian, NA ; Che, Ada. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000495.

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2025Costly learning under ambiguity. (2025). Ozbek, Kemal. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s0304406824001393.

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2024Risk preferences, newsvendor orders and supply chain coordination using the Mean-CVaR model. (2024). Jammernegg, Werner ; Kischka, Peter ; Silbermayr, Lena. In: International Journal of Production Economics. RePEc:eee:proeco:v:270:y:2024:i:c:s0925527324000288.

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2024Stochastic OD demand estimation using stochastic programming. (2024). Fan, Yueyue ; Sun, Ran. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:183:y:2024:i:c:s0191261524000675.

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2024Sensor placement considering the observability of traffic dynamics: On the algebraic and graphical perspectives. (2024). Fan, Yueyue ; Hu, Xinyue. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:189:y:2024:i:c:s0191261524001814.

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2024A two-step approach for deploying heterogeneous vessels and designing reliable schedule in liner shipping services. (2024). Zhao, Shuaiqi ; Zheng, Jianfeng ; Yang, Hualong ; Li, Dechang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:182:y:2024:i:c:s1366554524000061.

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2024Financing a capital-constrained supply chain: Equity or debt. (2024). Xu, Xun ; He, Xiuli ; Sethi, Suresh ; Yan, Nina. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:188:y:2024:i:c:s1366554524002059.

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2024The k-th order mean-deviation model for route choice under uncertainty. (2024). Liu, Yong ; Shen, Minyu ; Zhao, Lin ; Xiao, Feng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002370.

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2025Managing shared electric micromobility systems: Allocation planning and battery swapping. (2025). Zhang, Lianmin ; Li, Yuanbo ; Ma, Dining ; Jin, Ziliang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:198:y:2025:i:c:s1366554525001498.

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2024Optimizing Fleet Size in Point-to-Point Shared Demand Responsive Transportation Service: A Network Decomposition Approach. (2024). Duan, Housheng ; Wang, CE ; Xie, Fudong. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3048-:d:1488336.

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2025Capital Allocation Rules and Generalized Collapse to the Mean: Theory and Practice. (2025). Centrone, Francesca ; Gianin, Emanuela Rosazza. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:6:p:964-:d:1612548.

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2024Emergency Logistics Facilities Location Dual-Objective Modeling in Uncertain Environments. (2024). Ji, Ying ; Ma, Yifan ; Xu, Fang ; Liu, Chang. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1361-:d:1334155.

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2025Shipping Logistics Network Optimization with Stochastic Demands for Construction Waste Recycling: A Case Study in Shanghai, China. (2025). Wu, Ping ; Song, Yue ; Wang, Xiangdong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1037-:d:1578405.

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2025Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440.

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2025Central limit theorems for vector-valued composite functionals with smoothing and applications. (2025). Lin, Yang ; Chen, Huihui ; Dentcheva, Darinka ; Stock, Gregory J. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:5:d:10.1007_s10463-025-00934-z.

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2024Efficient portfolios and extreme risks: a Pareto–Dirichlet approach. (2024). Courtois, Olivier ; Xu, Xia. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-023-05507-y.

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2024Qualitative robustness of utility-based risk measures. (2024). Munari, Cosimo ; Koch-Medina, Pablo. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04885-z.

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2024Dynamic capital allocation rules via BSDEs: an axiomatic approach. (2024). Mastrogiacomo, Elisa ; Gianin, Emanuela Rosazza. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04917-8.

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2024Regularized distributionally robust optimization with application to the index tracking problem. (2024). Penev, Spiridon ; Li, Guoyin ; Zhao, Leyang. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-023-05726-3.

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2024High-dimensional stochastic control models for newsvendor problems and deep learning resolution. (2024). Yang, Shan ; Ma, Jingtang. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-024-05872-2.

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2025Incorporating convex risk measures into multistage stochastic programming algorithms. (2025). Dowson, Oscar ; Morton, David P ; Pagnoncelli, Bernardo K. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:2:d:10.1007_s10479-022-04977-w.

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2024Distributed stochastic compositional optimization problems over directed networks. (2024). Zhao, Shengchao ; Liu, Yongchao. In: Computational Optimization and Applications. RePEc:spr:coopap:v:87:y:2024:i:1:d:10.1007_s10589-023-00512-0.

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2024Value of risk aversion in perishable products supply chain management. (2024). Rahimian, Hamed ; Pathy, Soumya Ranjan. In: Computational Optimization and Applications. RePEc:spr:coopap:v:89:y:2024:i:2:d:10.1007_s10589-024-00593-5.

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2025Stochastic decomposition for risk-averse two-stage stochastic linear programs. (2025). Parab, Prasad ; Ntaimo, Lewis ; Pagnoncelli, Bernardo. In: Journal of Global Optimization. RePEc:spr:jglopt:v:91:y:2025:i:1:d:10.1007_s10898-024-01432-x.

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2024On Risk Evaluation and Control of Distributed Multi-agent Systems. (2024). Dentcheva, Darinka ; Almen, Aray. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:203:y:2024:i:2:d:10.1007_s10957-024-02464-9.

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2025Random Descent Steps in a Probability Maximization Scheme. (2025). Fbin, Csaba I ; Szntai, Tams ; Drenyovszki, Rajmund ; Csizms, Edit. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:205:y:2025:i:1:d:10.1007_s10957-025-02619-2.

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2025Randomized Quasi-Monte Carlo Methods for Risk-Averse Stochastic Optimization. (2025). Melnikov, Olena ; Milz, Johannes. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:206:y:2025:i:1:d:10.1007_s10957-025-02693-6.

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2024Robust multiple stopping — A duality approach. (2024). Laeven, Roger ; Laeven, R. J. A., ; Schweizer, Nikolaus ; Stadje, M A. In: Other publications TiSEM. RePEc:tiu:tiutis:132c6688-3f07-47d8-a4dc-b8c5b32ba838.

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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]		article22
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]		article16
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
[Full Text][Citation analysis]		article167
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 167		paper
2005Beam search heuristic to solve stochastic integer problems under probabilistic constraints In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2008Risk-adjusted probability measures in portfolio optimization with coherent measures of risk In: European Journal of Operational Research.
[Full Text][Citation analysis]		article20
2011A multi-product risk-averse newsvendor with exponential utility function In: European Journal of Operational Research.
[Full Text][Citation analysis]		article39
2012Tractable Almost Stochastic Dominance In: European Journal of Operational Research.
[Full Text][Citation analysis]		article24
1996Cost-effective sulphur emission reduction under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article60
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		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 nother 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 nother 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]		article5
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]		article3
1995On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article2
2001Constraint Aggregation in Infinite-Dimensional Spaces and Applications In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article1
2004Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article36
2006Optimization of Convex Risk Functions In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article144
2006Conditional Risk Mappings In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article36
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]		article69
1998On Optimal Allocation of Indivisibles Under Uncertainty In: Operations Research.
[Full Text][Citation analysis]		article15
1994On Optimal Allocation of Indivisibles Under Uncertainty..(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2002The Probabilistic Set-Covering Problem In: Operations Research.
[Full Text][Citation analysis]		article10
2007An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems In: Operations Research.
[Full Text][Citation analysis]		article13
2011Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition In: Operations Research.
[Full Text][Citation analysis]		article12
2011A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk In: Operations Research.
[Full Text][Citation analysis]		article32
2014Computational Methods for Risk-Averse Undiscounted Transient Markov Models In: Operations Research.
[Full Text][Citation analysis]		article1
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]		article7
2010Kusuoka representation of higher order dual risk measures In: Annals of Operations Research.
[Full Text][Citation analysis]		article14
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]		article14
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]		article3
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]		article2
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]		article12
2018Risk measurement and risk-averse control of partially observable discrete-time Markov systems In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article2
1997On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers.
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