Andrzej Ruszczyński

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Publications

Citations

7.6K

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Active since

1980

Affiliations

Rutgers, The State University of New Jersey(Current)

Stevens Institute of Technology

International Institute for Applied Systems Analysis

Rutgers Sexual and Reproductive Health and Rights

Warsaw University of Technology

Andrzej Ruszczyński is an author at Rutgers, The State University of New Jersey specializing in optimization, stochastic optimization, and mathematics.

ORCID

Publications per year

1980–2020

Publications

From stochastic dominance to mean-risk models: Semideviations as risk measures

Włodzimierz Ogryczak, Andrzej Ruszczyński · European Journal of Operational Research · 1999 · 536 citations

Business, Decision Sciences, Economics +17

Dual Stochastic Dominance and Related Mean-Risk Models

Włodzimierz Ogryczak, Andrzej Ruszczyński · SIAM Journal on Optimization · 2002 · 494 citations

Business, Mathematics, Risk Management +16

Risk-averse dynamic programming for Markov decision processes

Andrzej Ruszczyński · Mathematical Programming · 2010 · 432 citations

Business, Decision Sciences, Mathematics +13

A New Scenario Decomposition Method for Large-Scale Stochastic Optimization

John M. Mulvey, Andrzej Ruszczyński · Operations Research · 1995 · 398 citations

Computing, Computer Engineering, Computer Science +17

Optimization with Stochastic Dominance Constraints

Darinka Dentcheva, Andrzej Ruszczyński · SIAM Journal on Optimization · 2003 · 372 citations · Full text

Business, Economics, Optimization +15

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