• 4774 Citations
  • 36 h-Index
1974 …2019
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Dive into the research topics where Andrzej Ruszczynski is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Stochastic programming Engineering & Materials Science
Stochastic Dominance Mathematics
Stochastic Programming Mathematics
Optimization Problem Mathematics
Stochastic Optimization Mathematics
Linear programming Engineering & Materials Science
Convex optimization Engineering & Materials Science
Decomposition Engineering & Materials Science

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2010 2016

Risk-averse
Collaborative research
Risk aversion
Optimal control
Continuous time
Optimization problem
Approximation
Risk-averse
Collaborative research
Dynamic risk measures

Research Output 1974 2019

1 Citation (Scopus)
Disintegration
Polish Space
Stochastic programming
Dependent Observations
Stochastic Programming
1 Citation (Scopus)

Process-based risk measures and risk-averse control of discrete-time systems

Fan, J. & Ruszczyński, A., Jan 1 2018, (Accepted/In press) In : Mathematical Programming.

Research output: Contribution to journalArticle

Risk Measures
Discrete-time Systems
Dynamic programming
Dynamic Programming
Stochastic programming
5 Citations (Scopus)

Risk measurement and risk-averse control of partially observable discrete-time Markov systems

Fan, J. & Ruszczynski, A., Oct 1 2018, In : Mathematical Methods of Operations Research. 88, 2, p. 161-184 24 p.

Research output: Contribution to journalArticle

Risk Measures
Discrete-time
Time Consistency
Deterioration
Invariant Measure
2 Citations (Scopus)

Time-coherent risk measures for continuous-time markov chains

Dentcheva, D. & Ruszczynski, A., Jan 1 2018, In : SIAM Journal on Financial Mathematics. 9, 2, p. 690-715 26 p.

Research output: Contribution to journalArticle

Coherent Risk Measures
Continuous-time Markov Chain
Risk Evaluation
Markov processes
Risk Measures

ALGORITHM FOR REAL SYSTEM COORDINATION.

Szymanowski, J., Brdys, M. & Ruszczynski, A., Jan 1 2017, p. 561-570. 10 p.

Research output: Contribution to conferencePaper

Hilbert spaces
Mathematical models
Feedback