Projects per year
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.
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
- 2 Finished
COLLABORATIVE RESEARCH: TIME-CONSISTENT RISK-AVERSE CONTROL OF MARKOV SYSTEMS
National Science Foundation (National Science Foundation (NSF))
9/1/13 → 8/31/16
Project: Research project
Research Output
A single timescale stochastic approximation method for nested stochastic optimization
Ghadimi, S., Ruszczynski, A. & Wang, M., Jan 1 2020, In : SIAM Journal on Optimization. 30, 1, p. 960-979 20 p.Research output: Contribution to journal › Article
Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
Ruszczyński, A., Jan 1 2020, (Accepted/In press) In : Optimization Letters.Research output: Contribution to journal › Article
Risk forms: representation, disintegration, and application to partially observable two-stage systems
Dentcheva, D. & Ruszczyński, A., Jun 1 2020, In : Mathematical Programming. 181, 2, p. 297-317 21 p.Research output: Contribution to journal › Article
1
Scopus
citations
Process-based risk measures and risk-averse control of discrete-time systems
Fan, J. & Ruszczyński, A., 2018, (Accepted/In press) In : Mathematical Programming.Research output: Contribution to journal › Article
1
Scopus
citations
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, J. & Ruszczyński, A., Oct 1 2018, In : Mathematical Methods of Operations Research. 88, 2, p. 161-184 24 p.Research output: Contribution to journal › Article
5
Scopus
citations