Projects per year
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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.
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Collaborations and top research areas from the last five years
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Projects
- 6 Finished
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Collaborative Research: Risk-Averse Control of Markov Systems with Model Uncertainty
Ruszczynski, A. (PI)
7/15/19 → 6/30/23
Project: Research project
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Collaborative Research: Time-Consistent Risk-Averse Control of Markov Systems
Ruszczynski, A. (PI)
9/1/13 → 12/31/16
Project: Research project
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Collaborative Research: Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization Problems
Ruszczynski, A. (PI)
7/1/10 → 6/30/13
Project: Research project
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AMC-SS: Collaborative Research: Dynamic Stochastic Optimization with Stochastic Ordering Constraints and Risk Functionals
Ruszczynski, A. (PI)
9/15/06 → 2/28/10
Project: Research project
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Collaborative Research: Risk-Averse Stochastic Optimization
Ruszczynski, A. (PI)
8/15/04 → 7/31/07
Project: Research project
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AN INTEGRATED TRANSPORTATION DISTANCE BETWEEN KERNELS AND APPROXIMATE DYNAMIC RISK EVALUATION IN MARKOV SYSTEMS
Lin, Z. & Ruszczynski, A., 2023, In: SIAM Journal on Control and Optimization. 61, 6, p. 3559-3583 25 p.Research output: Contribution to journal › Article › peer-review
Open Access -
MINI-BATCH RISK FORMS
Dentcheva, D. & Ruszczynski, A., 2023, In: SIAM Journal on Optimization. 33, 2, p. 615-637 23 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
Bielecki, T. R., Cialenco, I. & Ruszczyński, A., Oct 2023, In: Mathematical Methods of Operations Research. 98, 2, p. 231-268 38 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
The deepest event cuts in risk-averse optimization with application to radiation therapy design
Vitt, C. A., Dentcheva, D., Ruszczyński, A. & Sandberg, N., Dec 2023, In: Computational Optimization and Applications. 86, 3, p. 1347-1372 26 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning
Gürbüzbalaban, M., Ruszczyński, A. & Zhu, L., Sep 2022, In: Journal of Optimization Theory and Applications. 194, 3, p. 1014-1041 28 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations