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.
- 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
- 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
Risk-averse
Collaborative research
Risk aversion
Optimal control
Continuous time
COLLABORATIVE RESEARCH: SUCCESSIVE RISK-NEUTRAL APPROXIMATIONS OF DYNAMIC RISK-AVERSE OPTIMIZATION PROBLEMS
National Science Foundation (National Science Foundation (NSF))
7/1/10 → 6/30/13
Project: Research project
Optimization problem
Approximation
Risk-averse
Collaborative research
Dynamic risk measures
Research Output 1974 2019
1
Citation
(Scopus)
Risk forms: representation, disintegration, and application to partially observable two-stage systems
Dentcheva, D. & Ruszczyński, A., Jan 1 2019, In : Mathematical Programming.Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 conference › Paper
Hilbert spaces
Mathematical models
Feedback