• 4774 Citations
  • 36 h-Index
1974 …2019
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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

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Projects 2010 2016

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

Research Output 1974 2019

1 Citation (Scopus)
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
Time Consistency
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


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

Research output: Contribution to conferencePaper

Hilbert spaces
Mathematical models