The following pages link to Ruszczyński, Andrzej (Q163014):
Displaying 50 items.
- (Q206440) (redirect page) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Dual methods for probabilistic optimization problems. (Q703157) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Relaxations of linear programming problems with first order stochastic dominance constraints (Q867928) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (Q927155) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
- On convergence of the stochastic subgradient method with on-line stepsize rules (Q1083369) (← links)
- A diagonal quadratic approximation method for large scale linear programs (Q1200793) (← links)
- Cost-effective sulphur emission reduction under uncertainty (Q1268422) (← links)
- Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) (← links)
- Some advances in decomposition methods for stochastic linear programming (Q1289300) (← links)
- A branch and bound method for stochastic global optimization (Q1290672) (← links)
- (Q1298754) (redirect page) (← links)
- On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse. (Q1298755) (← links)
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (Q1321212) (← links)
- Constraint aggregation principle in convex optimization (Q1356049) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra (Q1396210) (← links)
- Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints (Q1434077) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
- Bounds for probabilistic integer programming problems (Q1850114) (← links)
- On convex probabilistic programming with discrete distributions. (Q1875224) (← links)
- On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization (Q2228354) (← links)
- Subregular recourse in nonlinear multistage stochastic optimization (Q2230939) (← links)
- Erratum to ``Risk-averse dynamic programming for Markov decision processes'' (Q2248766) (← links)
- A multi-product risk-averse newsvendor with exponential utility function (Q2275627) (← links)
- An augmented Lagrangian decomposition method for block diagonal linear programming problems (Q2314414) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Rate of convergence of the bundle method (Q2412838) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Beam search heuristic to solve stochastic integer problems under probabilistic constraints (Q2484339) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Convex optimization by radial search (Q2564171) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions (Q2757530) (← links)
- On Optimal Allocation of Indivisibles Under Uncertainty (Q2781102) (← links)
