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Dual methods for probabilistic optimization problems*
Dentcheva, Darinka; Lai, Bogumila; Ruszczynski, Andrzej - In: Mathematical methods of operations research 60 (2004) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10006608750
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From stochastic dominance to mean-risk models: Semideviations as riskmeasures
Ogryczak, Wlodzimierz; Ruszczynski, Andrzej - In: European journal of operational research : EJOR 116 (1999) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10006666209
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Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems
Powell, Warren; Ruszczynski, Andrzej; Topaloglu, Huseyin - In: Mathematics of operations research 29 (2004) 4, pp. 814-836
Persistent link: https://www.econbiz.de/10006417542
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The Probabilistic Set-Covering Problem
Beraldi, Patrizia; Ruszczynski, Andrzej - In: Operations research : the journal of the Operations … 50 (2002) 6, pp. 956-967
Persistent link: https://www.econbiz.de/10006418274
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On Optimal Allocation of Indivisibles Under Uncertainty
Norkin, Vladimir I.; Ermoliev, Yuri M.; Ruszczynski, Andrzej - In: Operations research : the journal of the Operations … 46 (1998) 3, pp. 381-395
Persistent link: https://www.econbiz.de/10006419879
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On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions
Pflug, Georg Ch; Ruszczynski, Andrzej; Schultz, Rudiger - In: Mathematics of operations research 23 (1998) 1, pp. 204-220
Persistent link: https://www.econbiz.de/10006419962
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On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
Ruszczynski, Andrzej - In: Mathematics of operations research 20 (1995) 3, pp. 634-656
Persistent link: https://www.econbiz.de/10006420607
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A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
Mulvey, John M.; Ruszczynski, Andrzej - In: Operations research : the journal of the Operations … 43 (1995) 3, pp. 477-490
Persistent link: https://www.econbiz.de/10006420674
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Portfolio optimization with stochastic dominance constraints
Dentcheva, Darinka; Ruszczynski, Andrzej - In: Journal of banking & finance 30 (2006) 2, pp. 433-452
Persistent link: https://www.econbiz.de/10005878634
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On the integrated production, inventory, and distribution routing problem
Lei, Lei; Liu, Shuguang; Ruszczynski, Andrzej; Park, Sunju - In: IIE transactions / Institute of Industrial Engineers, … 38 (2006) 11, pp. 955-970
Persistent link: https://www.econbiz.de/10007278461