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Person
ISNI: 
0000 0001 1753 9553
Name: 
Andrzej Piotr Ruszczyński
Andrzej Piotr Ruszczyński (Amerikaans wiskundige)
Andrzej Piotr Ruszczyński (Polish-American mathematician)
Ruszczyński, A.
Ruszczyński, Andrzej
Ruszczyński, Andrzej P.
Ruszczyński, Andrzej Piotr
Ruszczyński, Piotr
Dates: 
1951-
Creation class: 
article
Computer file
Language material
Text
Creation role: 
author
editor
redactor
Related names: 
Altman, A.
Altman, Anna
Amann, M.
Amann, Markus
Beraldi, Patrizia
Brdyś, Mieczysław Adam
Choi, Sungyong
Dentcheva, Darinka
Ermoliev, Y.M.
FLÅM, S. D.
Flam, S.D.
Flam, Sjur
Flåm, Sjur Didrik
Greengard, Claude (1955-))
Gutjahr, W.
Kallio, M.J.
Kiwiel, K.
Kiwiel, Krzysztof C.
Klaassen, G.
Klaassen, Ger
Kryazhimskii, A.V.
Lence, B.J.
Lizyayev, Andrey
Miller, Naomi
Norkin, V.I.
Ogryczak, W.
Ogryczak, Włodzimierz
Pflug, G. Ch
Pflug, G.C.
Rosa, C.H.
Rusinek, Jan (1950-)
RUSZCZYŃSKI, A.
Ruszczyński, Andrzej
Rutgers University
Schultz, R.
Shapiro, Alexander
Shapiro, Alexander (1949-....))
Šor, Naum Zuselevič
Swietanowski, A.
Swietanowski, Artur
Vanderbei, Robert J.
Wydawnictwa Naukowo-Techniczne
Titles: 
64 Polish chess compositions
Accelerating the regularized decomposition method for two stage stochastic linear problems
Augmented Lagrangian Decomposition for Sparse Convex Optimization.
Beam search heuristic to solve stochastic integer problems under probabilistic constraints
Branch and Bound Method for Stochastic Global Optimization., A
Common mathematical foundations of expected utility and dual utility theories
Computing Normalized Equilibria in Convex-Concave Games
Conditional Risk Mappings
Configurations of Series-Parallel Networks with Maximum Reliability.
Constraint Aggregation in Infinite-Dimensional Spaces and Applications.
Constraint Aggregation Principle in Convex Optimization.
Convex Optimization by Radial Search.
Convexification of Stochastic Ordering
Cost-effective sulphur emission reduction under uncertainty
Decision making under uncertainty : energy and power
Decomposition via Alternating Linearization.
FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES
From stochastic dominance to mean-risk models: semideviations as risk measures
Frontiers of Stochastically Nondominated Portfolios
Handbooks in operations research and management science.
Interaction balance algorithm based on approximate mathematical models
Interior Point Methods in Stochastic Programming.
Inverse stochastic dominance constraints and rank dependent expected utility theory
Lectures on stochastic programming modeling and theory
Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method.
Metody i środki projektowania automatycznego : międzyresortowy problem badań podstawowych I.2 : sprawozdanie
Metody optymalizacji w zadaniach
Minimization methods for non-differentiable functions
multi-product risk-averse newsvendor with exponential utility function, A
Niekt. własn. i metody rozwiąz. nielin. zadań program. stochast., 1982:
Noncooperative Convex Games: Computing Equilibrium by Partial Regularization.
Nonlinear optimization
On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs.
On Optimal Allocation of Indivisibles Under Uncertainty.
On Stochastic Dominance and Mean-Semideviation Models.
On stochastic integer programming under probabilistic constraints
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.
On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems.
Optimization of Convex Risk Functions
Optimization of Risk Measures
Optimization Under First Order Stochastic Dominance Constraints
Pakiet do rozwiązywania dynamicznych zadań programowania liniowego
Parallel Solution of Linear Programs Via Nash Equilibria.
Partial Regularization Method for Saddle Point Seeking., A
Perturbation Methods for Saddle Point Computation.
Portfolio optimization with stochastic dominance constraints
Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results.
Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
Stability and sensitivity of optimization problems with first order stochastic dominance constraints
Stochastic programming
Thirteenth EURO Summer Institute: Stochastic Optimization
Tractable Almost Stochastic Dominance
Zbiór zadań z programowania matematycznego
Notes: 
Sources: 
VIAF DNB LC NLP NUKAT SUDOC WKD
BOWKER
NTA
OPENL