Items where IIASA Author is "Ruszczynski, Andrzej"

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Number of items: 48.

Article

Kryazhimskiy, A.V. & Ruszczynski, A. (2001). Constraint aggregation in infinite-dimensional spaces and applications. Mathematics of Operations Research 26 (4): 769-795. DOI:10.1287/moor.26.4.769.10009.

Ermoliev, Y.M., Norkin, V.I. & Ruszczynski, A. (1998). On optimal allocation of indivisibles under uncertainty. Operations Research 46 (4): 381-395.

Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1998). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. Mathematics of Operations Research 23 (1): 204-220. DOI:10.1287/moor.23.1.204.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1998). On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extension. Mathematics of Operations Research 23 (1): 204-220.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1998). On the Glivenko-Cantelli problem in stochastic programming: Mixed integer linear recourse. Mathematical Methods of Operations Research: 39-49.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Norkin, V.I. & Ruszczynski, A. (1998). A branch and bound method for stochastic global optimization. Mathematical Programming: 425-450. DOI:10.1007/BF02680569.

Ruszczynski, A. & Swietanowski, A. (1997). Accelerating the regularized decomposition method for two stage stochastic linear problems. European Journal of Operational Research 101 (2): 328-342. DOI:10.1016/S0377-2217(96)00401-8.

Ermoliev, Y.M., Kryazhimskiy, A.V. & Ruszczynski, A. (1997). Constraint aggregation principle in convex optimization. Mathematical Programming, Series B: 353-372.

Ruszczynski, A. (1997). Decomposition methods in stochastic programming. Mathematical Programming: 333-353.

Altman, A., Amann, M., Klaassen, G., Ruszczynski, A. & Schoepp, W. (1996). Cost-effective sulphur emission reduction under uncertainty. European Journal of Operational Research 90 (3): 395-412. DOI:10.1016/0377-2217(94)00359-9.

Gutjahr, W., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1996). Configurations of series-parallel networks with maximum reliability. Microelectronics and Reliability 36 (2): 247-253. DOI:10.1016/0026-2714(95)00004-L.

Ermoliev, Y.M. & Ruszczynski, A. (1996). Convex optimization by radial search. Journal of Optimization Theory and Applications 91 (3): 731-738.

Rosa, C.H. & Ruszczynski, A. (1996). On augmented Lagrangian decomposition methods for multistage stochastic programs. Annals of Operations Research 164 (1): 289-309. DOI:10.1007/BF02187650.

Ruszczynski, A. (1995). On convergence of an augmented Lagrangian decomposition method for sparse convex optimization. Mathematics of Operations Research: 634-656.

Mulvey, J. & Ruszczynski, A. (1995). A new scenario decomposition method for large scale stochastic optimization. Operations Research: 477-490.

Berger, A., Mulvey, J. & Ruszczynski, A. (1994). An extension of the DQA algorithm to convex stochastic programs. SIAM Journal on Optimization 4 (4): 735-753. DOI:10.1137/0804043.

Book Section

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (2004). A risk measure for income processes. In: Risk Measures for the 21st Century. Eds. Szegoe, G., John Wiley & Sons Inc.. ISBN 0-470-86154-1

Ruszczynski, A. (1995). On the regularized decomposition method for stochastic programming problems. In: Stochastic Programming: Numerical Techniques and Engineering Applications. Eds. Marti, K. & Kall, P., Heidelberg: Springer-Verlag.

Berger, A., Mulvey, J. & Ruszczynski, A. (1994). Restarting strategies for the DQA algorithm. In: Large Scale Optimization: State of the Arts. Eds. Hager, W., Hearn, D. & Pardalos, P., Dordrecht: Kluwer Academic Publishers.

Arthur, W.B. & Ruszczynski, A. (1994). Strategic pricing in markets with increasing returns. In: Increasing Returns and Path-Dependence in the Economy. Eds. Arthur, W.B., Ann Arbor: The University of Michigan Press.

Monograph

Kryazhimskiy, A.V. & Ruszczynski, A. (1997). Constraint Aggregation in Infinite-Dimensional Spaces and Applications [Updated January 1998]. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-051

Ogryczak, W. & Ruszczynski, A. (1997). On Stochastic Dominance and Mean-Semideviation Models. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-043

Ogryczak, W. & Ruszczynski, A. (1997). From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-027

Norkin, V.I., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1996). A Branch and Bound Method for Stochastic Global Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-065

Lence, B.J. & Ruszczynski, A. (1996). Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-066

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1996). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-020

Ruszczynski, A. & Swietanowski, A. (1996). On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-014

Kiwiel, K., Rosa, C.H. & Ruszczynski, A. (1995). Decomposition via Alternating Linearization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-051

Ermoliev, Y.M. & Ruszczynski, A. (1995). Convex Optimization by Radial Search. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-036

Ermoliev, Y.M., Kryazhimskiy, A.V. & Ruszczynski, A. (1995). Constraint Aggregation Principle in Convex Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-015

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1995). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-003

Rosa, C.H. & Ruszczynski, A. (1994). On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-125

Altman, A., Amann, M., Klaassen, G., Ruszczynski, A. & Schoepp, W. (1994). Cost-Effective Sulphur Reduction Under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-119

Flam, S.D. & Ruszczynski, A. (1994). Noncooperative Convex Games: Computing Equilibrium By Partial Regularization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-042

Kallio, M.J. & Ruszczynski, A. (1994). Perturbation Methods for Saddle Point Computation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-038

Norkin, V.I., Ermoliev, Y.M. & Ruszczynski, A. (1994). On Optimal Allocation of Indivisibles Under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-021

Kallio, M.J. & Ruszczynski, A. (1994). Parallel Solution of Linear Programs Via Nash Equilibria. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-015

Ruszczynski, A. (1994). A Partial Regularization Method for Saddle Point Seeking. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-020

Ruszczynski, A. (1994). On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-005

Altman, A. & Ruszczynski, A. (1993). Cost-effective Sulphur Emission Reduction under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-062

Kallio, M.J., Ruszczynski, A. & Salo, S. (1993). A Regularized Jacobi Method for Large-Scale Linear Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-061

Gutjahr, W., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1993). Configurations of Series-Parallel Networks with Maximum Reliability. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-060

Ruszczynski, A. (1993). Water Quality Management: Problem Formulations and Solution Methods. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-036

Ruszczynski, A. (1993). Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-021

Ruszczynski, A. (1993). Interior Point Methods in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-008

Ruszczynski, A. (1992). Augmented Lagrangian Decomposition for Sparse Convex Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-075

Ruszczynski, A., Rogowski, T. & Wierzbicki, A.P. (1990). Contributions to Methodology and Techniques of Decision Analysis (First Stage). IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-90-008

Ruszczynski, A. (1988). Parallel Decomposition of Multistage Stochastic Programming Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-094

This list was generated on Sun Oct 20 11:22:07 2019 UTC.

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