Andrzej Ruszczyński

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4571-1469

Department of Management Science and Information Systems, Rutgers University, Piscataway, New Jersey 08854

Publications

• Computational Methods for Risk-Averse Undiscounted Transient Markov Models — Operations Research 2014
• Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition — Operations Research 2011
• A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk — Operations Research 2011
• Commentary—Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming — INFORMS Journal on Computing 2010
• Frontiers of Stochastically Nondominated Portfolios — Econometrica 2003
• The Probabilistic Set-Covering Problem — Operations Research 2002
• On Optimal Allocation of Indivisibles Under Uncertainty — Operations Research 1998
• A New Scenario Decomposition Method for Large-Scale Stochastic Optimization — Operations Research 1995