Pflug GC, Ruszczynski A (2004)

A risk measure for income processes

In Risk Measures for the 21st Century, G. Szegoe (ed.)
John Wiley & Sons Inc., New York, NY, USA, pp. 249-269 [2004] More

Kryazhimskiy AV, Ruszczynski A (2001)

Constraint aggregation in infinite-dimensional spaces and applications

Mathematics of Operations Research, 26(4):769-795 [2001] More

Pflug GC, 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 [1998] More

Pflug GC, Ruszczynski A, Schultz R (1998)

On the Glivenko-Cantelli problem in stochastic programming: Mixed integer linear recourse

Mathematical Methods of Operations Research, 47:39-49 [1998] More

Pflug GC, Norkin VI, Ruszczynski A (1998)

A branch and bound method for stochastic global optimization

Mathematical Programming, 83:425-450 [1998] More

Ermoliev YM, Norkin VI, Ruszczynski A (1998)

On optimal allocation of indivisibles under uncertainty

Operations Research, 46(4):381-395 [1998] More

Ruszczynski A, Swietanowski A (1997)

Accelerating the regularized decomposition method for two stage stochastic linear problems

European Journal of Operational Research, 101:328-342 [1997] More

Ruszczynski A (1997)

Decomposition methods in stochastic programming

Mathematical Programming, 79:333-353 [1997] More

Ermoliev YM, Kryazhimskiy AV, Ruszczynski A (1997)

Constraint aggregation principle in convex optimization

Mathematical Programming, Series B, 76:353-372 [1997] More

Kryazhimskiy AV, Ruszczynski A (1997)

Constraint Aggregation in Infinite-Dimensional Spaces and Applications [Updated January 1998]
IIASA Interim Report IR-97-051 (August 1997) More

Ogryczak W, Ruszczynski A (1997)

On Stochastic Dominance and Mean-Semideviation Models
IIASA Interim Report IR-97-043 (July 1997) More

Ogryczak W, Ruszczynski A (1997)

From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures
IIASA Interim Report IR-97-027 (June 1997) More

Rosa CH, Ruszczynski A (1996)

On augmented Lagrangian decomposition methods for multistage stochastic programs

Annals of Operations Research, 64:289-309 [1996] More

Gutjahr W, Pflug GC, Ruszczynski A (1996)

Configurations of series-parallel networks with maximum reliability

Microelectronics and Reliability, 36(2):247-253 [1996] More

Ermoliev YM, Ruszczynski A (1996)

Convex optimization by radial search

Journal of Optimization Theory and Applications, 91(3):731-738 [1996] More

Altman A, Amann M, Klaassen G, Ruszczynski A, Schoepp W (1996)

Cost-effective sulphur emission reduction under uncertainty

European Journal of Operational Research, 90:395-412 [1996] More

Lence BJ, Ruszczynski A (1996)

Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method
IIASA Working Paper WP-96-066 (June 1996) More

Norkin VI, Pflug GC, Ruszczynski A (1996)

A Branch and Bound Method for Stochastic Global Optimization
IIASA Working Paper WP-96-065 (June 1996) More

Pflug GC, Ruszczynski A, Schultz R (1996)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions
IIASA Working Paper WP-96-020 (February 1996) More

Ruszczynski A, Swietanowski A (1996)

On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems
IIASA Working Paper WP-96-014 (February 1996) More

Ruszczynski A (1995)

On convergence of an augmented Lagrangian decomposition method for sparse convex optimization

Mathematics of Operations Research, 20:634-656 [1995] More

Mulvey J, Ruszczynski A (1995)

A new scenario decomposition method for large scale stochastic optimization

Operations Research, 43:477-490 [1995] More

Ruszczynski A (1995)

On the regularized decomposition method for stochastic programming problems

In Stochastic Programming: Numerical Techniques and Engineering Applications, K. Marti, P. Kall (eds)
Springer-Verlag, Heidelberg, Germany, pp. 93-108 [1995] More

Kiwiel K, Rosa CH, Ruszczynski A (1995)

Decomposition via Alternating Linearization
IIASA Working Paper WP-95-051 (June 1995) More

Ermoliev YM, Ruszczynski A (1995)

Convex Optimization by Radial Search
IIASA Working Paper WP-95-036 (April 1995) More

Ermoliev YM, Kryazhimskiy AV, Ruszczynski A (1995)

Constraint Aggregation Principle in Convex Optimization
IIASA Working Paper WP-95-015 (February 1995) More

Pflug GC, Ruszczynski A, Schultz R (1995)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse
IIASA Working Paper WP-95-003 (January 1995) More

Berger A, Mulvey J, Ruszczynski A (1994)

An extension of the DQA algorithm to convex stochastic programs

SIAM Journal on Optimization, 4:735-753 [1994] More

Arthur WB, Ruszczynski A (1994)

Strategic pricing in markets with increasing returns

In Increasing Returns and Path-Dependence in the Economy, W.B. Arthur (ed.)
The University of Michigan Press, Ann Arbor, MI, USA, pp. 159-184 [1994] More

Berger A, Mulvey J, Ruszczynski A (1994)

Restarting strategies for the DQA algorithm

In Large Scale Optimization: State of the Arts, W. Hager, D. Hearn, P. Pardalos (eds)
Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 1-25 [1994] More

Rosa CH, Ruszczynski A (1994)

On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs
IIASA Working Paper WP-94-125 (December 1994) More

Altman A, Amann M, Klaassen G, Ruszczynski A, Schoepp W (1994)

Cost-Effective Sulphur Reduction Under Uncertainty
IIASA Working Paper WP-94-119 (November 1994) More

Flam SD, Ruszczynski A (1994)

Noncooperative Convex Games: Computing Equilibrium By Partial Regularization
IIASA Working Paper WP-94-042 (May 1994) More

Kallio MJ, Ruszczynski A (1994)

Perturbation Methods for Saddle Point Computation
IIASA Working Paper WP-94-038 (May 1994) More

Norkin VI, Ermoliev YM, Ruszczynski A (1994)

On Optimal Allocation of Indivisibles Under Uncertainty
IIASA Working Paper WP-94-021 (April 1994) More

Ruszczynski A (1994)

A Partial Regularization Method for Saddle Point Seeking
IIASA Working Paper WP-94-020 (March 1994) More

Kallio MJ, Ruszczynski A (1994)

Parallel Solution of Linear Programs Via Nash Equilibria
IIASA Working Paper WP-94-015 (March 1994) More

Ruszczynski A (1994)

On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs
IIASA Working Paper WP-94-005 (February 1994) More

Altman A, Ruszczynski A (1993)

Cost-effective Sulphur Emission Reduction under Uncertainty
IIASA Working Paper WP-93-062 (November 1993) More

Kallio MJ, Ruszczynski A, Salo S (1993)

A Regularized Jacobi Method for Large-Scale Linear Programming
IIASA Working Paper WP-93-061 (November 1993) More

Gutjahr W, Pflug GC, Ruszczynski A (1993)

Configurations of Series-Parallel Networks with Maximum Reliability
IIASA Working Paper WP-93-060 (October 1993) More

Ruszczynski A (1993)

Water Quality Management: Problem Formulations and Solution Methods
IIASA Working Paper WP-93-036 (July 1993) More

Ruszczynski A (1993)

Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results
IIASA Working Paper WP-93-021 (April 1993) More

Ruszczynski A (1993)

Interior Point Methods in Stochastic Programming
IIASA Working Paper WP-93-008 (February 1993) More

Ruszczynski A (1992)

Augmented Lagrangian Decomposition for Sparse Convex Optimization
IIASA Working Paper WP-92-075 (October 1992) More

Ruszczynski A, Rogowski T, Wierzbicki AP (eds) (1990)

Contributions to Methodology and Techniques of Decision Analysis (First Stage)
IIASA Collaborative Paper CP-90-008 (November 1990) More

Ruszczynski A (1988)

Parallel Decomposition of Multistage Stochastic Programming Problems
IIASA Working Paper WP-88-094 (October 1988) More