Ruszczyski A.

A. Ruszczyski

Information about the author A. Ruszczyski will soon be added to the site.
Found 5 papers in total
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
2004
We consider a new class of optimization problems involving stochastic dominance...
Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
2002
We consider stochastic programming problems with probabilistic constraints involving...
On consistency of stochastic dominance and mean-semideviation models
On consistency of stochastic dominance and mean-semideviation models
2001
We analyze relations between two methods frequently used for modeling the choice among...
Concavity and efficient points of discrete distributions in probabilistic programming
Concavity and efficient points of discrete distributions in probabilistic programming
2000
We consider stochastic programming problems with probabilistic constraints involving...
On the Glivenko–Cantelli problem in stochastic programming: Mixed-integer linear resource
On the Glivenko–Cantelli problem in stochastic programming: Mixed-integer linear resource
1998
Expected recourse functions in linear two-stage stochastic programs with mixed-integer...
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