Projects per year

## Fingerprint Fingerprint is based on mining the text of the experts' scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

- 4 Similar Profiles

Stochastic programming
Engineering & Materials Science

Stochastic Dominance
Mathematics

Stochastic Programming
Mathematics

Optimization Problem
Mathematics

Stochastic Optimization
Mathematics

Linear programming
Engineering & Materials Science

Convex optimization
Engineering & Materials Science

Decomposition
Engineering & Materials Science

##
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Projects 2010 2016

- 2 Finished

## Collaborative Research: Time-Consistent Risk-Averse Control Of Markov Systems

National Science Foundation (NSF)

9/1/13 → 8/31/16

Project: Research project

Collaborative research

Risk-averse

Risk aversion

Continuous time

Optimal control

## Collaborative Research: Successive Risk-Neutral Approximations Of Dynamic Risk-Averse Optimization Problems

National Science Foundation (NSF)

7/1/10 → 6/30/13

Project: Research project

Collaborative research

Risk-averse

Optimization problem

Approximation

Decomposition

## Research Output 1974 2019

## Risk forms: representation, disintegration, and application to partially observable two-stage systems

Dentcheva, D. & Ruszczynski, A., Jan 1 2019, In : Mathematical Programming.Rutgers, The State University, Stevens Institute of Technology

Research output: Contribution to journal › Article

Disintegration

Polish Space

Stochastic programming

Dependent Observations

Stochastic Programming

1
Citation
(Scopus)

## Process-based risk measures and risk-averse control of discrete-time systems

Fan, J. & Ruszczynski, A., Jan 1 2018, (Accepted/In press) In : Mathematical Programming.Research output: Contribution to journal › Article

Risk Measures

Discrete-time Systems

Dynamic programming

Dynamic Programming

Stochastic programming

4
Citations
(Scopus)

## Risk measurement and risk-averse control of partially observable discrete-time Markov systems

Fan, J. & Ruszczynski, A., Oct 1 2018, In : Mathematical Methods of Operations Research. 88, 2, p. 161-184 24 p.Research output: Contribution to journal › Article

Risk Measures

Discrete-time

Time Consistency

Deterioration

Invariant Measure

2
Citations
(Scopus)

## Time-coherent risk measures for continuous-time markov chains

Dentcheva Ruszczynski, D. & Ruszczynski, A., Jan 1 2018, In : SIAM Journal on Financial Mathematics. 9, 2, p. 690-715 26 p.Stevens Institute of Technology, Rutgers, The State University

Research output: Contribution to journal › Article

Coherent Risk Measures

Continuous-time Markov Chain

Risk Evaluation

Markov processes

Risk Measures

## ALGORITHM FOR REAL SYSTEM COORDINATION.

Szymanowski, J., Brdys, M. & Ruszczynski, A., Jan 1 2017, p. 561-570. 10 p.Research output: Contribution to conference › Paper

Hilbert spaces

Mathematical models

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