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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

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Projects 2010 2016

Collaborative research
Risk-averse
Risk aversion
Continuous time
Optimal control
Collaborative research
Risk-averse
Optimization problem
Approximation
Decomposition

Research Output 1974 2019

Disintegration
Polish Space
Stochastic programming
Dependent Observations
Stochastic Programming
1 Citations (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.

Rutgers, The State University

Research output: Contribution to journalArticle

Risk Measures
Discrete-time Systems
Dynamic programming
Dynamic Programming
Stochastic programming
4 Citations (Scopus)
Risk Measures
Discrete-time
Time Consistency
Deterioration
Invariant Measure
1 Citations (Scopus)
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.

Rutgers, The State University

Research output: Contribution to conferencePaper

Hilbert spaces
Mathematical models
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