Andrzej Ruszczynski

Identifiers

• name variant Andrzej Ruszczynski 0.60 · backfill

Papers (11)

1. Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximation cs.LG · 2026 · author #1
2. Risk Forms: Representation, Disintegration, and Application to Partially Observable Two-Stage Systems math.OC · 2018 · author #2
3. Time-Consistent Risk Measures for Continuous-Time Markov Chains math.OC · 2017 · author #2
4. Rate of Convergence of the Bundle Method math.OC · 2016 · author #2
5. Selective Linearization For Multi-Block Convex Optimization math.OC · 2015 · author #3
6. Discrete-Time Approximation of Risk-Averse Control Problems for Diffusion Processes math.OC · 2015 · author #1
7. Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems math.ST · 2015 · author #3
8. Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems math.OC · 2014 · author #2
9. Common Mathematical Foundations of Expected Utility and Dual Utility Theories math.FA · 2012 · author #2
10. Risk-Averse Control of Undiscounted Transient Markov Models math.OC · 2012 · author #2
11. Alternating Linearization for Structured Regularization Problems stat.CO · 2011 · author #3

Mentions

• 1211.4469 #2 · backfill · confidence 0.70 Andrzej Ruszczynski
• 1203.5437 #2 · backfill · confidence 0.70 Andrzej Ruszczynski
• 1201.0306 #3 · backfill · confidence 0.70 Andrzej Ruszczynski

Frequent Coauthors

• Darinka Dentcheva 4 shared papers
• Xiaodong Lin 2 shared papers
• Yu Du 2 shared papers
• Jianing Yao 1 shared papers
• Jingnan Fan 1 shared papers
• Minh Pham 1 shared papers
• Ozlem Cavus 1 shared papers
• Spiridon Penev 1 shared papers
• Tiangang Zhang 1 shared papers