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Roman",serif;} </style> <![endif]--><!--[if gte mso 9]><xml> <o:shapedefaults v:ext="edit" spidmax="1026"/> </xml><![endif]--><!--[if gte mso 9]><xml> <o:shapelayout v:ext="edit"> <o:idmap v:ext="edit" data="1"/> </o:shapelayout></xml><![endif]--> </head> <body bgcolor="#D0D0D0" lang=EN-US link=blue vlink=blue style='tab-interval: .5in' alink=Blue> <div class=WordSection1> <h4><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"; mso-no-proof:yes'><img width=16 height=16 id="_x0000_i1050" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Address <o:p></o:p></span></h4> <table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 width="50%" style='width:50.0%;mso-cellspacing:0in;mso-yfti-tbllook:1184;mso-padding-alt: 3.75pt 3.75pt 3.75pt 3.75pt'> <col><col> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td style='padding:3.75pt 3.75pt 3.75pt 3.75pt'> <p class=MsoNormal><b><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.business.rutgers.edu/msis" target="_parent">Department of Management Science <br> and Information Systems </a></span></b><span style='mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1'> <td style='padding:3.75pt 3.75pt 3.75pt 3.75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>Room 5182<br> 100 <span class=SpellE>Rockafeller</span> Road <br> <a href="http://www.kiosk.rutgers.edu/Topology/NewBrunswick.html" target="_parent">Livingston Campus </a></span><span style='mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:2'> <td style='padding:3.75pt 3.75pt 3.75pt 3.75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.rutgers.edu" target="_parent">Rutgers University</a> <br> Piscataway, NJ 08854, USA </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:3;mso-yfti-lastrow:yes'> <td style='padding:3.75pt 3.75pt 3.75pt 3.75pt'> <table class=MsoNormalTable border=0 cellpadding=0 style='mso-cellspacing: 1.5pt;mso-yfti-tbllook:1184;mso-padding-alt:0in 5.4pt 0in 5.4pt'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>Phone:</span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>(848) 445-3184 (the old number ending in 3422 is not valid)</span><span style='mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>Fax: </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>(848) 445-6329 </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:2;mso-yfti-lastrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>E-mail </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>login: <span class=SpellE>rusz</span> domain: business.rutgers.edu </span><span style='mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> </td> </tr> </table> </td> </tr> </table> <div class=MsoNormal align=center style='text-align:center'><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif;mso-fareast-font-family: "Times New Roman"'> <hr size=2 width="100%" align=center> </span></div> <p class=MsoNormal><span style='font-size:11.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1049" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><b style='mso-bidi-font-weight:normal'><span style='font-size:11.0pt;font-family: "Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'><a href="8th_workshop_page.htm">8th Rutgers-Stevens Workshop on Optimization of Stochastic Systems (July 26, 2018)</a></span></b><b style='mso-bidi-font-weight: normal'><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></b></p> <div class=MsoNormal align=center style='text-align:center'><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif;mso-fareast-font-family: "Times New Roman"'> <hr size=2 width="100%" align=center> </span></div> <h4><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1048" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><a href="7th_workshop_page.htm">7th Rutgers-Stevens Workshop on Optimization of Stochastic Systems (May 1 2, 2015)</a> </span><span style='font-size:11.0pt;font-family:"Arial",sans-serif'><o:p></o:p></span></h4> <div class=MsoNormal align=center style='text-align:center'><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'> <hr size=2 width="100%" align=center> </span></div> <h4><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1047" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-size:11.0pt;font-family:"Arial",sans-serif'><a href="http://personal.stevens.edu/~ddentche/poster2011.pdf" target="_parent"><span style='mso-fareast-font-family:"Times New Roman"'>6th Rutgers-Stevens Workshop on Optimization of Stochastic Systems (November 4--5, 2011) </span></a></span><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></h4> <h4 align=center style='text-align:center'><a name=workshop><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'> <hr size=2 width="100%" align=center> </span></a></h4> <h4><span style='mso-bookmark:workshop'></span><span style='mso-bookmark:workshop'><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1046" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span></span><a href="http://www.rusz.rutgers.edu/5th_workshop_page.htm" target="_parent"><span style='mso-bookmark:workshop'><span style='font-size:11.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>5th Rutgers-Stevens Workshop on Optimization of Stochastic Systems (March 20--21, 2009) </span></span><span style='mso-bookmark:workshop'></span></a><span style='mso-bookmark:workshop'><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></span></h4> <div class=MsoNormal align=center style='text-align:center'><span style='mso-bookmark:workshop'><span class=lsans1><span style='font-size:11.0pt; mso-fareast-font-family:"Times New Roman"'> <hr size=2 width="100%" align=center> </span></span></span></div> <span style='mso-bookmark:workshop'></span> <h4><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1045" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><a href="http://personal.stevens.edu/~ddentche/symp07/poster07p.htm" target="_parent">4th Rutgers-Stevens Workshop on Optimization of Stochastic Systems (March 30--31, 2007)<span style='font-size:12.0pt'> </span></a></span></h4> <div class=MsoNormal align=center style='text-align:center'><span class=lsans1><span style='mso-fareast-font-family:"Times New Roman"'> <hr size=2 width="100%" align=center> </span></span></div> <h4><a name=interests></a><span style='font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1044" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Research Interests and Service </span></h4> <p class=MsoNormal><span class=sans1><b><span style='font-size:9.0pt; mso-fareast-font-family:"Times New Roman"'>Interests:</span></b></span><span class=sans1><span style='font-size:9.0pt;mso-fareast-font-family:"Times New Roman"'> Optimization  Control - Risk - Business Analytics </span></span><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><br> <span class=sans1><b>Service:</b> Associate Editor, <a href="http://www.siam.org/journals/siopt/siopt.htm" target="_parent"><em><span style='font-family:"Arial",sans-serif'>SIAM Journal on Optimization</span></em></a>, </span><em><u><span style='font-family:"Arial",sans-serif;color:blue'>Mathematics of Operations Research</span></u></em><span class=sans1>, <a href="http://www.springer.com/business/operations+research/journal/10479" target="_parent"><em><span style='font-family:"Arial",sans-serif'>Annals of Operations Research </span></em></a></span></span><span class=sans1><span style='font-size:9.0pt'><span style='mso-spacerun:yes'></span><o:p></o:p></span></span></p> <div class=MsoNormal align=center style='text-align:center'><span class=sans1><span style='font-size:9.0pt;mso-fareast-font-family:"Times New Roman"'> <hr size=2 width="100%" align=center> </span></span></div> <h4><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"; mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1043" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Awards </span></h4> <h4><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><a href="https://www.siam.org/Prizes-Recognition/Joint-Prizes/Detail/george-b-dantzig-prize" target="_parent">2018 George B. <span class=SpellE>Dantzig</span> Prize</a> </span><span style='font-size:11.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";font-weight:normal;mso-bidi-font-weight:bold'>(jointly with A. Shapiro)</span><span style='font-size:11.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'> </span><span style='font-size:11.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"; font-weight:normal;mso-bidi-font-weight:bold'>of the <a href="https://www.siam.org" target="_parent">Society for Industrial and Applied Mathematics</a> and the <a href="http://www.mathopt.org/" target="_parent">Mathematical Optimization Society</a>, awarded at the International Symposium of Mathematical Programming, Bordeaux, July 2018 (<a href="https://www.youtube.com/watch?v=EQfwmdj7Tw0" target="_parent">video</a>).</span><span style='font-size:11.0pt;font-weight:normal;mso-bidi-font-weight:bold'><o:p></o:p></span></h4> <div class=MsoNormal align=center style='text-align:center'><span class=sans1><span style='font-size:9.0pt;mso-fareast-font-family:"Times New Roman"'> <hr size=2 width="100%" align=center> </span></span></div> <p class=MsoNormal align=center style='text-align:center'><span class=sans1><span style='font-size:9.0pt;mso-fareast-font-family:"Times New Roman"'><o:p>&nbsp;</o:p></span></span></p> <h4><a name=employment></a><span style='font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1042" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Employment History </span></h4> <table class=MsoNormalTable border=0 cellpadding=0 style='mso-cellspacing:1.5pt; mso-yfti-tbllook:1184;mso-padding-alt:0in 5.4pt 0in 5.4pt'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>1974--91 </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.elka.pw.edu.pl/index.php/eng/Faculty" target="_parent">Department of Electronics and Information Technology </a>, <a href="http://www.pw.edu.pl/engpw" target="_parent">Warsaw University of Technology </a>, Poland </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>1984--86 </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.unizh.ch/ior" target="_parent">Institute of Operations Research, </a><a href="http://www.unizh.ch/" target="_parent">University of Zurich </a>, Switzerland </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:2'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>1991--92 </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.orfe.princeton.edu" target="_parent">Department of Civil Engineering and Operations Research, Princeton University </a>, USA </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:3'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>1992--96 </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.iiasa.ac.at/" target="_parent">International Institute for Applied Systems Analysis, </a><span class=SpellE>Laxenburg</span>, Austria </span><span style='mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:4'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>1996--97 </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.engr.wisc.edu/ie/" target="_parent">Department of Industrial and Systems Engineering, University of Wisconsin-Madison, </a>USA </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:5;mso-yfti-lastrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'>1997-- </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal><span style='font-size:10.0pt;font-family:"Helvetica",sans-serif; mso-fareast-font-family:"Times New Roman"'><a href="http://www.business.rutgers.edu/msis" target="_parent">Department of Management Science and Information Systems, Rutgers University, </a>USA </span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> </table> <div class=MsoNormal align=center style='text-align:center'><span class=sans1><span style='font-size:9.0pt;mso-fareast-font-family:"Times New Roman"'> <hr size=2 width="100%" align=center> </span></span></div> <h4><a name=books></a><span style='font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1041" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Books </span></h4> <table class=MsoNormalTable border=0 cellpadding=0 style='mso-cellspacing:1.5pt; mso-yfti-tbllook:1184;mso-padding-alt:0in 5.4pt 0in 5.4pt'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal align=center style='text-align:center'><span style='mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=200 height=275 id="_x0000_i1040" src=SDR-cover-2014.jpg alt="Description: Description: C:\WEB_PAGE\SDR-cover-2014.jpg"></span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <h4><em><span style='mso-fareast-font-family:"Times New Roman"'><a href="http://bookstore.siam.org/mo16/" target="_parent">Lectures on Stochastic Programming: Modeling and Theory (2nd Edition)</a></span></em><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'>Alexander Shapiro, Darinka Dentcheva and Andrzej <span class=SpellE>RuszczyDski</span> <o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'>SIAM, Philadelphia, 2014 <o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'><a href="http://www2.isye.gatech.edu/~ashapiro/download.php?Down=book">PDF of the 1st edition</a> <o:p></o:p></span></h4> </td> </tr> <tr style='mso-yfti-irow:1'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal align=center style='text-align:center'><span style='mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=200 height=275 id="_x0000_i1039" src="NLP_cover.gif"></span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <h4><em><span style='mso-fareast-font-family:"Times New Roman"'><a href="http://www.pupress.princeton.edu/titles/8219.html" target="_parent">Nonlinear Optimization </a></span></em><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'>Andrzej <span class=SpellE>RuszczyDski</span> <o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'>Princeton University Press, Princeton 2006 <o:p></o:p></span></h4> <h5><em><span style='mso-fareast-font-family:"Times New Roman"'><a href="http://www.pupress.princeton.edu/titles/8219.html" target="_parent">PUP Catalog Entry </a></span></em><span style='mso-fareast-font-family:"Times New Roman"'><br> <em><a href="NLP_TOC.htm" target="_parent">Table of Contents </a></em><br> <em><a href="http://www.pupress.princeton.edu/chapters/s8219.pdf" target="_parent">Chapter 1 </a></em><br> <br> Reviews: <br> <em><a href="Reviews/Zbl-1108.htm" target="_parent"><span class=SpellE>Zentralblatt</span> MATH </a></em><br> <em><a href="Reviews/ORl-Review-Web.htm" target="_parent">Operations Research Letters </a></em><br> <em><a href="Reviews/MMOR-review.pdf" target="_parent">Mathematical Methods of Operations Research </a></em><br> <br> <em><a href="Reviews/NLP_book_errata.pdf" target="_parent">Errata </a></em><o:p></o:p></span></h5> </td> </tr> <tr style='mso-yfti-irow:2;mso-yfti-lastrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p class=MsoNormal align=center style='text-align:center'><span style='mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=200 height=275 id="_x0000_i1038" src="handbook_cover.jpg"></span><span style='mso-fareast-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <h4><span style='mso-fareast-font-family:"Times New Roman"'><a href="http://www.elsevier.com/wps/find/S03.cws_home/stochasticprogramming" target="_parent"><em>Stochastic Programming, Handbook in Operations Research and Management Science </em></a><o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and A. Shapiro (Editors) <o:p></o:p></span></h4> <h4><span style='mso-fareast-font-family:"Times New Roman"'>Elsevier Science, Amsterdam, 2003 <o:p></o:p></span></h4> </td> </tr> </table> <h4><a name=pubs1></a><span style='font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1037" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span><span style='font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Refereed Journal Publications (<a href="http://scholar.google.com/citations?hl=en&amp;user=O5SjWqAAAAAJ&amp;view_op=list_works" target="_parent">Google Scholar Citations</a>)</span><span style='mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></h4> <ol start=1 type=1> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>D. Dentcheva, A. <span class=SpellE>RuszczyDski</span>, <a href="https://doi.org/10.1137/16M1063794" target="_blank">Time-Coherent risk measures for continuous-time Markov chains</a>, <em><span style='font-family:"Arial",sans-serif'>SIAM Journal on Financial Mathematics</span></em></span> <em><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>9(2) (2018), 690 715 </span></em><span style='font-size:9.0pt;font-family:"Arial",sans-serif'>(<a href="https://doi.org/10.1137/16M1063794" target="_parent"> DOI: 10.1137/16M1063794 </a>)</span><em><span style='font-style:normal'><o:p></o:p></span></em></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>J. Fan, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s00186-018-0633-5" target="_parent">Risk measurement and risk-averse control of partially observable discrete-time Markov systems</a>, <i style='mso-bidi-font-style:normal'>Mathematical Methods of Operations Research </i></span><span style='font-size:9.0pt; font-family:"Arial",sans-serif'>(2018), 1--24<span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1007/s00186-018-0633-5" target="_parent"> DOI: 10.1007/s00186-018-0633-5 </a>)<span style='mso-spacerun:yes'> </span></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Y. Du, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s10957-017-1108-1" target="_parent">Rate of convergence of the bundle method</a>, <i style='mso-bidi-font-style: normal'>Journal of Optimization Theory and Applications </i></span><span style='font-size:9.0pt;font-family:"Arial",sans-serif'>173 (2017), 908--922<span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1007/s10957-017-1108-1" target="_parent"> DOI: 10.1007/s10957-017-1108 </a>)<span style='mso-spacerun:yes'> </span><o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>Y. Du, X. Lin, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1137/15M103217X" target="_parent">Selective Linearization Method for <span class=SpellE>Multiblbock</span> Convex Optimization</a>, <i style='mso-bidi-font-style:normal'>SIAM <em><span style='font-family:"Arial",sans-serif'>Journal on Optimization </span></em></i>27 (2017), 1102 1117<span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1137/15M103217X" target="_parent"> DOI: 10.1137/15M103217X </a>)<span style='mso-spacerun:yes'> </span><o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>D. Dentcheva, S. Penev, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s10463-016-0559-8" target="_parent">Statistical estimation of composite risk functionals and risk optimization problems</a>, <em><span style='font-family:"Arial",sans-serif'>Annals of the Institute of Statistical Mathematics, 69 (4) (2016), 737--760.</span></em><span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1007/s10463-016-0559-8" target="_parent"> DOI: 10.1007/s10463-016-0559-8 </a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>S. <span class=SpellE>Gulten</span>, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s10479-014-1768-2" target="_parent">Two-stage portfolio optimization with higher-order conditional measures of risk</a>, <em><span style='font-family:"Arial",sans-serif'>Annals of Operations Research, 229 (1) (2015), 409 427.</span></em><span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1007/s10479-014-1768-2" target="_parent"> DOI: 10.1007/s10479-014-1768-2 </a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>T. Asamov, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s10107-014-0813-x" target="_parent">Time-consistent approximations of risk-averse multistage stochastic optimization problems</a>, <em><span style='font-family:"Arial",sans-serif'>Mathematical Programming, 153 (2), 2015, 459--493,</span></em><span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1007/s10107-014-0813-x" target="_parent"> DOI: 10.1007/s10107-014-0813-x </a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>P. <span class=SpellE>avu_</span>, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1287/opre.2013.1251" target="_parent">Computational Methods for Risk-Averse Undiscounted Transient Markov Models</a>, <em><span style='font-family:"Arial",sans-serif'>Operations Research, 62 (2) (2014), 401 417.</span></em><span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1287/opre.2013.1251" target="_parent"> DOI: 10.1287/opre.2013.1251 </a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>P. <span class=SpellE>avu_</span>, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1137/13093902X">Risk-averse control of undiscounted transient Markov models</a>, <i style='mso-bidi-font-style: normal'>SIAM Journal on Control and Optimization</i> 52(6), 2014, 3935 3966.<span style='mso-spacerun:yes'> </span>(DOI:<a href="http://dx.doi.org/10.1137/13093902X">10.1137/13093902X</a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>X. Lin, M. Pham, A. <span class=SpellE>RuszczyDski</span>, <a href="http://jmlr.csail.mit.edu/papers/volume15/lin14a/lin14a.pdf">Alternating linearization for structured regularization problems</a>, <i style='mso-bidi-font-style:normal'>Journal of Machine Learning Research</i>, 15 (2014), 3447"3481.<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>D. Dentcheva, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s10107-013-0724-2" target="_parent">Risk preferences on the space of quantile functions</a>, <em><span style='font-family:"Arial",sans-serif'>Mathematical Programming, Series B 148 (2014), No. 1-2, 181--200.</span></em><span style='mso-spacerun:yes'> </span>(<a href="http://dx.doi.org/10.1007/s10107-013-0724-2" target="_parent"> DOI: 10.1007/s10107-013-0724-2 </a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>D. Dentcheva, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1137/120868311" target="_parent">Common Mathematical Foundations of Expected Utility and Dual Utility Theories</a>, <em><span style='font-family:"Arial",sans-serif'>SIAM Journal on Optimization 23 (2013), No. 1, </span></em><span style='mso-spacerun:yes'></span>381 405 (<a href="http://dx.doi.org/10.1137/120868311" target="_parent"> DOI: 10.1137/120868311 </a>)<o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>R. Collado, D. Papp, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1007/s10479-011-0935-y" target="_parent">Scenario decomposition of risk-averse multistage stochastic programming problems</a>, <em><span style='font-family:"Arial",sans-serif'>Annals of Operations Research 200 (2012), No. 1, 147--170</span></em>. (<a href="http://dx.doi.org/10.1007/s10479-011-0935-y" target="_parent"> DOI: 10.1007/s10479-011-0935-y </a>) <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. Lizyayev, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1016/j.ejor.2011.11.019" target="_parent">Tractable Almost Stochastic <span class=GramE>Dominance </span></a>, <em><span style='font-family:"Arial",sans-serif'>European Journal of Operational Research 218 (2012), No. 2, 448-455</span></em>. (<a href="http://dx.doi.org/10.1016/j.ejor.2011.11.019" target="_parent"> DOI: 10.1016/j.ejor.2011.11.019 </a>) <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>S. Choi, A. <span class=SpellE>RuszczyDski</span>, Y. Zhao, <a href="http://dx.doi.org/10.1287/opre.1100.0896" target="_parent">A Multi-Product Risk-Averse Newsvendor with Law Invariant Coherent Measures of <span class=GramE>Risk </span></a>, <em><span style='font-family:"Arial",sans-serif'>Operations Research </span></em>59 (2011), No. 2, 346--364. (<a href="http://dx.doi.org/10.1287/opre.1100.0896" target="_parent"> DOI: 10.1287/opre.1100.0896 </a>) <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>S. Choi, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1016/j.ejor.2011.04.005" target="_parent">A Multi-Product Risk-Averse Newsvendor with Exponential Utility <span class=GramE>Function </span></a>, <em><span style='font-family:"Arial",sans-serif'>European Journal of Operational Research </span></em>214 (2011), No. 1, 78--84. (<a href="http://dx.doi.org/10.1016/j.ejor.2011.04.005" target="_parent"> DOI: 10.1016/j.ejor.2011.04.005 </a>) <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>N. Miller, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1287/opre.1100.0847" target="_parent">Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and <span class=GramE>Decomposition </span></a>, <em><span style='font-family:"Arial",sans-serif'>Operations Research </span></em>59 (2011) 125-132. 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Game Theory Rev. </span></em>10 (2008), no. 1, 37--51. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1080/10556780701318796" target="_parent">A merit function approach to the <span class=SpellE>subgradient</span> method with <span class=GramE>averaging </span></a>, <em><span style='font-family: "Arial",sans-serif'>Optimization Methods and Software </span></em>23 (2008), No. 1, 161--172. (doi:10.1080/10556780701318796) <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>D. Dentcheva, A. <span class=SpellE>RuszczyDski</span>, <a href="CRABS-dynamic.pdf" target="_parent">Stochastic dominance for sequences and implied utility in dynamic optimization </a>, <em><span style='font-family:"Arial",sans-serif'>C. R. Acad. <span class=SpellE>Bulgare</span> Sci. </span></em>57 (2008), No. 1, 15--22. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>N. Miller, A. <span class=SpellE>RuszczyDski</span>, <a href="http://dx.doi.org/10.1016/j.ejor.2007.06.052" target="_parent">Risk-adjusted probability measures in portfolio optimization with coherent measures of risk </a>, <em><span style='font-family:"Arial",sans-serif'>European Journal of Operational Research </span></em>191 (2008), No. 1, 193--206. 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Berger, J.M. <span class=SpellE>Mulvey</span> and A. <span class=SpellE>RuszczyDski</span>, An extension of the DQA algorithm to convex stochastic programs, <em><span style='font-family:"Arial",sans-serif'>SIAM Journal on Optimization </span></em>4(1994) 735--753. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, <a href="%0d%0ahttp:/www.springerlink.com/content/ht47488315528656/?p=6f5a7d1b4a7741259a6c6eb3fc3792ea&amp;pi=6" target="_parent">Parallel decomposition of multistage stochastic programming problems,</a> <em><span style='font-family:"Arial",sans-serif'>Mathematical Programming </span></em>58(1993) 201--228. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>J. Gondzio and A. <span class=SpellE>RuszczyDski</span>, Sensitivity method for basis inverse representation in multistage stochastic programming problems, <em><span style='font-family:"Arial",sans-serif'>Journal of Optimization Theory and Applications </span></em>74(1992) 221--242. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>J.M. <span class=SpellE>Mulvey</span> and A. <span class=SpellE>RuszczyDski</span>, A diagonal quadratic approximation method for large scale linear programs, <em><span style='font-family:"Arial",sans-serif'>Operations Research Letters </span></em>12(1992) 205--215. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>B. Arthur and A. <span class=SpellE>RuszczyDski</span>, Strategic pricing in markets with a conformity effect, <em><span style='font-family:"Arial",sans-serif'>Archives of Control Sciences </span></em>1(XXXVII<span class=GramE>)(</span>1992) 7--31. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, An augmented <span class=SpellE>Lagrangian</span> decomposition method for block diagonal linear programming problems, <em><span style='font-family:"Arial",sans-serif'>Operations Research Letters </span></em>8(1989) 287--294. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, A linearization method for <span class=SpellE>nonsmooth</span> stochastic optimization problems, <em><span style='font-family:"Arial",sans-serif'>Mathematics of Operations Research </span></em>12(1987) 32--49. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>,<a href="%0d%0ahttp:/www.springerlink.com/content/g05044vnp2427975/?p=e1cd3d58b36f459a9c27cfeacf16da3e&amp;pi=0" target="_parent"> A regularized decomposition method for minimizing a sum of polyhedral functions</a>, <em><span style='font-family:"Arial",sans-serif'>Mathematical Programming </span></em>35(1986) 309--333. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and W. <span class=SpellE>Syski</span>, <span class=GramE>On</span> convergence of the stochastic <span class=SpellE>subgradient</span> method with on-line <span class=SpellE>stepsize</span> rules, <em><span style='font-family:"Arial",sans-serif'>Journal of Mathematical Analysis and Applications </span></em>114(1986) 512--527. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and W. <span class=SpellE>Syski</span>, A method of aggregate stochastic <span class=SpellE>subgradients</span> with on-line <span class=SpellE>stepsize</span> rules for convex stochastic programming problems, <em><span style='font-family:"Arial",sans-serif'>Mathematical Programming Study </span></em>28(1986) 113--131. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, A recursive quadratic programming algorithm for constrained stochastic programming problems, <em><span style='font-family:"Arial",sans-serif'>Control and Cybernetics </span></em>13 (1984) 59--72. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and M. <span class=SpellE>Styblinski</span>, Stochastic approximation approach to statistical circuit design, <em><span style='font-family:"Arial",sans-serif'>Electronics Letters </span></em>19(1983) 300--302. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and W. <span class=SpellE>Syski</span>, Stochastic approximation algorithm with gradient averaging for unconstrained problems, <em><span style='font-family:"Arial",sans-serif'>IEEE Transactions on Automatic Control </span></em>AC--28(1983) 1097--1105. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, Stochastic feasible direction methods for <span class=SpellE>nonsmooth</span> stochastic optimization problems, <em><span style='font-family:"Arial",sans-serif'>Control and Cybernetics </span></em>9(1980) 173--187. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, <a href="http://www.springerlink.com/content/p85l67586t817165/?p=6f5a7d1b4a7741259a6c6eb3fc3792ea&amp;pi=2" target="_parent">Feasible direction methods for stochastic programming problems</a>, <em><span style='font-family:"Arial",sans-serif'>Mathematical Programming </span></em>19(1980) 220--229. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and J. <span class=SpellE>Szymanowski</span>, Convergence analysis for two-level algorithms of mathematical programming, <em><span style='font-family:"Arial",sans-serif'>Mathematical <span class=SpellE>Programmming</span> Study </span></em>10(1979) 158--171. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, Coordination of nonstationary systems, <em><span style='font-family:"Arial",sans-serif'>IEEE Transactions on Automatic Control </span></em>AC--24(1979) 51--62. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, Convergence conditions for the interaction balance algorithm based on an approximate mathematical model, <em><span style='font-family:"Arial",sans-serif'>Control and Cybernetics </span></em>5(1976) 29--43. <o:p></o:p></span></li> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>K. Malinowski and A. <span class=SpellE>RuszczyDski</span>, Application of an interaction balance method to process coordination, <em><span style='font-family:"Arial",sans-serif'>Control and Cybernetics </span></em>4(1975) 15--31. <o:p></o:p></span></li> </ol> <div class=MsoNormal align=center style='text-align:center'><span class=sans1><span style='font-size:9.0pt;mso-fareast-font-family:"Times New Roman"'> <hr size=2 width="100%" align=center> </span></span></div> <h4><a name=pubs2></a><span style='mso-bookmark:pubs2'><span style='font-family: "Arial",sans-serif;mso-fareast-font-family:"Times New Roman";mso-no-proof:yes'><img border=0 width=16 height=16 id="_x0000_i1036" src="ball_gr.gif" alt="Description: Description: C:\WEB_PAGE\ball_gr.gif"></span></span><span style='mso-bookmark:pubs2'><span style='font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>Other Refereed Publications </span></span></h4> <span style='mso-bookmark:pubs2'></span> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>1.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>D. Dentcheva, A. <span class=SpellE>RuszczyDski</span>, Risk-Averse Control of Continuous-Time Markov Chains, <i style='mso-bidi-font-style: normal'>Proceedings of the Conference on Control and its Applications,</i> 2017, pp. 78-85. (DOI: <a href="http://dx.doi.org/10.1137/1.9781611975024.11">10.1137/1.9781611975024.11</a></span>)<span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>2.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>J. Fan, A. <span class=SpellE>RuszczyDski</span>, Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems, <i style='mso-bidi-font-style:normal'>Proceedings of the Conference on Control and its Applications,</i> Paris 2015, pp. 153--158. (DOI: </span><span style='font-size:9.0pt;font-family:"Arial",sans-serif'><a href="http://dx.doi.org/10.1137/1.9781611974072.22">10.1137/1.9781611974072.22</a></span>)<span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>3.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, J. Yao, A Risk-Averse Analog of the Hamilton Jacobi Bellman Equation, <i style='mso-bidi-font-style:normal'>Proceedings of the Conference on Control and its Applications,</i> Paris 2015, pp. 462--468. (DOI: </span><span style='font-size:9.0pt;font-family:"Arial",sans-serif'><a href="http://dx.doi.org/10.1137/1.9781611974072.63">10.1137/1.9781611974072.63</a></span>)<span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'><o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>4.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span class=SpellE><span style='font-size:9.0pt; font-family:"Arial",sans-serif;mso-fareast-font-family:"Times New Roman"'>RuszczyDski</span></span><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: "Times New Roman"'>, <a href="http://dx.doi.org/10.1287/educ.2013.0110" target="_parent">Advances in Risk-Averse Optimization</a>, <em><span style='font-family:"Arial",sans-serif'>Tutorials in Operations Research 2013, INFORMS, </span></em><span style='mso-spacerun:yes'></span>168-190 (<a href="http://dx.doi.org/10.1287/educ.2013.0110" target="_parent"> DOI: 10.1287/educ.2013.0110 </a>)<o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>5.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, A. Shapiro, <a href="http://ideas.repec.org/p/wpa/wuwpri/0407002.html" target="_parent">Optimization of Risk Measures </a>, in: G. Calafiore and F, <span class=SpellE>Dabbene</span> (Eds.) <em><span style='font-family:"Arial",sans-serif'>Probabilistic and Randomized Methods for Design under Uncertainty</span></em>, Springer-<span class=SpellE>Verlag</span>, London 2006, pp. 119-157. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>6.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>G. Ch. Pflug and A. <span class=SpellE>RuszczyDski</span>, A risk measure for income processes, in: G. <span class=SpellE>Szego</span> (Ed.), <em><span style='font-family:"Arial",sans-serif'>Risk measures for 21st <span class=GramE>Century <span style='font-style:normal'>,</span></span></span></em> Wiley, <span class=SpellE>Chichester</span> 2004, pp. 249--268. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>7.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>B.J. <span class=SpellE>Lence</span> and A. <span class=SpellE>RuszczyDski</span>, Managing water quality under uncertainty: application of a new stochastic branch and bound method, in: <em><span style='font-family:"Arial",sans-serif'>Risk, Reliability, Uncertainty and Robustness of Water Resources Systems</span></em>, Cambridge University Press, Cambridge, U.K., 2004. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>8.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, On regularized duality in convex optimization, in: <em><span style='font-family: "Arial",sans-serif'>Recent Advances in <span class=SpellE>Nonsmooth</span> Optimization</span></em>, D.Z. Du, L. Qi and R.S. <span class=SpellE>Womersley</span> (eds.), World Scientific, Singapore 1995, pp. 381--391. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>9.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, On the regularized decomposition method for stochastic programming problems, in: <em><span style='font-family:"Arial",sans-serif'>Stochastic Programming: Numerical Techniques and Engineering Applications</span></em>, K. Marti and P. <span class=SpellE>Kall</span> (eds.), <em><span style='font-family:"Arial",sans-serif'>Lecture Notes in Control and Information Sciences</span></em> 423(1995), Springer-<span class=SpellE>Verlag</span>, Berlin 1995, pp. 93--108. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>10.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>W.B. Arthur and A. <span class=SpellE>RuszczyDski</span>, Strategic pricing in markets with increasing returns, in: W.B. Arthur (ed.), <em><span style='font-family:"Arial",sans-serif'>Increasing Returns and Path-Dependence in the Economy</span></em>, The University of Michigan Press, Ann Arbor, 1994, pp. 159--184. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>11.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A.J. Berger, J.M. <span class=SpellE>Mulvey</span> and A. <span class=SpellE>RuszczyDski</span>, Restarting strategies for the DQA algorithm, in: <em><span style='font-family: "Arial",sans-serif'>Large Scale Optimization: State of the Art</span></em>, W. Hager, D. Hearn and P. Pardalos (eds.), Kluwer Academic Publishers 1994, pp. 1--25. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>12.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>J.M. <span class=SpellE>Mulvey</span> and A. <span class=SpellE>RuszczyDski</span>, A diagonal quadratic approximation method for linear multistage stochastic programming problems, in: <em><span style='font-family:"Arial",sans-serif'>System Modelling and Optimization</span></em>, P. <span class=SpellE>Kall</span> (ed.), <em><span style='font-family:"Arial",sans-serif'>Lecture Notes in Control and Information Sciences</span></em> 180(1992), Springer-<span class=SpellE>Verlag</span>, Berlin 1992, pp.588--597. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>13.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, Regularized decomposition and augmented <span class=SpellE>Lagrangian</span> decomposition for angular linear programming problems, in: <em><span style='font-family:"Arial",sans-serif'>Aspiration Based Decision Support Systems</span></em>, A. Lewandowski and A. Wierzbicki (eds.), <em><span style='font-family:"Arial",sans-serif'>Lecture Notes in Economics and Mathematical Systems</span></em> 331(1989), Springer-<span class=SpellE>Verlag</span>, Berlin 1989, pp. 80--91. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>14.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>J Gondzio and A. <span class=SpellE>RuszczyDski</span>, A sensitivity method for solving multistage linear programming problems, in: <em><span style='font-family:"Arial",sans-serif'>Aspiration Based Decision Support Systems</span></em>, A. Lewandowski and A. Wierzbicki (eds.), <em><span style='font-family:"Arial",sans-serif'>Lecture Notes in Economics and Mathematical Systems </span></em>331(1989), Springer-<span class=SpellE>Verlag</span>, Berlin 1989, pp. 68--79. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>15.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, Modern techniques for linear dynamic and stochastic programs, in: <em><span style='font-family:"Arial",sans-serif'>Aspiration Based Decision Support Systems</span></em>, A. Lewandowski and A. Wierzbicki (eds.), <em><span style='font-family:"Arial",sans-serif'>Lecture Notes in Economics and Mathematical Systems </span></em>331(1989), Springer-<span class=SpellE>Verlag</span>, Berlin 1989, pp. 48--67. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>16.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>P. <span class=SpellE>Kall</span>, A. <span class=SpellE>RuszczyDski</span> and K. <span class=SpellE>Frauendorfer</span>, Approximation techniques in stochastic programming, in: <em><span style='font-family:"Arial",sans-serif'>Numerical Methods for Stochastic Optimization</span></em>, <span class=SpellE>Yu.M</span>. <span class=SpellE>Ermoliev</span> and R. Wets (eds.), Springer-<span class=SpellE>Verlag</span>, 1987. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>17.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, A method of feasible directions for solving <span class=SpellE>nonsmooth</span> stochastic programming problems, in: <em><span style='font-family:"Arial",sans-serif'>Stochastic Programming </span></em>, F. <span class=SpellE>Archetti</span>, G. 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Sci.</span></em> 76(1986), Springer-<span class=SpellE>Verlag</span>, Berlin 1986, pp. 258--271. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>18.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and W. <span class=SpellE>Syski</span>, Stochastic approximation algorithm with gradient averaging and on-line <span class=SpellE>stepsize</span> rules, <em><span style='font-family:"Arial",sans-serif'>Proceedings of 9th IFAC World Congress</span></em> (J. <span class=SpellE>Gertler</span> and L. <span class=SpellE>Keviczky</span>, eds.), Budapest 1984. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>19.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, <span class=SpellE>Nonsmooth</span> functions in hierarchical control problems, in <em><span style='font-family:"Arial",sans-serif'>Progress in <span class=SpellE>Nondifferentiable</span> Optimization</span></em>, E. <span class=SpellE>Nurminski</span> (ed.), <span class=GramE>North</span>--Holland, 1982, pp. 145--172. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>20.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span>, <span class=GramE>On</span> convergence of quasi-Newton methods for nonlinearly constrained optimization problems, in <em><span style='font-family:"Arial",sans-serif'>Methods of Mathematical Programming</span></em>, Polish Scientific Publishers, Warsaw, 1981, pp. 277--281. <o:p></o:p></span></p> <p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; margin-left:.5in;text-indent:-.25in;mso-list:l0 level1 lfo5;tab-stops:list .5in'><![if !supportLists]><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-fareast-font-family: Arial'><span style='mso-list:Ignore'>21.<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp; </span></span></span><![endif]><span style='font-size:9.0pt;font-family:"Arial",sans-serif; mso-fareast-font-family:"Times New Roman"'>A. <span class=SpellE>RuszczyDski</span> and J. <span class=SpellE>Szymanowski</span>, An accuracy selection algorithm for the modified gradient projection method in min--max problems, <em><span style='font-family:"Arial",sans-serif'>Lecture Notes on Control and Inf. Sci.</span></em> 7(1978), Springer-<span class=SpellE>Verlag</span>, Berlin 1978, pp. 169--178. <o:p></o:p></span></p> <p><span style='font-size:9.0pt;font-family:"Arial",sans-serif;mso-no-proof: yes'><img border=0 width=800 height=5 id="_x0000_i1035" src=redline.gif alt="Description: Description: C:\WEB_PAGE\redline.gif"></span><span style='font-size:9.0pt;font-family:"Arial",sans-serif'><o:p></o:p></span></p> </div> </body> </html>