Description: Description: C:\WEB_PAGE\ball_gr.gifAddress

Department of Management Science
and Information Systems

Room 5182
100 Rockafeller Road
Livingston Campus

Rutgers University
Piscataway, NJ 08854, USA

Phone:

(848) 445-3184 (the old number ending in 3422 is not valid)

Fax:

(848) 445-6329

E-mail

login: rusz domain: business.rutgers.edu

Description: Description: C:\WEB_PAGE\ball_gr.gifResearch Interests and Service

Interests: Optimization – Control - Risk - Business Analytics
Service: Associate Editor, SIAM Journal on Optimization, Mathematics of Operations Research, Annals of Operations Research  

Description: Description: C:\WEB_PAGE\ball_gr.gifAwards

2018 George B. Dantzig Prize (jointly with A. Shapiro) of the Society for Industrial and Applied Mathematics and the Mathematical Optimization Society, awarded at the International Symposium of Mathematical Programming, Bordeaux, July 2018 (video).

Description: Description: C:\WEB_PAGE\ball_gr.gifEmployment History

1974--91

Department of Electronics and Information Technology , Warsaw University of Technology , Poland

1984--86

Institute of Operations Research, University of Zurich , Switzerland

1991--92

Department of Civil Engineering and Operations Research, Princeton University , USA

1992--96

International Institute for Applied Systems Analysis, Laxenburg, Austria

1996--97

Department of Industrial and Systems Engineering, University of Wisconsin-Madison, USA

1997--

Department of Management Science and Information Systems, Rutgers University, USA

Description: Description: C:\WEB_PAGE\ball_gr.gifBooks

Description: Description: C:\WEB_PAGE\SDR-cover-2014.jpg

Lectures on Stochastic Programming: Modeling and Theory (2nd Edition)

Alexander Shapiro, Darinka Dentcheva and Andrzej Ruszczyński

SIAM, Philadelphia, 2014

PDF of the 1st edition

Nonlinear Optimization

Andrzej Ruszczyński

Princeton University Press, Princeton 2006

PUP Catalog Entry
Table of Contents
Chapter 1

Reviews:
Zentralblatt MATH
Operations Research Letters
Mathematical Methods of Operations Research

Errata

Stochastic Programming, Handbook in Operations Research and Management Science

A. Ruszczyński and A. Shapiro (Editors)

Elsevier Science, Amsterdam, 2003

Description: Description: C:\WEB_PAGE\ball_gr.gifRefereed Journal Publications (Google Scholar Citations)

  1. S Lin and A. Ruszczyński, An integrated transportation distance between kernels and approximate dynamic risk evaluation in Markov systems, SIAM Journal on Control and Optimization 61(6) (2023), 2559--3583    
  2. C. Vitt, D. Dentcheva, A. Ruszczyński, and N. Sandberg, The deepest event cuts in risk-averse optimization with application to radiation therapy design, Computational Optimization and Applications 1 (2023), 1--26    
  3. T. R. Bielecki, I. Cialenco, and A. Ruszczyński, Risk filtering and risk-averse control of Markovian systems subject to model uncertainty, Mathematical Methods of Operations Research 1 (2023), 1--38    
  4. D. Dentcheva and A. Ruszczyński, Mini-batch risk forms, SIAM Journal on Optimization 33 (2) (2023), 615--637    
  5. M. Gurbuzbalaban, A. Ruszczyński, L. Zhu A stochastic subgradient method for distributionally robust non-convex and non-smooth learning, Journal of Optimization Theory and Applications 19 (2022), 1014--1041    
  6. J. Fan, A. Ruszczyński, Process-based risk measures and risk-averse control of discrete-time systems, Mathematical Programming 191 (2022), 113--140.  ( DOI: 10.1007/s10107-018-1349-2 ) 
  7. A. Ruszczyński, A stochastic subgradient method for nonsmooth nonconvex multilevel composition optimization, SIAM Journal on Control and Optimization 59 (33) (2021), 2301--2320    
  8. D. Dentcheva and A. Ruszczyński, Subregular recourse in nonlinear multistage stochastic optimization, Mathematical Programming, Series B 189 (1)(2021), 249--270    
  9. Y. Du, X. Lin. M. Pham, and A. Ruszczyński, An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems,, Journal of Global Optimization 81 (1) (2021), 179--202    
  10. Y. Du, X. Lin. M. Pham, and A. Ruszczyński, Selective linearization for multi-block statistical learning,, European Journal of Operational Research 291 (1) (2021), 219--228    
  11. U. Kose, A. Ruszczyński, Risk-averse learning by temporal difference methods with Markov risk measures,, Journal of Machine Learning Research 22(2021), 1--34    
  12. A. Ruszczyński, Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization, Optimization Letters 14(2020), 1615--1625    
  13. A. Ruszczyński, J. Yao, A dual method for the evaluation of risk in diffusion processes, ESAIM: Control, Optimization, and Calculus of Variations 26(2020), 96--116    
  14. S. Ghadimi, A. Ruszczyński, M. Wang, A single timescale stochastic approximation method for nested stochastic optimization, SIAM Journal on Optimization 31 (1) (2020), 960--979    
  15. D. Dentcheva, A. Ruszczyński, Risk forms: representation, disintegration, and application to partially observable two-stage systems, Mathematical Programming B 181(2)(2020), 297--317   ( DOI: 10.1007/s10107-019-01376-1 ) 
  16. D. Dentcheva, A. Ruszczyński, Time-Coherent risk measures for continuous-time Markov chains, SIAM Journal on Financial Mathematics 9(2) (2018), 690—715 ( DOI: 10.1137/16M1063794 )
  17. J. Fan, A. Ruszczyński, Risk measurement and risk-averse control of partially observable discrete-time Markov systems, Mathematical Methods of Operations Research 88 (2) (2018), 161--184  ( DOI: 10.1007/s00186-018-0633-5 ) 
  18. Y. Du, A. Ruszczyński, Rate of convergence of the bundle method, Journal of Optimization Theory and Applications 173 (2017), 908--922  ( DOI: 10.1007/s10957-017-1108 ) 
  19. Y. Du, X. Lin, A. Ruszczyński, Selective Linearization Method for Multiblbock Convex Optimization, SIAM Journal on Optimization 27 (2017), 1102—1117  ( DOI: 10.1137/15M103217X ) 
  20. D. Dentcheva, S. Penev, A. Ruszczyński, Statistical estimation of composite risk functionals and risk optimization problems, Annals of the Institute of Statistical Mathematics, 69 (4) (2017), 737--760.  ( DOI: 10.1007/s10463-016-0559-8 )
  21. S. Gulten, A. Ruszczyński, Two-stage portfolio optimization with higher-order conditional measures of risk, Annals of Operations Research, 229 (1) (2015), 409–427.  ( DOI: 10.1007/s10479-014-1768-2 )
  22. T. Asamov, A. Ruszczyński, Time-consistent approximations of risk-averse multistage stochastic optimization problems, Mathematical Programming, 153 (2), 2015, 459--493,  ( DOI: 10.1007/s10107-014-0813-x )
  23. Ő. Çavuş, A. Ruszczyński, Computational Methods for Risk-Averse Undiscounted Transient Markov Models, Operations Research, 62 (2) (2014), 401–417.  ( DOI: 10.1287/opre.2013.1251 )
  24. Ő. Çavuş, A. Ruszczyński, Risk-averse control of undiscounted transient Markov models, SIAM Journal on Control and Optimization 52(6), 2014, 3935–3966.  (DOI:10.1137/13093902X)
  25. X. Lin, M. Pham, A. Ruszczyński, Alternating linearization for structured regularization problems, Journal of Machine Learning Research, 15 (2014), 3447−3481.
  26. D. Dentcheva, A. Ruszczyński, Risk preferences on the space of quantile functions, Mathematical Programming, Series B 148 (2014), No. 1-2, 181--200.  ( DOI: 10.1007/s10107-013-0724-2 )
  27. D. Dentcheva, A. Ruszczyński, Common Mathematical Foundations of Expected Utility and Dual Utility Theories, SIAM Journal on Optimization 23 (2013), No. 1,  381—405 ( DOI: 10.1137/120868311 )
  28. R. Collado, D. Papp, A. Ruszczyński, Scenario decomposition of risk-averse multistage stochastic programming problems, Annals of Operations Research 200 (2012), No. 1, 147--170. ( DOI: 10.1007/s10479-011-0935-y )
  29. A. Lizyayev, A. Ruszczyński, Tractable Almost Stochastic Dominance , European Journal of Operational Research 218 (2012), No. 2, 448-455. ( DOI: 10.1016/j.ejor.2011.11.019 )
  30. S. Choi, A. Ruszczyński, Y. Zhao, A Multi-Product Risk-Averse Newsvendor with Law Invariant Coherent Measures of Risk , Operations Research 59 (2011), No. 2, 346--364. ( DOI: 10.1287/opre.1100.0896 )
  31. S. Choi, A. Ruszczyński, A Multi-Product Risk-Averse Newsvendor with Exponential Utility Function , European Journal of Operational Research 214 (2011), No. 1, 78--84. ( DOI: 10.1016/j.ejor.2011.04.005 )
  32. N. Miller, A. Ruszczyński, Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition , Operations Research 59 (2011) 125-132. ( DOI: 10.1287/opre.1100.0847 )
  33. A. Ruszczyński, Risk-averse dynamic programming for Markov decision processes , Mathematical Programming, Series B 125 (2010) 235--261, ( DOI: 10.1007/s10107-010-0393-3 .)
  34. D. Dentcheva, S. Penev, A. Ruszczyński, Kusuoka representation of higher order dual risk measures , Annals of Operations Research 181 (2010) 325--335. ( DOI: 10.1007/s10479-010-0747-5 .)
  35. D. Dentcheva, A. Ruszczyński, Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints , Optimization 59 (2010) 323--338. ( DOI: 10.1080/02331931003696350 .)
  36. D. Dentcheva, A. Ruszczyński, Robust stochastic dominance and its application to risk-averse optimization , Mathematical Programming, Series B, 123 (2010) 85--100. ( DOI: 10.1007/s10107-009-0321-6 .)
  37. D. Dentcheva, A. Ruszczyński, Optimization with multivariate stochastic dominance constraints , Mathematical Programming 117 (2009) 111-127 ( DOI: 10.1007/s10107-007-0165-x .)
  38. G. Rudolf and A. Ruszczyński, Optimization problems with second order stochastic dominance constraints: duality, compact formulations, and cut generation methods , SIAM J. on Optimization 19 (2008), No. 3, 1326--1343. (doi:10.1137/070702473)
  39. D. Dentcheva and A. Ruszczyński, Duality between coherent risk measures and stochastic dominance constraints in risk-averse optimization , Pacific J. of Optimization , vol. 4 (2008), No. 3, 433-446.
  40. D. Dentcheva and A. Ruszczyński, Stochastic dynamic optimization with discounted stochastic dominance constraints , SIAM J. on Control and Optimization 47 (2008), No. 5, 2540--2556. (doi:10.1137/070679569)
  41. S.D. Flam and A. Ruszczyński, Finding normalized equilibrium in convex-concave games, Int. Game Theory Rev. 10 (2008), no. 1, 37--51.
  42. A. Ruszczyński, A merit function approach to the subgradient method with averaging , Optimization Methods and Software 23 (2008), No. 1, 161--172. (doi:10.1080/10556780701318796)
  43. D. Dentcheva, A. Ruszczyński, Stochastic dominance for sequences and implied utility in dynamic optimization , C. R. Acad. Bulgare Sci. 57 (2008), No. 1, 15--22.
  44. N. Miller, A. Ruszczyński, Risk-adjusted probability measures in portfolio optimization with coherent measures of risk , European Journal of Operational Research 191 (2008), No. 1, 193--206. (doi:10.1016/j.ejor.2007.06.052)
  45. S. Choi, A. Ruszczyński, A risk-averse newsvendor with law invariant coherent measures of risk , Operations Research Letters 36 (2008), No. 1, 77--82. (doi:10.1016/j.orl.2007.04.008)
  46. D. Dentcheva, A. Ruszczyński, Composite semi-infinite optimization , Control and Cybernetics 36 (2007) 633--646.
  47. D. Dentcheva, R. Henrion and A. Ruszczyński, Stability and sensitivity of optimization problems with first order stochastic dominance constraints , SIAM Journal on Optimization 18 (2007) 322--333. (DOI: 10.1137/060650118)
  48. N. Noyan, A. Ruszczyński, Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints, Mathematical Programming 115 (2008) 249--275 ( DOI: 10.1007/s10107-007-0100-1 )
  49. M. Lejeune, A. Ruszczyński, An efficient trajectory method for probabilistic production-inventory-distribution problems, Operations Research 55 (2007) 378--394.
  50. A. Ruszczyński, A. Shapiro, Optimization of Convex Risk Functions , Mathematics of Operations Research 31 (2006) 433--452.
  51. A. Ruszczyński, A. Shapiro, Conditional Risk Mappings , Mathematics of Operations Research 31 (2006) 544--561.
  52. L. Lei, S.G. Liu, A. Ruszczyński and S. Park, On the integrated production, inventory, and distribution routing problem, IIE Transactions 38 (2006) 955--970
  53. D. Dentcheva, A. Ruszczyński, Inverse stochastic dominance constraints and rank dependent expected utility theory, Mathematical Programming 108 (2006) 297--311, ( DOI 10.1007/s10107-006-0712-x )
  54. N. Noyan, G. Rudolf and A. Ruszczyński, Relaxations of Linear Programming Problems with First Order Stochastic Dominance Constraints, Operations Research Letters 34 (2006) 653--659 ( doi:10.1016/j.orl.2005.10.004 )
  55. D. Dentcheva, A. Ruszczyński, Portfolio Optimization with Stochastic Dominance Constraints, Journal of Banking and Finance 30/2 (2006) 433--451 (doi:10.1016/j.jbankfin.2005.04.024)
  56. D. Dentcheva, A. Ruszczyński, Semi-Infinite Probabilistic Optimization: First Order Stochastic Dominance Constraints , Optimization 53 (2004) 583--601. ( DOI: 10.1080/02331930412331327148 )
  57. D. Dentcheva, A. Ruszczyński, Convexification of Stochastic Ordering, C. R. Acad. Bulgare Sci. 57 (2004), No. 3, 5--10.
  58. D. Dentcheva, B. Lai and A. Ruszczyński, Dual Methods for Probabilistic Optimization Problems, Mathematical Methods of Operations Research (ZOR) 60 (2004), No. 2, 331--346.
  59. W. Powell, A. Ruszczyński, H. Topaloglu, Learning algorithms for separable approximations of stochastic optimization problems, Mathematics of Operations Research 29 (2004) 814--836.
  60. D. Dentcheva and A. Ruszczyński, Optimality and Duality Theory for Stochastic Optimization Problems with Nonlinear Dominance Constraints, Mathematical Programming 99 (2004) 329--350. ( DOI:10.1007/s10107-003-0453-z)
  61. D. Dentcheva and A. Ruszczyński, Optimization with Stochastic Dominance Constraints , SIAM Journal on Optimization 14 (2003) 548--566. ( doi:10.1137/S1052623402420528 )
  62. A. Ruszczyński and R. Vanderbei, Frontiers of Stochastically Nondominated Portfolios , Econometrica 71 (2003) 1287-1297
  63. A. Ruszczyński, Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra, Mathematical Programming 93 (2002) 195--215.
  64. P. Beraldi and A. Ruszczyński, The probabilistic set covering problem, Operations Research 50 (2002) 956--967.
  65. D. Dentcheva, A. Prekopa and A. Ruszczyński, Bounds for probabilistic integer programming problems, Discrete Applied Mathematics 124 (2002) 55-65.
  66. P. Beraldi and A. Ruszczyński, A branch and bound method for stochastic integer problems under probabilistic constraints, Optimization Methods and Software 17 (2002) 359--382.
  67. W. Ogryczak and A. Ruszczyński, Dual stochastic dominance and related mean--risk models, SIAM Journal on Optimization 13 (2002) 60--78. (DOI: 10.1137/S1052623400375075)
  68. A. Kryazhimskii and A. Ruszczyński, Constraint aggregation in infinite-dimensional spaces and applications, Mathematics of Operations Research 26 (2001) 769--795.
  69. H. Konno, J. M. Mulvey and A. Ruszczyński (Eds.), Mathematical Programming and Finance . Mathematical Programing 89 (2001), Ser. B. Springer-Verlag, Heidelberg.
  70. D. Dentcheva, A. Prekopa and A. Ruszczyński, On convex probabilistic programming with discrete distributions, Nonlinear Analysis 47 (3) (2001) 1997-2009.
  71. W. Ogryczak and A. Ruszczyński, On consistency of stochastic dominance and mean--semideviation models, Mathematical Programming 89 (2001) 217--232. ( DOI 10.1007/PL00011396 )
  72. D. Dentcheva, A. Prekopa and A. Ruszczyński, Concavity and efficient points of discrete distributions in probabilistic programming, Mathematical Programming 89 (2000) 55--77.
  73. A.Ruszczyński, Dynamics aggregation in stochastic control problems, Journal of Optimization Theory and Applications 105(3) (2000) 639--658.
  74. M.C. Ferris and A. Ruszczyński, Robust path choice in networks with failures, Networks 35 (2000) 181--194.
  75. W. Ogryczak and A. Ruszczyński, From stochastic dominance to mean--risk models: Semideviations as risk measures, European Journal of Operational Research 116 (1999) 33--50. ( doi:10.1016/S0377-2217(98)00167-2 )
  76. A.Ruszczyński, Some advances in decomposition methods for stochastic linear programming, Annals of Operations Research 85 (1999) 153--172
  77. K.C. Kiwiel, C.H. Rosa and A. Ruszczyński, Proximal decomposition via alternating linearization, SIAM Journal on Optimization 9 (1999), 3, 668--689. ( doi: 10.1137/S1052623495288064 )
  78. V.I. Norkin, G.Ch. Pflug and A. Ruszczyński, A branch and bound method for stochastic global optimization, Mathematical Programming 83 (1998) 425--450.
  79. G.Ch. Pflug, A. Ruszczyński and R. Schultz, On the Glivenko--Cantelli problem in stochastic programming: mixed-integer linear recourse, Mathematical Methods of Operations Research (ZOR) 47 (1998) 39--49.
  80. G.Ch. Pflug, A. Ruszczyński and R. Schultz, On the Glivenko--Cantelli problem in stochastic programming: linear nd convex recourse, Mathematics of Operations Research 23 (1998) 204--220.
  81. V.I. Norkin, Yu.M. Ermoliev and A. Ruszczyński, On optimal allocation of undivisibles under uncertainty, Operations Research 46 (1998) 381--395.
  82. A. Ruszczyński, A. Swietanowski, Accelerating the regularized decomposition method for two stage stochastic linear problems, European Journal of Operational Research 101 (2) (1997) 328--342.
  83. A. Ruszczyński, Decomposition methods in stochastic programming, Mathematical Programming 79 (1997) 333--353.
  84. Yu.M. Ermoliev, A. Kryazhimskii and A. Ruszczyński, A constraint aggregation principle in convex optimization, Mathematical Programming 76(1997) 353--372.
  85. Yu.M. Ermoliev and A. Ruszczyński, Convex optimization by radial search, Journal of Optimization Theory and Applications 91(1996) 731--738.
  86. C.H. Rosa and A. Ruszczyński, On augmented Lagrangian decomposition methods for multistage stochastic programs, Annals of Operations Research 64(1996) 289--309.
  87. A. Altman, M. Amann, G. Klaassen, A. Ruszczyński, W. Schöpp, Cost-effective sulphur emission under uncertainty, European Journal of Operational Research 90(1996) 395--412.
  88. W. Gutjahr, G.Ch. Pflug and A. Ruszczyński, Configurations of series--parallel networks with maximum reliability, Microelectron. Reliab. 36(1996) 247--253.
  89. J.M. Mulvey and A. Ruszczyński, A new scenario decomposition method for large-scale stochastic optimization, Operations Research 43(1995) 477--490.
  90. A. Ruszczyński, On convergence of an augmented Lagrangian decomposition method for sparse convex optimization, Mathematics of Operations Research 20(1995) 634--656.
  91. A.J. Berger, J.M. Mulvey and A. Ruszczyński, An extension of the DQA algorithm to convex stochastic programs, SIAM Journal on Optimization 4(1994) 735--753.
  92. A. Ruszczyński, Parallel decomposition of multistage stochastic programming problems, Mathematical Programming 58(1993) 201--228.
  93. J. Gondzio and A. Ruszczyński, Sensitivity method for basis inverse representation in multistage stochastic programming problems, Journal of Optimization Theory and Applications 74(1992) 221--242.
  94. J.M. Mulvey and A. Ruszczyński, A diagonal quadratic approximation method for large scale linear programs, Operations Research Letters 12(1992) 205--215.
  95. B. Arthur and A. Ruszczyński, Strategic pricing in markets with a conformity effect, Archives of Control Sciences 1(XXXVII)(1992) 7--31.
  96. A. Ruszczyński, An augmented Lagrangian decomposition method for block diagonal linear programming problems, Operations Research Letters 8(1989) 287--294.
  97. A. Ruszczyński, A linearization method for nonsmooth stochastic optimization problems, Mathematics of Operations Research 12(1987) 32--49.
  98. A. Ruszczyński, A regularized decomposition method for minimizing a sum of polyhedral functions, Mathematical Programming 35(1986) 309--333.
  99. A. Ruszczyński and W. Syski, On convergence of the stochastic subgradient method with on-line stepsize rules, Journal of Mathematical Analysis and Applications 114(1986) 512--527.
  100. A. Ruszczyński and W. Syski, A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems, Mathematical Programming Study 28(1986) 113--131.
  101. A. Ruszczyński, A recursive quadratic programming algorithm for constrained stochastic programming problems, Control and Cybernetics 13 (1984) 59--72.
  102. A. Ruszczyński and M. Styblinski, Stochastic approximation approach to statistical circuit design, Electronics Letters 19(1983) 300--302.
  103. A. Ruszczyński and W. Syski, Stochastic approximation algorithm with gradient averaging for unconstrained problems, IEEE Transactions on Automatic Control AC--28(1983) 1097--1105.
  104. A. Ruszczyński, Stochastic feasible direction methods for nonsmooth stochastic optimization problems, Control and Cybernetics 9(1980) 173--187.
  105. A. Ruszczyński, Feasible direction methods for stochastic programming problems, Mathematical Programming 19(1980) 220--229.
  106. A. Ruszczyński and J. Szymanowski, Convergence analysis for two-level algorithms of mathematical programming, Mathematical Programmming Study 10(1979) 158--171.
  107. A. Ruszczyński, Coordination of nonstationary systems, IEEE Transactions on Automatic Control AC--24(1979) 51--62.
  108. A. Ruszczyński, Convergence conditions for the interaction balance algorithm based on an approximate mathematical model, Control and Cybernetics 5(1976) 29--43.
  109. K. Malinowski and A. Ruszczyński, Application of an interaction balance method to process coordination, Control and Cybernetics 4(1975) 15--31.

Description: Description: C:\WEB_PAGE\ball_gr.gifOther Refereed Publications

1.     D. Dentcheva, A. Ruszczyński, Risk-Averse Control of Continuous-Time Markov Chains, Proceedings of the Conference on Control and its Applications, 2017, pp. 78-85. (DOI: 10.1137/1.9781611975024.11)

2.     J. Fan, A. Ruszczyński, Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems, Proceedings of the Conference on Control and its Applications, Paris 2015, pp. 153--158. (DOI: 10.1137/1.9781611974072.22)

3.     A. Ruszczyński, J. Yao, A Risk-Averse Analog of the Hamilton–Jacobi–Bellman Equation, Proceedings of the Conference on Control and its Applications, Paris 2015, pp. 462--468. (DOI: 10.1137/1.9781611974072.63)

4.     Ruszczyński, Advances in Risk-Averse Optimization, Tutorials in Operations Research 2013, INFORMS,  168-190 ( DOI: 10.1287/educ.2013.0110 )

5.     A. Ruszczyński, A. Shapiro, Optimization of Risk Measures , in: G. Calafiore and F, Dabbene (Eds.) Probabilistic and Randomized Methods for Design under Uncertainty, Springer-Verlag, London 2006, pp. 119-157.

6.     G. Ch. Pflug and A. Ruszczyński, A risk measure for income processes, in: G. Szego (Ed.), Risk measures for 21st Century , Wiley, Chichester 2004, pp. 249--268.

7.     B.J. Lence and A. Ruszczyński, Managing water quality under uncertainty: application of a new stochastic branch and bound method, in: Risk, Reliability, Uncertainty and Robustness of Water Resources Systems, Cambridge University Press, Cambridge, U.K., 2004.

8.     A. Ruszczyński, On regularized duality in convex optimization, in: Recent Advances in Nonsmooth Optimization, D.Z. Du, L. Qi and R.S. Womersley (eds.), World Scientific, Singapore 1995, pp. 381--391.

9.     A. Ruszczyński, On the regularized decomposition method for stochastic programming problems, in: Stochastic Programming: Numerical Techniques and Engineering Applications, K. Marti and P. Kall (eds.), Lecture Notes in Control and Information Sciences 423(1995), Springer-Verlag, Berlin 1995, pp. 93--108.

10.   W.B. Arthur and A. Ruszczyński, Strategic pricing in markets with increasing returns, in: W.B. Arthur (ed.), Increasing Returns and Path-Dependence in the Economy, The University of Michigan Press, Ann Arbor, 1994, pp. 159--184.

11.   A.J. Berger, J.M. Mulvey and A. Ruszczyński, Restarting strategies for the DQA algorithm, in: Large Scale Optimization: State of the Art, W. Hager, D. Hearn and P. Pardalos (eds.), Kluwer Academic Publishers 1994, pp. 1--25.

12.   J.M. Mulvey and A. Ruszczyński, A diagonal quadratic approximation method for linear multistage stochastic programming problems, in: System Modelling and Optimization, P. Kall (ed.), Lecture Notes in Control and Information Sciences 180(1992), Springer-Verlag, Berlin 1992, pp.588--597.

13.   A. Ruszczyński, Regularized decomposition and augmented Lagrangian decomposition for angular linear programming problems, in: Aspiration Based Decision Support Systems, A. Lewandowski and A. Wierzbicki (eds.), Lecture Notes in Economics and Mathematical Systems 331(1989), Springer-Verlag, Berlin 1989, pp. 80--91.

14.   J Gondzio and A. Ruszczyński, A sensitivity method for solving multistage linear programming problems, in: Aspiration Based Decision Support Systems, A. Lewandowski and A. Wierzbicki (eds.), Lecture Notes in Economics and Mathematical Systems 331(1989), Springer-Verlag, Berlin 1989, pp. 68--79.

15.   A. Ruszczyński, Modern techniques for linear dynamic and stochastic programs, in: Aspiration Based Decision Support Systems, A. Lewandowski and A. Wierzbicki (eds.), Lecture Notes in Economics and Mathematical Systems 331(1989), Springer-Verlag, Berlin 1989, pp. 48--67.

16.   P. Kall, A. Ruszczyński and K. Frauendorfer, Approximation techniques in stochastic programming, in: Numerical Methods for Stochastic Optimization, Yu.M. Ermoliev and R. Wets (eds.), Springer-Verlag, 1987.

17.   A. Ruszczyński, A method of feasible directions for solving nonsmooth stochastic programming problems, in: Stochastic Programming , F. Archetti, G. Di Pillo and M. Lucertini (eds.), Lecture Notes on Control and Inf. Sci. 76(1986), Springer-Verlag, Berlin 1986, pp. 258--271.

18.   A. Ruszczyński and W. Syski, Stochastic approximation algorithm with gradient averaging and on-line stepsize rules, Proceedings of 9th IFAC World Congress (J. Gertler and L. Keviczky, eds.), Budapest 1984.

19.   A. Ruszczyński, Nonsmooth functions in hierarchical control problems, in Progress in Nondifferentiable Optimization, E. Nurminski (ed.), North--Holland, 1982, pp. 145--172.

20.   A. Ruszczyński, On convergence of quasi-Newton methods for nonlinearly constrained optimization problems, in Methods of Mathematical Programming, Polish Scientific Publishers, Warsaw, 1981, pp. 277--281.

21.   A. Ruszczyński and J. Szymanowski, An accuracy selection algorithm for the modified gradient projection method in min--max problems, Lecture Notes on Control and Inf. Sci. 7(1978), Springer-Verlag, Berlin 1978, pp. 169--178.

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