A STOCHASTIC SUBGRADIENT METHOD FOR NONSMOOTH NONCONVEX MULTILEVEL COMPOSITION OPTIMIZATION von Ruszczynski, Andrzej

Volltext

Dual Stochastic Dominance and Related Mean-Risk Models von Ogryczak, WLodzimierz, Ruszczynski, Andrzej

Volltext

Risk-averse dynamic programming for Markov decision processes von RUSZCZYNSKI, Andrzej

Volltext

A SINGLE TIMESCALE STOCHASTIC APPROXIMATION METHOD FOR NESTED STOCHASTIC OPTIMIZATION von Ghadimi, Saeed, Ruszczynski, Andrzej, Wang, Mengdi

Volltext

Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization von Ruszczynski, Andrzej

Volltext

Process-based risk measures and risk-averse control of discrete-time systems von Fan, Jingnan, Ruszczyński, Andrzej

Volltext

Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures von Kose, Umit, Ruszczynski, Andrzej

Volltext

Subregular recourse in nonlinear multistage stochastic optimization von Dentcheva, Darinka, Ruszczyński, Andrzej

Volltext

Mini-Batch Risk Forms von Dentcheva, Darinka, Ruszczyński, Andrzej

Volltext

An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems von Lin, Zhengqi, Ruszczyński, Andrzej

Volltext

Risk forms: representation, disintegration, and application to partially observable two-stage systems von Dentcheva, Darinka, Ruszczyński, Andrzej

Volltext

Optimization of Convex Risk Functions von Ruszczynski, Andrzej, Shapiro, Alexander

Volltext

Statistical estimation of composite risk functionals and risk optimization problems von Dentcheva, Darinka, Penev, Spiridon, Ruszczyński, Andrzej

Volltext

Selective linearization for multi-block statistical learning von Du, Yu, Lin, Xiaodong, Pham, Minh, Ruszczyński, Andrzej

Volltext

A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning von Gürbüzbalaban, Mert, Ruszczyński, Andrzej, Zhu, Landi

Volltext

Risk-Averse Optimization and Control: Theory and Methods von Dentcheva, Darinka, Ruszczyński, Andrzej

Volltext

A multi-product risk-averse newsvendor with exponential utility function von Choi, Sungyong, Ruszczyński, Andrzej

Volltext

Rate of Convergence of the Bundle Method von Du, Yu, Ruszczyński, Andrzej

Volltext

Conditional Risk Mappings von Ruszczynski, Andrzej, Shapiro, Alexander

Volltext

Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition von Miller, Naomi, Ruszczyński, Andrzej

Volltext