Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of numerous publications in operations research and applied mathematics journals such as Mathematical Programming, Mathematics of Operations Research and Operations Research, and is chairman of the Stochastic Programming Committee of the Mathematical Programming Society.
Ph.D., Warsaw University of Technology; Control Engineering
Name: Yao, Jianing
Graduation Date: 2017/May
Thesis Title: Risk-averse Optimal Control of Diffusion Process
Name: Gulten, Sitki
Graduation Date: 2014/October
Thesis Title: Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk.
Name: Choi, Sungyong
Graduation Date: 2009/October
Thesis Title: Risk-Averse Newsvendor Models.
Name: Lejeune, Miguel
Graduation Date: 2004/May
Thesis Title: A Methodology for Probabilistic Inventory-Production-Distribution Problems.
Publications with PhD Students and Alumni
Choi, S. and A. Ruszczynski. (2008), "A risk-averse newsvendor with law-invariant coherent measures of risk", Operations Research Letters, 36, 77-82.
Choi, S., A. Ruszczynski and Y. Zhao. (2009), "The multi-product risk-averse newsvendor model", submitted to Operations Research.
Choi, S. and A. Ruszczynski. (2009), "The multi-period risk-averse newsvendor with law-invariant coherent measures of risk," In-preparation for Operations Research.