Andrzej Ruszczynski

Dissertations Supervised:

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.