activity
20122020
most citedTime-Consistent Risk Measures for Continuous-Time Markov Chains

2 citations · 2 across the 3 of their papers we have counts for

collaborators

8 papers

math.OC2020

Subregular Recourse in Nonlinear Multistage Stochastic Optimization

Darinka Dentcheva, Andrzej Ruszczynski

We consider nonlinear multistage stochastic optimization problems in the spaces of integrable functions. We allow for nonlinear dynamics and general objective functionals, includin…

math.OC2020

A Stochastic Subgradient Method for Nonsmooth Nonconvex Multi-Level Composition Optimization

Andrzej Ruszczynski

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed t…

math.OC2019

Convergence of a Stochastic Subgradient Method with Averaging for Nonsmooth Nonconvex Constrained Optimization

Andrzej Ruszczynski

We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function havi…

math.OC2018

A Single Time-Scale Stochastic Approximation Method for Nested Stochastic Optimization

Saeed Ghadimi, Andrzej Ruszczyński, Mengdi Wang

We study constrained nested stochastic optimization problems in which the objective function is a composition of two smooth functions whose exact values and derivatives are not ava…

math.OC2018

Risk Forms: Representation, Disintegration, and Application to Partially Observable Two-Stage Systems

Darinka Dentcheva, Andrzej Ruszczynski

We introduce the concept of a risk form, which is a real functional of two arguments: a measurable function on a Polish space and a measure on that space. We generalize the duality…

math.OC20172 cited

Time-Consistent Risk Measures for Continuous-Time Markov Chains

Darinka Dentcheva, Andrzej Ruszczynski

We develop an approach to time-consistent risk evaluation of continuous-time processes in Markov systems. Our analysis is based on dual representation of coherent risk measures, di…