Andrzej Ruszczyński

12.8k total citations · 3 hit papers
120 papers, 7.9k citations indexed

About

Andrzej Ruszczyński is a scholar working on Management Science and Operations Research, Computational Theory and Mathematics and Finance. According to data from OpenAlex, Andrzej Ruszczyński has authored 120 papers receiving a total of 7.9k indexed citations (citations by other indexed papers that have themselves been cited), including 77 papers in Management Science and Operations Research, 29 papers in Computational Theory and Mathematics and 26 papers in Finance. Recurrent topics in Andrzej Ruszczyński's work include Risk and Portfolio Optimization (71 papers), Optimization and Variational Analysis (28 papers) and Stochastic processes and financial applications (25 papers). Andrzej Ruszczyński is often cited by papers focused on Risk and Portfolio Optimization (71 papers), Optimization and Variational Analysis (28 papers) and Stochastic processes and financial applications (25 papers). Andrzej Ruszczyński collaborates with scholars based in United States, Netherlands and Austria. Andrzej Ruszczyński's co-authors include Darinka Dentcheva, Alexander Shapiro, Włodzimierz Ogryczak, John M. Mulvey, Sungyong Choi, V. I. Norkin, Georg Ch. Pflug, Patrizia Beraldi, András Prékopa and Lei Lei and has published in prestigious journals such as Econometrica, IEEE Transactions on Automatic Control and European Journal of Operational Research.

In The Last Decade

Andrzej Ruszczyński

117 papers receiving 7.4k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Lectures on Stochastic Programming: Modeling and Theory

2009 1.1k citations Alexander Shapiro, Darinka Dentcheva et al. profile →
Lectures on Stochastic Programming

2009 974 citations Alexander Shapiro, Darinka Dentcheva et al. profile →
Lectures on Stochastic Programming: Modeling and Theory, Second Edition

2014 393 citations Alexander Shapiro, Darinka Dentcheva et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Andrzej Ruszczyński United States	40	4.7k	1.7k	1.4k	1.1k	1.1k	120	7.9k
John R. Birge United States	45	3.1k 0.7×	2.2k 1.2×	928 0.7×	1.2k 1.1×	744 0.7×	199	10.6k
Melvyn Sim Singapore	33	4.7k 1.0×	3.0k 1.7×	647 0.5×	639 0.6×	528 0.5×	85	9.7k
Stan Uryasev United States	34	5.9k 1.3×	1.2k 0.7×	3.9k 2.8×	2.6k 2.3×	640 0.6×	133	10.5k
Duan Li Hong Kong	40	2.4k 0.5×	1.0k 0.6×	2.3k 1.7×	1.0k 0.9×	1.2k 1.1×	300	7.0k
Aharon Ben‐Tal Israel	48	6.4k 1.4×	4.7k 2.7×	837 0.6×	766 0.7×	3.4k 3.1×	130	17.5k
Darinka Dentcheva United States	20	2.4k 0.5×	906 0.5×	590 0.4×	512 0.5×	633 0.6×	58	3.9k
Michael C. Fu United States	41	3.0k 0.6×	727 0.4×	678 0.5×	302 0.3×	1.1k 1.0×	263	6.5k
Shabbir Ahmed United States	45	2.4k 0.5×	2.1k 1.2×	337 0.2×	352 0.3×	591 0.5×	140	7.3k
Stavros A. Zenios United States	35	1.9k 0.4×	930 0.5×	1.4k 1.1×	1.1k 1.0×	819 0.7×	189	5.2k
John M. Mulvey United States	32	1.6k 0.3×	991 0.6×	946 0.7×	723 0.6×	540 0.5×	122	4.8k

Countries citing papers authored by Andrzej Ruszczyński

Since Specialization

Citations

This map shows the geographic impact of Andrzej Ruszczyński's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andrzej Ruszczyński with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrzej Ruszczyński more than expected).

Fields of papers citing papers by Andrzej Ruszczyński

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrzej Ruszczyński. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andrzej Ruszczyński. The network helps show where Andrzej Ruszczyński may publish in the future.

Co-authorship network of co-authors of Andrzej Ruszczyński

This figure shows the co-authorship network connecting the top 25 collaborators of Andrzej Ruszczyński. A scholar is included among the top collaborators of Andrzej Ruszczyński based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andrzej Ruszczyński. Andrzej Ruszczyński is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Gürbüzbalaban, Mert, et al.. (2025). Mean–semideviation–based distributionally robust learning with weakly convex losses: convergence rates and finite-sample guarantees. Mathematical Programming. 215(1-2). 237–267.

Ruszczyński, Andrzej, et al.. (2023). An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems. SIAM Journal on Control and Optimization. 61(6). 3559–3583.

Ruszczyński, Andrzej, et al.. (2021). Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures. Journal of Machine Learning Research. 22(38). 1–34. 6 indexed citations

Du, Yu, X. Sheldon Lin, & Andrzej Ruszczyński. (2017). A Selective Linearization Method For Multiblock Convex Optimization. SIAM Journal on Optimization. 27(2). 1102–1117. 5 indexed citations

Ruszczyński, Andrzej. (2011). Nonlinear Optimization. Princeton University Press eBooks. 87 indexed citations

Dentcheva, Darinka & Andrzej Ruszczyński. (2010). Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints. Optimization. 59(3). 323–338. 19 indexed citations

Choi, Sungyong & Andrzej Ruszczyński. (2010). A Multi-Product Risk-Averse Newsvendor with Exponential Utility Function. SSRN Electronic Journal. 56 indexed citations

Ruszczyński, Andrzej, et al.. (2010). Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition. Operations Research. 59(1). 125–132. 57 indexed citations

Dentcheva, Darinka & Andrzej Ruszczyński. (2009). Robust stochastic dominance and its application to risk-averse optimization. Mathematical Programming. 123(1). 85–100. 43 indexed citations

10.

Choi, Sungyong & Andrzej Ruszczyński. (2007). A risk-averse newsvendor with law invariant coherent measures of risk. Operations Research Letters. 36(1). 77–82. 88 indexed citations

11.

Ruszczyński, Andrzej & Alexander Shapiro. (2006). Optimization of Convex Risk Functions. Mathematics of Operations Research. 31(3). 433–452. 1 indexed citations

12.

Dentcheva, Darinka & Andrzej Ruszczyński. (2005). Portfolio optimization with stochastic dominance constraints. Journal of Banking & Finance. 30(2). 433–451. 149 indexed citations

13.

Dentcheva, Darinka & Andrzej Ruszczyński. (2003). Optimization with Stochastic Dominance Constraints. SIAM Journal on Optimization. 14(2). 548–566. 271 indexed citations

14.

Dentcheva, Darinka & Andrzej Ruszczyński. (2003). Optimization under Linear Stochastic Dominance. Comptes Rendus De L Academie Bulgare Des Sciences. 56(6). 5–10. 4 indexed citations

15.

Greengard, Claude & Andrzej Ruszczyński. (2002). Decision making under uncertainty : energy and power. CERN Document Server (European Organization for Nuclear Research). 24 indexed citations

16.

Dentcheva, Darinka, András Prékopa, & Andrzej Ruszczyński. (2002). Bounds for probabilistic integer programming problems. Discrete Applied Mathematics. 124(1-3). 55–65. 24 indexed citations

17.

Ogryczak, Włodzimierz & Andrzej Ruszczyński. (2002). Dual Stochastic Dominance and Related Mean-Risk Models. SIAM Journal on Optimization. 13(1). 60–78. 332 indexed citations

18.

Ruszczyński, Andrzej, et al.. (1997). Accelerating the regularized decomposition method for two stage stochastic linear problems. European Journal of Operational Research. 101(2). 328–342. 101 indexed citations

19.

Mulvey, John M., et al.. (1994). An Extension of the DQA Algorithm to Convex Stochastic Programs. SIAM Journal on Optimization. 4(4). 735–753. 24 indexed citations

20.

Gondzio, Jacek & Andrzej Ruszczyński. (1992). Sensitivity method for basis inverse representation in multistage stochastic linear programming problems. Journal of Optimization Theory and Applications. 74(2). 221–242. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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