Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

A global research team led by scientists from China’s Tianjin Renai College has developed a novel stochastic optimization technique for enhanced dispatching and operational efficiency in PV-powered ...

Modern optimization theory, algorithms, and applications in process engineering. Topics include the fundamentals of linear programming, integer programming, nonlinear programming, mixed-integer ...

In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...