ABSTRACT Robust Design Optimization (RDO) using traditional approaches such as Monte Carlo (MC) sampling requires tremendous computational expense. Performing a RDO for problems involving time ...
Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...
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 ...