Andrzej Piotr Ruszczyński


Andrzej Piotr Ruszczyński is a Polish-American applied mathematician, noted for his
contributions to mathematical optimization, in particular, stochastic programming and risk-averse optimization.

Schooling and positions

Ruszczyński was born and educated in Poland. In 1969 he won the XX Polish Mathematical Olympiad. After graduating in 1974 with a master's degree from the Department of Electronics,
Warsaw University of Technology, he joined the Institute of Automatic Control at this school.
In 1977 he received his PhD degree for a dissertation on control of large-scale systems, and in 1983 Habilitation, for a dissertation on nonlinear stochastic programming. In 1992 the President of Poland, Lech Wałęsa, awarded Ruszczyński the state title of Professor.
In 1984-86 Ruszczyński was a visiting scholar at the Institute for Operations Research, University of Zurich. In 1986-87 he was the Vice-Director of the Institute of Automatic Control,
and in 1987-1990 he was the Vice-Dean of the Department of Electronics, Warsaw University of Technology. In 1992 Ruszczyński was a visiting professor
at the Department of Operations Research, Princeton University, in 1992-96 he led the project Optimization under Uncertainty at the International Institute for Applied Systems Analysis, in 1996-97 he was a visiting professor at the Department of Industrial Engineering, University of Wisconsin-Madison,
and since 1997 he has been with Rutgers University, where he holds a position of Distinguished Professor at the Rutgers Business School.

Main achievements

Ruszczyński developed decomposition methods for stochastic programming problems, the theory of stochastic dominance constraints, contributed to the theory of coherent, conditional, and dynamic risk measures, and created the theory of Markov risk measures.
He authored 5 books and more than 100 research papers.
He was elected to the 2017 class of Fellows of the Institute for Operations Research and the Management Sciences. In 2018 Ruszczyński received the Dantzig Prize of the Society for Industrial and Applied Mathematics and the
Mathematical Optimization Society.
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Selected books

Under the name Piotr, Ruszczyński is known as an author of chess problems holding the title of International Master of Chess Composition of FIDE. 29 his problems of all genres were selected to FIDE Albums by the Permanent Commission of the FIDE for Chess Compositions.
To the left is one of early Ruszczyński's problems. The key 1. Qh6! threatens 2. Qf8 and 3. Qd6#. After
1... Ke6 white still plays 2. Qf8 Kxd7 3. Qe7#. The two main variations present the idea of half-pin:
1... f5 2. Rd5+ Ke6 3. exf5#, and
1... g5 2. Re7+ Kd6 3. e5#. All variations end with model mates; the main two variations have identical
mate pictures on different squares.
To the right is one of Ruszczyński's best known strategic threemovers. The key is 1.Qf6!
with the threat 2. fxg3+ Kxe1 3. Bd2#. In the two main variations, black Grimshaw
intersection on the square c3 is exploited with anticipatory shut-offs
from a white half battery. After 1.... Bc3 white plays 2. Nc2! , and then
2. ... Bxf6 3. Be3#,
2. ... Bxb2 3. Bxb2#, and
2. ... Be1 3. Ne3#.
After 1.... Rc3 white plays 2. Bd2! , and then
2. ... Rf3 3. Nd3#,
2. ... Re3 3. fxe3#, and
2. ... Rc1 3. fxg3#.
With Jan Rusinek, Ruszczyński co-authored the book: