D. Dentcheva

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Lectures on Stochastic Programming - Modeling and Theory, Second Edition

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski, 2014, MOS-SIAM Series on Optimization.

Efficient point methods for probabilistic optimization problems

A. Ruszczynski, D. Dentcheva, Bogumila Lai, 2003 .

Lectures on Stochastic Programming: Modeling and Theory

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczyński, 2009 .

Convexification of Stochastic Ordering

A. Ruszczynski, D. Dentcheva, 2004 .

SIAM Journal on Optimization

Nicholas I. M. Gould, Stefan Ulbrich, Masao Fukushima, 2012 .

Statistical estimation of composite risk functionals and risk optimization problems

A. Ruszczynski, D. Dentcheva, S. Penev, 2015, 1504.02658.

Portfolio optimization with stochastic dominance constraints

A. Ruszczynski, D. Dentcheva, 2006 .

On several concepts for ɛ-efficiency

D. Dentcheva, S. Helbig, Darinka Dentcheva, 1994 .

METHODS OF TEMPORAL DIFFERENCES FOR RISK-AVERSE DYNAMIC PROGRAMMING AND LEARNING

A. Ruszczynski, Jonathan Eckstein, D. Dentcheva, 2020 .

Composite semi-infinite optimization

Darinka Dentcheva, Andrzej Ruszczyński, A. Ruszczynski, 2007 .

Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński, A. Ruszczynski, 2010 .

Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming

Darinka Dentcheva, D. Dentcheva, 1999, SIAM J. Optim..

Time-Consistent Risk Measures for Continuous-Time Markov Chains

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2017 .

Differentiable selections and Castaing representations of multifunctions

Darinka Dentcheva, D. Dentcheva, 1998 .

On Stochastic Integer Programming under Probabilistic Constraints

Darinka Dentcheva, András Prékopa, Andrzej Ruszczyński, 1998 .

Di erentiable Selections of Set Valued Mappings With Application in Stochastic Programming

D. Dentcheva, 1996 .

Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming

Werner Römisch, Darinka Dentcheva, Rüdiger Schultz, 1995 .

Common Mathematical Foundations of Expected Utility and Dual Utility Theories

A. Ruszczynski, D. Dentcheva, 2012 .

Shape-restricted inference for Lorenz curves using duality theory

D. Dentcheva, S. Penev, 2010 .

Preface: Stochastic optimization: theory and applications

Darinka Dentcheva, Giorgio Consigli, Francesca Maggioni, 2020, Ann. Oper. Res..

Chapter 4: Optimization Models with Probabilistic Constraints

Darinka Dentcheva, D. Dentcheva, 2014 .

Two-stage optimization problems with stochastic-order constraints

D. Dentcheva, 2014 .

Risk preferences on the space of quantile functions

A. Ruszczynski, D. Dentcheva, 2013, Mathematical Programming.

Diierentiable Selections of Set-valued Mappings and Asymptotic Behaviour of Random Sets in Innnite Dimensions

D. Dentcheva, 1997 .

Risk forms: representation, disintegration, and application to partially observable two-stage systems

A. Ruszczynski, D. Dentcheva, 2019, Mathematical Programming.

An augmented Lagrangian method for distributed optimization

D. Dentcheva, M. Zavlanos, N. Chatzipanagiotis, 2014, Mathematical Programming.

Augmented Lagrangian method for probabilistic optimization

D. Dentcheva, Gabriela Martinez, 2011, Annals of Operations Research.

Risk-Averse Classification pdf

Hui Xiong, Darinka Dentcheva, Constantine Alexander Vitt, 2018, Annals of Operations Research.

Kusuoka representation of higher order dual risk measures

Darinka Dentcheva, Andrzej Ruszczynski, Spiridon I. Penev, 2010, Ann. Oper. Res..

Differential Stability of Two-Stage Stochastic Programs

Werner Römisch, Darinka Dentcheva, D. Dentcheva, 2000, SIAM J. Optim..

Lectures on Stochastic Programming: Modeling and Theory, Third Edition

A. Ruszczynski, A. Shapiro, D. Dentcheva, 2021 .

Optimization Models with Probabilistic Constraints

Darinka Dentcheva, D. Dentcheva, 2006 .

Risk-Averse Access Point Selection in Wireless Communication Networks

Yang Liu, Wann-Jiun Ma, Chanwook Oh, 2019, IEEE Transactions on Control of Network Systems.

Common Mathematical Foundations of Expected Utility and Dual Utility Theories

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2012, SIAM J. Optim..

An augmented Lagrangian method for distributed optimization

Darinka Dentcheva, Michael M. Zavlanos, Nikolaos Chatzipanagiotis, 2014, Mathematical Programming.

Approximate augmented lagrangians for distributed network optimization

Darinka Dentcheva, Michael M. Zavlanos, Nikolaos Chatzipanagiotis, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints

René Henrion, Darinka Dentcheva, Andrzej Ruszczynski, 2007, SIAM J. Optim..

Optimization Under First Order Stochastic Dominance Constraints

Darinka Dentcheva, Andrzej Ruszczyński, A. Ruszczynski, 2005 .

Inverse stochastic dominance constraints and quantile utility theory

A. Ruszczynski, D. Dentcheva, 2005 .

Duality gaps in nonconvex stochastic optimization

Werner Römisch, Darinka Dentcheva, D. Dentcheva, 2004, Math. Program..

Dual methods for probabilistic optimization problems*

Darinka Dentcheva, Andrzej Ruszczynski, Bogumila Lai, 2004, Math. Methods Oper. Res..

Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2004, Math. Program..

Optimization with Stochastic Dominance Constraints

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2003, SIAM J. Optim..

On convex probabilistic programming with discrete distributions

Darinka Dentcheva, Andrzej Ruszczyński, A. Ruszczynski, 2001 .

Bias Reduction in Sample-Based Optimization

Darinka Dentcheva, Yang Lin, D. Dentcheva, 2021, SIAM J. Optim..

Optimal Power Generation under Uncertainty via Stochastic Programming

Werner Römisch, Darinka Dentcheva, D. Dentcheva, 1998 .

Augmented Lagrangian method for probabilistic optimization

Maria Gabriela Martinez, Darinka Dentcheva, D. Dentcheva, 2012, Ann. Oper. Res..

Concavity and efficient points of discrete distributions in probabilistic programming

Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski, 2000, Math. Program..

Subregular recourse in nonlinear multistage stochastic optimization

A. Ruszczynski, D. Dentcheva, 2021, Mathematical Programming.

Mini-Batch Risk Forms

A. Ruszczynski, D. Dentcheva, 2023, SIAM J. Optim..

Risk forms: representation, disintegration, and application to partially observable two-stage systems

Darinka Dentcheva, Andrzej Ruszczyński, A. Ruszczynski, 2018, Math. Program..

Risk preferences on the space of quantile functions

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2014, Math. Program..

Risk-averse portfolio optimization via stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński, A. Ruszczynski, 2010 .

On the price of risk in a mean-risk optimization model

Darinka Dentcheva, D. Dentcheva, Gregor Stock, 2018 .

Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints

Darinka Dentcheva, Eli Wolfhagen, D. Dentcheva, 2016, Math. Oper. Res..

Regularization methods for optimization problems with probabilistic constraints

Maria Gabriela Martinez, Darinka Dentcheva, D. Dentcheva, 2013, Math. Program..

Regularization methods for optimization problems with probabilistic constraints

D. Dentcheva, Gabriela Martinez, 2012, Mathematical Programming.

Robust stochastic dominance and its application to risk-averse optimization

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2010, Math. Program..

4. Optimization Models with Probabilistic Constraints

Darinka Dentcheva, D. Dentcheva, 2009 .

Education

Darinka Dentcheva, D. Dentcheva, Darinka Dentcheva, 1862, SIAM Rev..

Lectures on Stochastic Programming: Modeling and Theory, Second Edition

A. Ruszczynski, D. Dentcheva, Alexander Shapiro, 2014 .

Duality Gaps in Nonconvex Stochastic Optimization

D. Dentcheva, W. Römisch, 2022 .

ESG-coherent risk measures for sustainable investing

S. Rachev, D. Dentcheva, G. Torri, 2023, 2309.05866.

On the singularities in linear one-parametric optimization problems *

D. Dentcheva, Darinka D. Pateva, Darinka Dentcheva, 1991 .

Portfolio optimization with stochastic dominance constraints

A. Ruszczynski, D. Dentcheva, Darinka Dentcheva, 2006 .

Optimization with multivariate stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczynski, D. Dentcheva, 2008, SIAM J. Optim..

Approximations, expansions and univalued representations of multifunctions

Darinka Dentcheva, D. Dentcheva, 2001 .

New Directions in Stochastic Optimisation

Jesús A. De Loera, Georg Ch. Pflug, Darinka Dentcheva, 2019, Oberwolfach Reports.

Mean-risk tests of stochastic dominance

Darinka Dentcheva, D. Dentcheva, J. StockGregory, 2011 .

Bounds for probabilistic integer programming problems

Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski, 2002, Discret. Appl. Math..