Darinka Dentcheva

发表

Risk-Averse Access Point Selection in Wireless Communication Networks

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

Education

Darinka Dentcheva, 2018, SIAM Rev..

4. Optimization Models with Probabilistic Constraints

Darinka Dentcheva, D. Dentcheva, 2009 .

Education

Darinka Dentcheva, 2017, SIAM Rev..

Duality gaps in nonconvex stochastic optimization

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

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

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

Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming

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

Time-Coherent Risk Measures for Continuous-Time Markov Chains

Darinka Dentcheva, Andrzej Ruszczynski, 2018, SIAM J. Financial Math..

Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)

Tamás Szántai, Darinka Dentcheva, Andrzej Ruszczynski, 2012, Ann. Oper. Res..

Differential Stability of Two-Stage Stochastic Programs

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

Education

Darinka Dentcheva, Darinka Dentcheva, 2017, SIAM Rev..

Education

Darinka Dentcheva, Darinka Dentcheva, 2020, SIAM Rev..

Education

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

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).

On Differentiability of Metric Projections onto Moving Convex Sets

Darinka Dentcheva, 2001, Ann. Oper. Res..

Education

Darinka Dentcheva, 2020, SIAM Rev..

An augmented Lagrangian method for distributed optimization

Darinka Dentcheva, Michael M. Zavlanos, Nikolaos Chatzipanagiotis, 2015, Math. Program..

Optimization with Multivariate Stochastic Dominance Constraints

Darinka Dentcheva, Eli Wolfhagen, 2015, SIAM J. Optim..

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

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

Augmented Lagrangian method for probabilistic optimization

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

Education

Darinka Dentcheva, Darinka Dentcheva, 2019, SIAM Rev..

Common Mathematical Foundations of Expected Utility and Dual Utility Theories

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

Solving the Unit Commitment Problem in Power Generation by Primal and Dual Methods

Werner Römisch, Darinka Dentcheva, Rüdiger Schultz, 1997 .

Inverse stochastic dominance constraints and rank dependent expected utility theory

Darinka Dentcheva, Andrzej Ruszczynski, A. Ruszczynski, 2006, Math. Program..

Chapter 4: Optimization Models with Probabilistic Constraints

Darinka Dentcheva, D. Dentcheva, 2014 .

Regularization methods for optimization problems with probabilistic constraints

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

Risk preferences on the space of quantile functions

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

SIAM Journal on Optimization

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

Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models

Werner Römisch, Darinka Dentcheva, 2013, SIAM J. Optim..

Optimal Power Generation under Uncertainty via Stochastic Programming

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

Concavity and efficient points of discrete distributions in probabilistic programming

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

Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse

Maria Gabriela Martinez, Darinka Dentcheva, M. G. Martinez, 2012, Eur. J. Oper. Res..

Lectures on Stochastic Programming - Modeling and Theory, Second Edition

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

Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints

Maria Gabriela Martinez, Darinka Dentcheva, Eli Wolfhagen, 2016, Oper. Res..

Preface: Stochastic optimization: theory and applications

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

Special Issue on Variational Analysis and Optimization

Darinka Dentcheva, Julian P. Revalski, 2007, SIAM J. Optim..

Lectures on Stochastic Programming: Modeling and Theory

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczyński, 2009 .

Education

Darinka Dentcheva, Darinka Dentcheva, 2017, SIAM Rev..

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..

Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints

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

Education

Darinka Dentcheva, Darinka Dentcheva, 2018, SIAM Rev..

New Directions in Stochastic Optimisation

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

Education

Darinka Dentcheva, 2018, SIAM Rev..

Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints

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

Optimization with multivariate stochastic dominance constraints

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

Education

Darinka Dentcheva, 2019, SIAM Rev..

Optimization Models with Probabilistic Constraints

Darinka Dentcheva, D. Dentcheva, 2006 .

Convex analysis approach to utility theories. dual utility

Darinka Dentcheva, Andrzej Ruszczynski, 2012 .

Bounds for probabilistic integer programming problems

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

Education

Darinka Dentcheva, Darinka Dentcheva, 2018, SIAM Rev..

Robust stochastic dominance and its application to risk-averse optimization

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

Risk-averse sensor planning using distributed policy gradient

Wann-Jiun Ma, Darinka Dentcheva, Michael M. Zavlanos, 2017, 2017 American Control Conference (ACC).

Optimization with Stochastic Dominance Constraints

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

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

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

Education

Darinka Dentcheva, Darinka Dentcheva, 2017, SIAM Rev..

Dual methods for probabilistic optimization problems*

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

Correction to: Preface: Stochastic optimization: theory and applications

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

Education

Darinka Dentcheva, Darinka Dentcheva, 2019, SIAM Rev..

Education

Darinka Dentcheva, 2019, SIAM Rev..

Optimale Blockauswahl bei der Kraftwerkseinsatzplanung

Werner Römisch, Darinka Dentcheva, Rüdiger Schultz, 1997 .

Education

Darinka Dentcheva, 2020, SIAM Rev..

Subregular recourse in nonlinear multistage stochastic optimization

Darinka Dentcheva, Andrzej Ruszczynski, 2021, Math. Program..

Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems

Darinka Dentcheva, Spiridon Penev, Yang Lin, 2022, Oper. Res..

Bias Reduction in Sample-Based Optimization

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

On convex probabilistic programming with discrete distributions

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

Optimization Under First Order Stochastic Dominance Constraints

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

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

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

Time-Consistent Risk Measures for Continuous-Time Markov Chains

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

Risk-averse portfolio optimization via stochastic dominance constraints

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

Approximations, expansions and univalued representations of multifunctions

Darinka Dentcheva, D. Dentcheva, 2001 .

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

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

Mean-risk tests of stochastic dominance

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

Composite semi-infinite optimization

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

On variational principles, level sets, well-posedness, and ∈-solutions in vector optimization

Darinka Dentcheva, S. Helbig, 1996 .

On Stochastic Integer Programming under Probabilistic Constraints

Darinka Dentcheva, András Prékopa, Andrzej Ruszczyński, 1998 .

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

Werner Römisch, Darinka Dentcheva, Rüdiger Schultz, 1995 .

Differentiable selections and Castaing representations of multifunctions

Darinka Dentcheva, D. Dentcheva, 1998 .

Optimization under linear stochastic dominance

Darinka Dentcheva, Andrzej Ruszczyński, 2003 .