Darinka Dentcheva
Darinka Dentcheva
Professor of Mathematics, Stevens Institute of Technology
Dirección de correo verificada de stevens.edu - Página principal
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Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva, A Ruszczyński
Society for Industrial and Applied Mathematics, 2014
29792014
Optimization with stochastic dominance constraints
D Dentcheva, A Ruszczynski
SIAM Journal on Optimization 14 (2), 548-566, 2003
3812003
Concavity and efficient points of discrete distributions in probabilistic programming
D Dentcheva, A Prékopa, A Ruszczynski
Mathematical programming 89 (1), 55-77, 2000
2582000
Portfolio optimization with stochastic dominance constraints
D Dentcheva, A Ruszczyński
Journal of Banking & Finance 30 (2), 433-451, 2006
2432006
Optimal power generation under uncertainty via stochastic programming
D Dentcheva, W Römisch
Stochastic programming methods and technical applications, 22-56, 1998
1581998
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
D Dentcheva, A Ruszczyński
Mathematical Programming 99 (2), 329-350, 2004
1382004
An augmented Lagrangian method for distributed optimization
N Chatzipanagiotis, D Dentcheva, MM Zavlanos
Mathematical Programming 152 (1), 405-434, 2015
982015
Optimization models with probabilistic constraints
D Dentcheva
Probabilistic and randomized methods for design under uncertainty, 49-97, 2006
922006
On variational principles, level sets, well-posedness, and∈-solutions in vector optimization
D Dentcheva, S Helbig
Journal of Optimization Theory and Applications 89 (2), 325-349, 1996
791996
Optimization with multivariate stochastic dominance constraints
D Dentcheva, A Ruszczynski
Mathematical Programming 117 (1), 111–127, 2009
782009
On several concepts for ɛ-efficiency
S Helbig, D Pateva
Operations-Research-Spektrum 16 (3), 179-186, 1994
731994
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
D Dentcheva, A Ruszczyński
Optimization 53 (5-6), 583-601, 2004
652004
Bounds for probabilistic integer programming problems
D Dentcheva, A Prékopa, A Ruszczyński
Discrete Applied Mathematics 124 (1-3), 55-65, 2002
62*2002
Dual methods for probabilistic optimization problems*
D Dentcheva, B Lai, A Ruszczyński
Mathematical methods of operations research 60 (2), 331-346, 2004
602004
Statistical estimation of composite risk functionals and risk optimization problems
D Dentcheva, S Penev, A Ruszczyński
Annals of the Institute of Statistical Mathematics 69 (4), 737-760, 2017
522017
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
D Dentcheva, G Martinez
European Journal of Operational Research 219 (1), 1-8, 2012
522012
Robust stochastic dominance and its application to risk-averse optimization
D Dentcheva, A Ruszczyński
Mathematical Programming 123 (1), 85-100, 2010
502010
Stability and sensitivity of optimization problems with first order stochastic dominance constraints
D Dentcheva, R Henrion, A Ruszczyński
SIAM Journal on Optimization 18 (1), 322-337, 2007
472007
Duality gaps in nonconvex stochastic optimization
D Dentcheva, W Römisch
Mathematical Programming 101 (3), 515-535, 2004
472004
Solving the unit commitment problem in power generation by primal and dual methods
D Dentcheva, R Gollmer, A Möller, W Römisch, R Schultz
Progress in Industrial Mathematics at ECMI 96, 332-339, 1997
441997
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