| Lectures on stochastic programming: modeling and theory A Shapiro, D Dentcheva, A Ruszczyński Society for Industrial and Applied Mathematics, 2014 | 2979 | 2014 |
| Optimization with stochastic dominance constraints D Dentcheva, A Ruszczynski SIAM Journal on Optimization 14 (2), 548-566, 2003 | 381 | 2003 |
| Concavity and efficient points of discrete distributions in probabilistic programming D Dentcheva, A Prékopa, A Ruszczynski Mathematical programming 89 (1), 55-77, 2000 | 258 | 2000 |
| Portfolio optimization with stochastic dominance constraints D Dentcheva, A Ruszczyński Journal of Banking & Finance 30 (2), 433-451, 2006 | 243 | 2006 |
| Optimal power generation under uncertainty via stochastic programming D Dentcheva, W Römisch Stochastic programming methods and technical applications, 22-56, 1998 | 158 | 1998 |
| Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints D Dentcheva, A Ruszczyński Mathematical Programming 99 (2), 329-350, 2004 | 138 | 2004 |
| An augmented Lagrangian method for distributed optimization N Chatzipanagiotis, D Dentcheva, MM Zavlanos Mathematical Programming 152 (1), 405-434, 2015 | 98 | 2015 |
| Optimization models with probabilistic constraints D Dentcheva Probabilistic and randomized methods for design under uncertainty, 49-97, 2006 | 92 | 2006 |
| 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 | 79 | 1996 |
| Optimization with multivariate stochastic dominance constraints D Dentcheva, A Ruszczynski Mathematical Programming 117 (1), 111–127, 2009 | 78 | 2009 |
| On several concepts for ɛ-efficiency S Helbig, D Pateva Operations-Research-Spektrum 16 (3), 179-186, 1994 | 73 | 1994 |
| Semi-infinite probabilistic optimization: first-order stochastic dominance constrain D Dentcheva, A Ruszczyński Optimization 53 (5-6), 583-601, 2004 | 65 | 2004 |
| 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 | 60 | 2004 |
| 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 | 52 | 2017 |
| 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 | 52 | 2012 |
| Robust stochastic dominance and its application to risk-averse optimization D Dentcheva, A Ruszczyński Mathematical Programming 123 (1), 85-100, 2010 | 50 | 2010 |
| 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 | 47 | 2007 |
| Duality gaps in nonconvex stochastic optimization D Dentcheva, W Römisch Mathematical Programming 101 (3), 515-535, 2004 | 47 | 2004 |
| 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 | 44 | 1997 |
Andrzej RuszczyńskiDistinguished Professor of Rutgers UniversityDirección de correo verificada de business.rutgers.edu
