Seguir
Darinka Dentcheva
Darinka Dentcheva
Professor of Mathematics, Stevens Institute of Technology
Dirección de correo verificada de stevens.edu - Página principal
Título
Citado por
Citado por
Año
Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva, A Ruszczynski
Society for Industrial and Applied Mathematics, 2021
44922021
Optimization with stochastic dominance constraints
D Dentcheva, A Ruszczynski
SIAM Journal on Optimization 14 (2), 548-566, 2003
4662003
Concavity and efficient points of discrete distributions in probabilistic programming
D Dentcheva, A Prékopa, A Ruszczynski
Mathematical programming 89, 55-77, 2000
3042000
Portfolio optimization with stochastic dominance constraints
D Dentcheva, A Ruszczyński
Journal of Banking & Finance 30 (2), 433-451, 2006
3012006
Optimal power generation under uncertainty via stochastic programming
D Dentcheva, W Römisch
Stochastic Programming Methods and Technical Applications: Proceedings of …, 1998
1761998
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
D Dentcheva, A Ruszczyński
Mathematical Programming 99 (2), 329-350, 2004
1532004
An augmented Lagrangian method for distributed optimization
N Chatzipanagiotis, D Dentcheva, MM Zavlanos
Mathematical Programming 152, 405-434, 2015
1362015
Lectures on Stochastic Programming: Modeling and Theory (SIAM, Philadelphia)
A Shapiro, D Dentcheva, A Ruszczynski
1302009
Optimization models with probabilistic constraints
D Dentcheva
Probabilistic and randomized methods for design under uncertainty, 49-97, 2006
1192006
Optimization with multivariate stochastic dominance constraints
D Dentcheva, A Ruszczynski
Mathematical Programming 117 (1), 111–127, 2009
882009
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
851996
On several concepts for ɛ-efficiency
S Helbig, D Pateva
Operations-Research-Spektrum 16 (3), 179-186, 1994
811994
Statistical estimation of composite risk functionals and risk optimization problems
D Dentcheva, S Penev, A Ruszczyński
Annals of the Institute of Statistical Mathematics 69, 737-760, 2017
792017
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
D Dentcheva, A Ruszczyński
Optimization 53 (5-6), 583-601, 2004
792004
Dual methods for probabilistic optimization problems*
D Dentcheva, B Lai, A Ruszczyński
Mathematical methods of operations research 60 (2), 331-346, 2004
742004
Bounds for probabilistic integer programming problems
D Dentcheva, A Prékopa, A Ruszczyński
Discrete Applied Mathematics 124 (1-3), 55-65, 2002
67*2002
Robust stochastic dominance and its application to risk-averse optimization
D Dentcheva, A Ruszczyński
Mathematical Programming 123 (1), 85-100, 2010
652010
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
642012
Regularization methods for optimization problems with probabilistic constraints
D Dentcheva, G Martinez
Mathematical Programming 138 (1), 223-251, 2013
592013
Ruszczy nski, A.(2009)
A Shapiro, D Dentcheva, P Andrzej
Lectures on stochastic programming: modeling and theory 9, 0
55
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20