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Darinka Dentcheva
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2020 – today
- 2023
- [j62]Constantine Alexander Vitt, Darinka Dentcheva, Andrzej Ruszczynski, Nolan Sandberg:
The deepest event cuts in risk-averse optimization with application to radiation therapy design. Comput. Optim. Appl. 86(3): 1347-1372 (2023) - [j61]Darinka Dentcheva, Yang Lin, Spiridon I. Penev:
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems. Oper. Res. 71(5): 1871-1888 (2023) - [j60]Darinka Dentcheva, Andrzej Ruszczynski:
Mini-Batch Risk Forms. SIAM J. Optim. 33(2): 615-637 (2023) - 2022
- [j59]Darinka Dentcheva, Yang Lin:
Bias Reduction in Sample-Based Optimization. SIAM J. Optim. 32(1): 130-151 (2022) - [j58]Darinka Dentcheva:
Education. SIAM Rev. 64(1): 179 (2022) - [j57]Darinka Dentcheva:
Education. SIAM Rev. 64(2): 467 (2022) - [j56]Darinka Dentcheva:
Education. SIAM Rev. 64(3): 711-712 (2022) - [j55]Darinka Dentcheva:
Education. SIAM Rev. 64(4): 1029 (2022) - [c3]Darinka Dentcheva, Mingsong Ye, Yunxuan Yi:
Risk-averse sequential decision problems with time-consistent stochastic dominance constraints. CDC 2022: 3605-3610 - 2021
- [j54]Darinka Dentcheva, Andrzej Ruszczynski:
Subregular recourse in nonlinear multistage stochastic optimization. Math. Program. 189(1): 249-270 (2021) - [j53]Darinka Dentcheva:
Education. SIAM Rev. 63(1): 165-166 (2021) - [j52]Darinka Dentcheva:
Education. SIAM Rev. 63(2): 393 (2021) - [j51]Darinka Dentcheva:
Education. SIAM Rev. 63(3): 583 (2021) - [j50]Darinka Dentcheva:
Education. SIAM Rev. 63(4): 823 (2021) - 2020
- [j49]Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni:
Stochastic optimization: theory and applications. Ann. Oper. Res. 292(2): 575-580 (2020) - [j48]Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni:
Correction to: Preface: Stochastic optimization: theory and applications. Ann. Oper. Res. 292(2): 1001 (2020) - [j47]Darinka Dentcheva, Andrzej Ruszczynski:
Risk forms: representation, disintegration, and application to partially observable two-stage systems. Math. Program. 181(2): 297-317 (2020) - [j46]Darinka Dentcheva:
Education. SIAM Rev. 62(1): 229-230 (2020) - [j45]Darinka Dentcheva:
Education. SIAM Rev. 62(2): 437-438 (2020) - [j44]Darinka Dentcheva:
Education. SIAM Rev. 62(3): 683 (2020) - [j43]Darinka Dentcheva:
Education. SIAM Rev. 62(4): 899-900 (2020)
2010 – 2019
- 2019
- [j42]Darinka Dentcheva:
Education. SIAM Rev. 61(1): 157-158 (2019) - [j41]Darinka Dentcheva:
Education. SIAM Rev. 61(2): 345-346 (2019) - [j40]Darinka Dentcheva:
Education. SIAM Rev. 61(3): 547-548 (2019) - [j39]Darinka Dentcheva:
Education. SIAM Rev. 61(4): 837-838 (2019) - [j38]Wann-Jiun Ma, Chanwook Oh, Yang Liu, Darinka Dentcheva, Michael M. Zavlanos:
Risk-Averse Access Point Selection in Wireless Communication Networks. IEEE Trans. Control. Netw. Syst. 6(1): 24-36 (2019) - 2018
- [j37]Darinka Dentcheva, Andrzej Ruszczynski:
Time-Coherent Risk Measures for Continuous-Time Markov Chains. SIAM J. Financial Math. 9(2): 690-715 (2018) - [j36]Darinka Dentcheva:
Education. SIAM Rev. 60(1): 179-180 (2018) - [j35]Darinka Dentcheva:
Education. SIAM Rev. 60(2): 427-428 (2018) - [j34]Darinka Dentcheva:
Education. SIAM Rev. 60(3): 705-706 (2018) - [j33]Darinka Dentcheva:
Education. SIAM Rev. 60(4): 967 (2018) - [i1]Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong:
Risk-Averse Classification. CoRR abs/1805.00119 (2018) - 2017
- [j32]Darinka Dentcheva:
Education. SIAM Rev. 59(1): 197 (2017) - [j31]Darinka Dentcheva:
Education. SIAM Rev. 59(2): 391-392 (2017) - [j30]Darinka Dentcheva:
Education. SIAM Rev. 59(3): 647-648 (2017) - [j29]Darinka Dentcheva:
Education. SIAM Rev. 59(4): 847 (2017) - [c2]Wann-Jiun Ma, Darinka Dentcheva, Michael M. Zavlanos:
Risk-averse sensor planning using distributed policy gradient. ACC 2017: 4839-4844 - 2016
- [j28]Darinka Dentcheva, Maria Gabriela Martinez, Eli Wolfhagen:
Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints. Oper. Res. 64(6): 1451-1465 (2016) - [j27]Darinka Dentcheva, Eli Wolfhagen:
Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints. Math. Oper. Res. 41(1): 1-22 (2016) - 2015
- [j26]Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos:
An augmented Lagrangian method for distributed optimization. Math. Program. 152(1-2): 405-434 (2015) - [j25]Darinka Dentcheva, Eli Wolfhagen:
Optimization with Multivariate Stochastic Dominance Constraints. SIAM J. Optim. 25(1): 564-588 (2015) - 2014
- [b2]Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski:
Lectures on Stochastic Programming - Modeling and Theory, Second Edition. MOS-SIAM Series on Optimization 16, SIAM 2014, ISBN 978-1-61197-342-6, pp. I-XVII, 1-494 - [j24]Darinka Dentcheva, Andrzej Ruszczynski:
Risk preferences on the space of quantile functions. Math. Program. 148(1-2): 181-200 (2014) - 2013
- [j23]Darinka Dentcheva, Maria Gabriela Martinez:
Regularization methods for optimization problems with probabilistic constraints. Math. Program. 138(1-2): 223-251 (2013) - [j22]Darinka Dentcheva, Andrzej Ruszczynski:
Common Mathematical Foundations of Expected Utility and Dual Utility Theories. SIAM J. Optim. 23(1): 381-405 (2013) - [j21]Darinka Dentcheva, Werner Römisch:
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models. SIAM J. Optim. 23(3): 1672-1688 (2013) - 2012
- [j20]Darinka Dentcheva, Andrzej Ruszczynski, Tamás Szántai:
Stochastic modeling and optimization (in honor of András Prékopa's 80th birthday). Ann. Oper. Res. 200(1): 1-2 (2012) - [j19]Darinka Dentcheva, Maria Gabriela Martinez:
Augmented Lagrangian method for probabilistic optimization. Ann. Oper. Res. 200(1): 109-130 (2012) - [j18]Darinka Dentcheva, Maria Gabriela Martinez:
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse. Eur. J. Oper. Res. 219(1): 1-8 (2012) - [c1]Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos:
Approximate augmented lagrangians for distributed network optimization. CDC 2012: 5840-5845 - 2010
- [j17]Darinka Dentcheva, Spiridon I. Penev, Andrzej Ruszczynski:
Kusuoka representation of higher order dual risk measures. Ann. Oper. Res. 181(1): 325-335 (2010) - [j16]Darinka Dentcheva, Andrzej Ruszczynski:
Robust stochastic dominance and its application to risk-averse optimization. Math. Program. 123(1): 85-100 (2010)
2000 – 2009
- 2009
- [b1]Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski:
Lectures on Stochastic Programming - Modeling and Theory. MOS-SIAM Series on Optimization, SIAM 2009, ISBN 978-0-89871-687-0, pp. I-XV, 1-431 - [j15]Darinka Dentcheva, Andrzej Ruszczynski:
Optimization with multivariate stochastic dominance constraints. Math. Program. 117(1-2): 111-127 (2009) - 2008
- [j14]Darinka Dentcheva, Andrzej Ruszczynski:
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints. SIAM J. Control. Optim. 47(5): 2540-2556 (2008) - 2007
- [j13]Darinka Dentcheva, René Henrion, Andrzej Ruszczynski:
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints. SIAM J. Optim. 18(1): 322-337 (2007) - [j12]Darinka Dentcheva, Julian P. Revalski:
Special Issue on Variational Analysis and Optimization. SIAM J. Optim. 18(3) (2007) - 2006
- [j11]Darinka Dentcheva, Andrzej Ruszczynski:
Inverse stochastic dominance constraints and rank dependent expected utility theory. Math. Program. 108(2-3): 297-311 (2006) - 2004
- [j10]Darinka Dentcheva, Bogumila Lai, Andrzej Ruszczynski:
Dual methods for probabilistic optimization problems *. Math. Methods Oper. Res. 60(2): 331-346 (2004) - [j9]Darinka Dentcheva, Andrzej Ruszczynski:
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints. Math. Program. 99(2): 329-350 (2004) - [j8]Darinka Dentcheva, Werner Römisch:
Duality gaps in nonconvex stochastic optimization. Math. Program. 101(3): 515-535 (2004) - 2003
- [j7]Darinka Dentcheva, Andrzej Ruszczynski:
Optimization with Stochastic Dominance Constraints. SIAM J. Optim. 14(2): 548-566 (2003) - 2002
- [j6]Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski:
Bounds for probabilistic integer programming problems. Discret. Appl. Math. 124(1-3): 55-65 (2002) - 2001
- [j5]Darinka Dentcheva:
On Differentiability of Metric Projections onto Moving Convex Sets. Ann. Oper. Res. 101(1-4): 283-298 (2001) - 2000
- [j4]Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski:
Concavity and efficient points of discrete distributions in probabilistic programming. Math. Program. 89(1): 55-77 (2000) - [j3]Darinka Dentcheva:
Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming. SIAM J. Optim. 10(3): 732-749 (2000) - [j2]Darinka Dentcheva, Werner Römisch:
Differential Stability of Two-Stage Stochastic Programs. SIAM J. Optim. 11(1): 87-112 (2000)
1990 – 1999
- 1995
- [j1]Darinka Dentcheva, Jürgen Guddat, Jan-J. Rückmann, K. Wendler:
Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding. Math. Methods Oper. Res. 41(2): 127-152 (1995)
Coauthor Index
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