Darinka Dentcheva

According to our database, Darinka Dentcheva authored at least 44 papers between 1995 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

The deepest event cuts in risk-averse optimization with application to radiation therapy design.

Constantine Alexander Vitt, Darinka Dentcheva, Andrzej Ruszczynski, Nolan Sandberg

Comput. Optim. Appl., December, 2023

Mini-Batch Risk Forms.

Darinka Dentcheva, Andrzej Ruszczynski

SIAM J. Optim., 2023

2022

Bias Reduction in Sample-Based Optimization.

Darinka Dentcheva, Yang Lin

SIAM J. Optim., 2022

Risk-averse sequential decision problems with time-consistent stochastic dominance constraints.

Darinka Dentcheva, Mingsong Ye, Yunxuan Yi

Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2021

Subregular recourse in nonlinear multistage stochastic optimization.

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2021

2020

Education.

Darinka Dentcheva

SIAM Rev., 2020

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

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2020

Correction to: Preface: Stochastic optimization: theory and applications.

Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni

Ann. Oper. Res., 2020

Stochastic optimization: theory and applications.

Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni

Ann. Oper. Res., 2020

2019

Risk-Averse Access Point Selection in Wireless Communication Networks.

Wann-Jiun Ma, Chanwook Oh, Yang Liu, Darinka Dentcheva, Michael M. Zavlanos

IEEE Trans. Control. Netw. Syst., 2019

2018

Time-Coherent Risk Measures for Continuous-Time Markov Chains.

Darinka Dentcheva, Andrzej Ruszczynski

SIAM J. Financial Math., 2018

Risk-Averse Classification.

Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong

CoRR, 2018

2017

Risk-averse sensor planning using distributed policy gradient.

Wann-Jiun Ma, Darinka Dentcheva, Michael M. Zavlanos

Proceedings of the 2017 American Control Conference, 2017

2016

Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints.

Darinka Dentcheva, Eli Wolfhagen

Math. Oper. Res., 2016

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

Darinka Dentcheva, Maria Gabriela Martinez, Eli Wolfhagen

Oper. Res., 2016

2015

Optimization with Multivariate Stochastic Dominance Constraints.

Darinka Dentcheva, Eli Wolfhagen

SIAM J. Optim., 2015

An augmented Lagrangian method for distributed optimization.

Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos

Math. Program., 2015

2014

Risk preferences on the space of quantile functions.

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2014

Lectures on Stochastic Programming - Modeling and Theory, Second Edition.

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski

MOS-SIAM Series on Optimization 16, SIAM, ISBN: 978-1-61197-342-6, 2014

2013

Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models.

Darinka Dentcheva, Werner Römisch

SIAM J. Optim., 2013

Common Mathematical Foundations of Expected Utility and Dual Utility Theories.

Darinka Dentcheva, Andrzej Ruszczynski

SIAM J. Optim., 2013

Regularization methods for optimization problems with probabilistic constraints.

Darinka Dentcheva, Maria Gabriela Martinez

Math. Program., 2013

2012

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

Darinka Dentcheva, Maria Gabriela Martinez

Eur. J. Oper. Res., 2012

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

Darinka Dentcheva, Andrzej Ruszczynski, Tamás Szántai

Ann. Oper. Res., 2012

Augmented Lagrangian method for probabilistic optimization.

Darinka Dentcheva, Maria Gabriela Martinez

Ann. Oper. Res., 2012

Approximate augmented lagrangians for distributed network optimization.

Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2010

Robust stochastic dominance and its application to risk-averse optimization.

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2010

Kusuoka representation of higher order dual risk measures.

Darinka Dentcheva, Spiridon I. Penev, Andrzej Ruszczynski

Ann. Oper. Res., 2010

2009

Optimization with multivariate stochastic dominance constraints.

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2009

Lectures on Stochastic Programming - Modeling and Theory

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski

MOS-SIAM Series on Optimization, SIAM, ISBN: 978-0-89871-875-1, 2009

2008

Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints.

Darinka Dentcheva, Andrzej Ruszczynski

SIAM J. Control. Optim., 2008

2007

Special Issue on Variational Analysis and Optimization.

Darinka Dentcheva, Julian P. Revalski

SIAM J. Optim., 2007

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

Darinka Dentcheva, René Henrion, Andrzej Ruszczynski

SIAM J. Optim., 2007

2006

Inverse stochastic dominance constraints and rank dependent expected utility theory.

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2006

2004

Duality gaps in nonconvex stochastic optimization.

Darinka Dentcheva, Werner Römisch

Math. Program., 2004

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

Darinka Dentcheva, Andrzej Ruszczynski

Math. Program., 2004

Dual methods for probabilistic optimization problems ^*.

Darinka Dentcheva, Bogumila Lai, Andrzej Ruszczynski

Math. Methods Oper. Res., 2004

2003

Optimization with Stochastic Dominance Constraints.

Darinka Dentcheva, Andrzej Ruszczynski

SIAM J. Optim., 2003

2002

Bounds for probabilistic integer programming problems.

Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski

Discret. Appl. Math., 2002

2001

On Differentiability of Metric Projections onto Moving Convex Sets.

Darinka Dentcheva

Ann. Oper. Res., 2001

2000

Differential Stability of Two-Stage Stochastic Programs.

Darinka Dentcheva, Werner Römisch

SIAM J. Optim., 2000

Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming.

Darinka Dentcheva

SIAM J. Optim., 2000

Concavity and efficient points of discrete distributions in probabilistic programming.

Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski

Math. Program., 2000

1995

Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding.

Darinka Dentcheva, Jürgen Guddat, Jan-J. Rückmann, K. Wendler

Math. Methods Oper. Res., 1995