Darinka Dentcheva
Stevens Institute of Technology
H-index: 32
North America-United States
Top articles of Darinka Dentcheva
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Mini-batch risk forms | SIAM Journal on Optimization | Darinka Dentcheva Andrzej Ruszczyński | 2023/6/30 |
Asset liability management under sequential stochastic dominance constraints | Giorgio Consigli Darinka Dentcheva Francesca Maggioni Giovanni Micheli | 2023/11/20 | |
Relations between risk-averse models in extended two-stage stochastic optimization | Serdica Mathematical Journal | Darinka Dentcheva | 2023/11/20 |
On Risk Evaluation and Control of Distributed Multi-Agent Systems | arXiv preprint arXiv:2311.10287 | Aray Almen Darinka Dentcheva | 2023/11/17 |
ESG-coherent risk measures for sustainable investing | arXiv preprint arXiv:2309.05866 | Gabriele Torri Rosella Giacometti Darinka Dentcheva Svetlozar T Rachev W Brent Lindquist | 2023/9/11 |
Stability and sample-based approximations of composite stochastic optimization problems | Operations Research | Darinka Dentcheva Yang Lin Spiridon Penev | 2023/9 |
The deepest event cuts in risk-averse optimization with application to radiation therapy design | Computational Optimization and Applications | Constantine A Vitt Darinka Dentcheva Andrzej Ruszczyński Nolan Sandberg | 2023/12 |
Risk-averse sequential decision problems with time-consistent stochastic dominance constraints | Darinka Dentcheva Mingsong Ye Yunxuan Yi | 2022/12/6 | |
Bias reduction in sample-based optimization | SIAM Journal on Optimization | Darinka Dentcheva Yang Lin | 2022 |
Lectures on stochastic programming: modeling and theory | Alexander Shapiro Darinka Dentcheva Andrzej Ruszczynski | 2021/7/7 | |
Subregular recourse in nonlinear multistage stochastic optimization | Mathematical Programming | Darinka Dentcheva Andrzej Ruszczyński | 2021/9 |
Chapter 4: Optimization Models with Probabilistic Constraints | Darinka Dentcheva | 2021/7/7 | |
Correction to: Preface: Stochastic optimization: theory and applications | Annals of Operations Research | Consigli Giorgio Dentcheva Darinka Maggioni Francesca | 2020/9/1 |
Stochastic optimization: theory and applications: Preface: special issue in memory of Marida Bertocchi | Annals of Operations Research | Giorgio Consigli Darinka Dentcheva Francesca Maggioni | 2020/9 |
Risk forms: representation, disintegration, and application to partially observable two-stage systems | Mathematical Programming | Darinka Dentcheva Andrzej Ruszczyński | 2020/6 |
Co-Authors
