Darinka Dentcheva

72 papers C 1Journal 67Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport. SIAM J. Optim. Darinka Dentcheva, Yunxuan Yi
2025	J	`jnl`	Risk-averse Fair Multi-class Classification. CoRR Darinka Dentcheva, Xiangyu Tian
2025	J	`jnl`	Risk-averse classification. Ann. Oper. Res. Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong
2024	J	`jnl`	On Risk Evaluation and Control of Distributed Multi-agent Systems. J. Optim. Theory Appl. Aray Almen, Darinka Dentcheva
2023	J	`jnl`	Mini-Batch Risk Forms. SIAM J. Optim. Darinka Dentcheva, Andrzej Ruszczynski
2023	J	`jnl`	Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems. Oper. Res. Darinka Dentcheva, Yang Lin, Spiridon I. Penev
2023	J	`jnl`	The deepest event cuts in risk-averse optimization with application to radiation therapy design. Comput. Optim. Appl. Constantine Alexander Vitt, Darinka Dentcheva, Andrzej Ruszczynski, Nolan Sandberg
2022	J	`jnl`	Bias Reduction in Sample-Based Optimization. SIAM J. Optim. Darinka Dentcheva, Yang Lin
2022	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2022	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2022	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2022	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2022	—	`conf`	Risk-averse sequential decision problems with time-consistent stochastic dominance constraints. CDC Darinka Dentcheva, Mingsong Ye, Yunxuan Yi
2021	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2021	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2021	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2021	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2021	J	`jnl`	Subregular recourse in nonlinear multistage stochastic optimization. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2020	J	`jnl`	Correction to: Preface: Stochastic optimization: theory and applications. Ann. Oper. Res. Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni
2020	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2020	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2020	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2020	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2020	J	`jnl`	Risk forms: representation, disintegration, and application to partially observable two-stage systems. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2020	J	`jnl`	Stochastic optimization: theory and applications. Ann. Oper. Res. Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni
2019	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2019	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2019	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2019	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2019	J	`jnl`	Risk-Averse Access Point Selection in Wireless Communication Networks. IEEE Trans. Control. Netw. Syst. Wann-Jiun Ma, Chanwook Oh, Yang Liu, Darinka Dentcheva, Michael M. Zavlanos
2018	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2018	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2018	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2018	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2018	J	`jnl`	Risk-Averse Classification. CoRR Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong
2018	J	`jnl`	Time-Coherent Risk Measures for Continuous-Time Markov Chains. SIAM J. Financial Math. Darinka Dentcheva, Andrzej Ruszczynski
2017	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2017	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2017	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2017	J	`jnl`	Education. SIAM Rev. Darinka Dentcheva
2017	C	`conf`	Risk-averse sensor planning using distributed policy gradient. ACC Wann-Jiun Ma, Darinka Dentcheva, Michael M. Zavlanos
2016	J	`jnl`	Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints. Oper. Res. Darinka Dentcheva, Maria Gabriela Martinez, Eli Wolfhagen
2016	J	`jnl`	Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints. Math. Oper. Res. Darinka Dentcheva, Eli Wolfhagen
2015	J	`jnl`	An augmented Lagrangian method for distributed optimization. Math. Program. Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos
2015	J	`jnl`	Optimization with Multivariate Stochastic Dominance Constraints. SIAM J. Optim. Darinka Dentcheva, Eli Wolfhagen
2014	—	`book`	Lectures on Stochastic Programming - Modeling and Theory, Second Edition. Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
2014	J	`jnl`	Risk preferences on the space of quantile functions. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2013	J	`jnl`	Common Mathematical Foundations of Expected Utility and Dual Utility Theories. SIAM J. Optim. Darinka Dentcheva, Andrzej Ruszczynski
2013	J	`jnl`	Regularization methods for optimization problems with probabilistic constraints. Math. Program. Darinka Dentcheva, Maria Gabriela Martinez
2013	J	`jnl`	Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models. SIAM J. Optim. Darinka Dentcheva, Werner Römisch
2012	—	`conf`	Approximate augmented lagrangians for distributed network optimization. CDC Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos
2012	J	`jnl`	Augmented Lagrangian method for probabilistic optimization. Ann. Oper. Res. Darinka Dentcheva, Maria Gabriela Martinez
2012	J	`jnl`	Stochastic modeling and optimization (in honor of András Prékopa's 80th birthday). Ann. Oper. Res. Darinka Dentcheva, Andrzej Ruszczynski, Tamás Szántai
2012	J	`jnl`	Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse. Eur. J. Oper. Res. Darinka Dentcheva, Maria Gabriela Martinez
2010	J	`jnl`	Kusuoka representation of higher order dual risk measures. Ann. Oper. Res. Darinka Dentcheva, Spiridon I. Penev, Andrzej Ruszczynski
2010	J	`jnl`	Robust stochastic dominance and its application to risk-averse optimization. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2009	—	`book`	Lectures on Stochastic Programming - Modeling and Theory Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
2009	J	`jnl`	Optimization with multivariate stochastic dominance constraints. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2008	J	`jnl`	Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints. SIAM J. Control. Optim. Darinka Dentcheva, Andrzej Ruszczynski
2007	J	`jnl`	Special Issue on Variational Analysis and Optimization. SIAM J. Optim. Darinka Dentcheva, Julian P. Revalski
2007	J	`jnl`	Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints. SIAM J. Optim. Darinka Dentcheva, René Henrion, Andrzej Ruszczynski
2006	J	`jnl`	Inverse stochastic dominance constraints and rank dependent expected utility theory. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2004	J	`jnl`	Dual methods for probabilistic optimization problems Math. Methods Oper. Res. Darinka Dentcheva, Bogumila Lai, Andrzej Ruszczynski
2004	J	`jnl`	Duality gaps in nonconvex stochastic optimization. Math. Program. Darinka Dentcheva, Werner Römisch
2004	J	`jnl`	Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints. Math. Program. Darinka Dentcheva, Andrzej Ruszczynski
2003	J	`jnl`	Optimization with Stochastic Dominance Constraints. SIAM J. Optim. Darinka Dentcheva, Andrzej Ruszczynski
2002	J	`jnl`	Bounds for probabilistic integer programming problems. Discret. Appl. Math. Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
2001	J	`jnl`	On Differentiability of Metric Projections onto Moving Convex Sets. Ann. Oper. Res. Darinka Dentcheva
2000	J	`jnl`	Concavity and efficient points of discrete distributions in probabilistic programming. Math. Program. Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
2000	J	`jnl`	Differential Stability of Two-Stage Stochastic Programs. SIAM J. Optim. Darinka Dentcheva, Werner Römisch
2000	J	`jnl`	Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming. SIAM J. Optim. Darinka Dentcheva
1995	J	`jnl`	Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding. Math. Methods Oper. Res. Darinka Dentcheva, Jürgen Guddat, Jan-J. Rückmann, K. Wendler