Darinka Dentcheva

Publication Activity (10 Years)

Years Active: 1995-2023
Publications (10 Years): 39

Top Topics

Augmented Lagrangian

Interactive Learning

Stochastic Optimization

Top Venues

Ann. Oper. Res.

Publications

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) (2023)
Darinka Dentcheva, Andrzej Ruszczynski
Mini-Batch Risk Forms. SIAM J. Optim. 33 (2) (2023)
Darinka Dentcheva, Yang Lin, Spiridon I. Penev
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems. Oper. Res. 71 (5) (2023)
Darinka Dentcheva, Yang Lin
Bias Reduction in Sample-Based Optimization. SIAM J. Optim. 32 (1) (2022)
Darinka Dentcheva
Education. SIAM Rev. 64 (1) (2022)
Darinka Dentcheva, Mingsong Ye, Yunxuan Yi
Risk-averse sequential decision problems with time-consistent stochastic dominance constraints. CDC (2022)
Darinka Dentcheva
Education. SIAM Rev. 64 (4) (2022)
Darinka Dentcheva
Education. SIAM Rev. 64 (2) (2022)
Darinka Dentcheva
Education. SIAM Rev. 64 (3) (2022)
Darinka Dentcheva
Education. SIAM Rev. 63 (2) (2021)
Darinka Dentcheva
Education. SIAM Rev. 63 (4) (2021)
Darinka Dentcheva
Education. SIAM Rev. 63 (3) (2021)
Darinka Dentcheva
Education. SIAM Rev. 63 (1) (2021)
Darinka Dentcheva, Andrzej Ruszczynski
Subregular recourse in nonlinear multistage stochastic optimization. Math. Program. 189 (1) (2021)
Darinka Dentcheva
Education. SIAM Rev. 62 (2) (2020)
Darinka Dentcheva
Education. SIAM Rev. 62 (1) (2020)
Darinka Dentcheva
Education. SIAM Rev. 62 (4) (2020)
Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni
Correction to: Preface: Stochastic optimization: theory and applications. Ann. Oper. Res. 292 (2) (2020)
Darinka Dentcheva
Education. SIAM Rev. 62 (3) (2020)
Darinka Dentcheva, Andrzej Ruszczynski
Risk forms: representation, disintegration, and application to partially observable two-stage systems. Math. Program. 181 (2) (2020)
Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni
Stochastic optimization: theory and applications. Ann. Oper. Res. 292 (2) (2020)
Darinka Dentcheva
Education. SIAM Rev. 61 (1) (2019)
Darinka Dentcheva
Education. SIAM Rev. 61 (2) (2019)
Darinka Dentcheva
Education. SIAM Rev. 61 (4) (2019)
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) (2019)
Darinka Dentcheva
Education. SIAM Rev. 61 (3) (2019)
Darinka Dentcheva
Education. SIAM Rev. 60 (4) (2018)
Darinka Dentcheva
Education. SIAM Rev. 60 (1) (2018)
Darinka Dentcheva
Education. SIAM Rev. 60 (2) (2018)
Darinka Dentcheva, Andrzej Ruszczynski
Time-Coherent Risk Measures for Continuous-Time Markov Chains. SIAM J. Financial Math. 9 (2) (2018)
Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong
Risk-Averse Classification. CoRR (2018)
Darinka Dentcheva
Education. SIAM Rev. 60 (3) (2018)
Wann-Jiun Ma, Darinka Dentcheva, Michael M. Zavlanos
Risk-averse sensor planning using distributed policy gradient. ACC (2017)
Darinka Dentcheva
Education. SIAM Rev. 59 (2) (2017)
Darinka Dentcheva
Education. SIAM Rev. 59 (1) (2017)
Darinka Dentcheva
Education. SIAM Rev. 59 (4) (2017)
Darinka Dentcheva
Education. SIAM Rev. 59 (3) (2017)
Darinka Dentcheva, Maria Gabriela Martinez, Eli Wolfhagen
Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints. Oper. Res. 64 (6) (2016)
Darinka Dentcheva, Eli Wolfhagen
Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints. Math. Oper. Res. 41 (1) (2016)
Darinka Dentcheva, Eli Wolfhagen
Optimization with Multivariate Stochastic Dominance Constraints. SIAM J. Optim. 25 (1) (2015)
Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos
An augmented Lagrangian method for distributed optimization. Math. Program. 152 (1-2) (2015)
Darinka Dentcheva, Andrzej Ruszczynski
Risk preferences on the space of quantile functions. Math. Program. 148 (1-2) (2014)
Darinka Dentcheva, Werner Römisch
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models. SIAM J. Optim. 23 (3) (2013)
Darinka Dentcheva, Andrzej Ruszczynski
Common Mathematical Foundations of Expected Utility and Dual Utility Theories. SIAM J. Optim. 23 (1) (2013)
Darinka Dentcheva, Maria Gabriela Martinez
Regularization methods for optimization problems with probabilistic constraints. Math. Program. 138 (1-2) (2013)
Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos
Approximate augmented lagrangians for distributed network optimization. CDC (2012)
Darinka Dentcheva, Maria Gabriela Martinez
Augmented Lagrangian method for probabilistic optimization. Ann. Oper. Res. 200 (1) (2012)
Darinka Dentcheva, Maria Gabriela Martinez
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse. Eur. J. Oper. Res. 219 (1) (2012)
Darinka Dentcheva, Andrzej Ruszczynski, Tamás Szántai
Stochastic modeling and optimization (in honor of András Prékopa's 80th birthday). Ann. Oper. Res. 200 (1) (2012)
Darinka Dentcheva, Spiridon I. Penev, Andrzej Ruszczynski
Kusuoka representation of higher order dual risk measures. Ann. Oper. Res. 181 (1) (2010)
Darinka Dentcheva, Andrzej Ruszczynski
Robust stochastic dominance and its application to risk-averse optimization. Math. Program. 123 (1) (2010)
Darinka Dentcheva, Andrzej Ruszczynski
Optimization with multivariate stochastic dominance constraints. Math. Program. 117 (1-2) (2009)
Darinka Dentcheva, Andrzej Ruszczynski
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints. SIAM J. Control. Optim. 47 (5) (2008)
Darinka Dentcheva, Julian P. Revalski
Special Issue on Variational Analysis and Optimization. SIAM J. Optim. 18 (3) (2007)
Darinka Dentcheva, René Henrion, Andrzej Ruszczynski
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints. SIAM J. Optim. 18 (1) (2007)
Darinka Dentcheva, Andrzej Ruszczynski
Inverse stochastic dominance constraints and rank dependent expected utility theory. Math. Program. 108 (2-3) (2006)
Darinka Dentcheva, Andrzej Ruszczynski
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints. Math. Program. 99 (2) (2004)
Darinka Dentcheva, Werner Römisch
Duality gaps in nonconvex stochastic optimization. Math. Program. 101 (3) (2004)
Darinka Dentcheva, Bogumila Lai, Andrzej Ruszczynski
. Math. Methods Oper. Res. 60 (2) (2004)
Darinka Dentcheva, Andrzej Ruszczynski
Optimization with Stochastic Dominance Constraints. SIAM J. Optim. 14 (2) (2003)
Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
Bounds for probabilistic integer programming problems. Discret. Appl. Math. 124 (1-3) (2002)
Darinka Dentcheva
On Differentiability of Metric Projections onto Moving Convex Sets. Ann. Oper. Res. 101 (1-4) (2001)
Darinka Dentcheva, Werner Römisch
Differential Stability of Two-Stage Stochastic Programs. SIAM J. Optim. 11 (1) (2000)
Darinka Dentcheva
Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming. SIAM J. Optim. 10 (3) (2000)
Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
Concavity and efficient points of discrete distributions in probabilistic programming. Math. Program. 89 (1) (2000)
Darinka Dentcheva, Jürgen Guddat, Jan-J. Rückmann, K. Wendler
Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding. Math. Methods Oper. Res. 41 (2) (1995)