Darinka Dentcheva

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Person:163012

Available identifiers

zbMath Open dentcheva.darinkaWikidataQ5222807 ScholiaQ5222807MaRDI QIDQ163012

List of research outcomes





PublicationDate of PublicationType
On risk evaluation and control of distributed multi-agent systems2024-11-27Paper
Risk-averse control of continuous-time Markov chains2024-07-05Paper
Risk-averse optimization and control. Theory and methods2024-06-11Paper
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems2024-03-12Paper
The deepest event cuts in risk-averse optimization with application to radiation therapy design2024-01-10Paper
On Risk Evaluation and Control of Distributed Multi-Agent Systems2023-11-16Paper
Mini-Batch Risk Forms2023-06-22Paper
Bias Reduction in Sample-Based Optimization2022-02-08Paper
Lectures on Stochastic Programming: Modeling and Theory, Third Edition2021-10-30Paper
Subregular recourse in nonlinear multistage stochastic optimization2021-09-29Paper
Risk forms: representation, disintegration, and application to partially observable two-stage systems2020-06-15Paper
Risk-Averse Access Point Selection in Wireless Communication Networks2019-08-14Paper
On the price of risk in a mean-risk optimization model2019-02-06Paper
Time-Coherent Risk Measures for Continuous-Time Markov Chains2018-08-10Paper
Statistical estimation of composite risk functionals and risk optimization problems2017-10-11Paper
Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints2017-01-26Paper
Optimization with Multivariate Stochastic Dominance Constraints2017-01-13Paper
Two-stage optimization problems with multivariate stochastic order constraints2016-04-15Paper
An augmented Lagrangian method for distributed optimization2015-08-31Paper
https://portal.mardi4nfdi.de/entity/Q54971602015-02-03Paper
https://portal.mardi4nfdi.de/entity/Q54971542015-02-03Paper
Risk preferences on the space of quantile functions2014-12-18Paper
Lectures on stochastic programming. Modeling and theory.2014-10-21Paper
Stability and sensitivity of stochastic dominance constrained optimization models2013-12-13Paper
Common Mathematical Foundations of Expected Utility and Dual Utility Theories2013-06-27Paper
Regularization methods for optimization problems with probabilistic constraints2013-05-06Paper
Augmented Lagrangian method for probabilistic optimization2013-01-15Paper
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse2012-08-16Paper
Mean-risk tests of stochastic dominance2011-06-28Paper
Portfolio Optimization with Risk Control by Stochastic Dominance Constraints2011-05-31Paper
Kusuoka representation of higher order dual risk measures2011-04-08Paper
Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints2010-07-26Paper
Shape-restricted inference for Lorenz curves using duality theory2010-03-01Paper
Robust stochastic dominance and its application to risk-averse optimization2010-02-25Paper
Lectures on Stochastic Programming2009-11-09Paper
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints2009-09-29Paper
https://portal.mardi4nfdi.de/entity/Q53257862009-07-24Paper
https://portal.mardi4nfdi.de/entity/Q36324602009-06-11Paper
Optimization with multivariate stochastic dominance constraints2008-12-16Paper
https://portal.mardi4nfdi.de/entity/Q35419832008-11-27Paper
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints2008-02-25Paper
Inverse stochastic dominance constraints and rank dependent expected utility theory2006-09-12Paper
https://portal.mardi4nfdi.de/entity/Q52012932006-04-18Paper
https://portal.mardi4nfdi.de/entity/Q56942592005-09-29Paper
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain2005-04-15Paper
Duality gaps in nonconvex stochastic optimization2005-02-24Paper
https://portal.mardi4nfdi.de/entity/Q46520202005-02-24Paper
Dual methods for probabilistic optimization problems.2005-01-11Paper
On convex probabilistic programming with discrete distributions.2004-08-26Paper
Continuity of multifunctions characterized by Steiner selections.2004-08-26Paper
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints2004-07-01Paper
Concavity and efficient points of discrete distributions in probabilistic programming.2004-02-18Paper
Optimization with Stochastic Dominance Constraints2004-01-19Paper
https://portal.mardi4nfdi.de/entity/Q44231182003-08-25Paper
https://portal.mardi4nfdi.de/entity/Q44226722003-08-20Paper
Bounds for probabilistic integer programming problems2002-12-02Paper
On differentiability of metric projections onto moving convex sets2001-10-31Paper
Approximations, expansions and univalued representations of multifunctions2001-07-29Paper
Differential stability of two-stage stochastic programs2001-03-19Paper
Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming2000-10-19Paper
Differentiable selections and Castaing representations of multifunctions1999-04-12Paper
https://portal.mardi4nfdi.de/entity/Q38404021999-03-02Paper
Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding1997-01-19Paper
On variational principles, level sets, well-posedness, and \(\epsilon\)-solutions in vector optimization1997-01-15Paper
https://portal.mardi4nfdi.de/entity/Q48727841996-04-16Paper
https://portal.mardi4nfdi.de/entity/Q48431481995-09-06Paper
https://portal.mardi4nfdi.de/entity/Q48395861995-07-17Paper
On several concepts for \(\varepsilon\)-efficiency1995-01-11Paper
On the singularities in linear one-parametric optimization problems*1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33630791990-01-01Paper

Research outcomes over time

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