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Dive into the research topics where Darinka Dentcheva is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Collaborative Research: Time-Consistent Risk-Averse Control of Markov Systems
Dentcheva, D. (PI)
9/1/13 → 8/31/16
Stevens Institute of Technology
Project: Research
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Collaborative Research: Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization Problems
Dentcheva, D. (PI)
7/1/10 → 6/30/13
Stevens Institute of Technology
Project: Research
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Asset liability management under sequential stochastic dominance constraints
Consigli, G., Dentcheva, D., Maggioni, F. & Micheli, G., 2026, (Accepted/In press) In: Annals of Operations Research.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access -
Central limit theorems for vector-valued composite functionals with smoothing and applications
Chen, H., Dentcheva, D., Lin, Y. & Stock, G. J., Oct 2025, In: Annals of the Institute of Statistical Mathematics. 77, 5, p. 821-852 32 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Fair risk optimization of distributed systems
Almen, A. & Dentcheva, D., 2025, (Accepted/In press) In: Annals of Operations Research.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access -
RELAXATION OF STOCHASTIC DOMINANCE CONSTRAINTS VIA OPTIMAL MASS TRANSPORT
Dentcheva, D. & Yi, Y., 2025, In: SIAM Journal on Optimization. 35, 4, p. 2452-2473 22 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Risk-averse classification
Vitt, C. A., Dentcheva, D. & Xiong, H., Nov 2025, In: Annals of Operations Research. 354, 3, p. 1353-1387 35 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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