Research output per year
Research output per year
- 1 - 50 out of 92 results
Search results
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2023
MINI-BATCH RISK FORMS
Dentcheva, D. & Ruszczynski, A., 2023, In: SIAM Journal on Optimization. 33, 2, p. 615-637 23 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
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Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems
Dentcheva, D., Lin, Y. & Penev, S., Sep 1 2023, In: Oper Res. 71, 5, p. 1871-1888 18 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access -
The deepest event cuts in risk-averse optimization with application to radiation therapy design
Vitt, C. A., Dentcheva, D., Ruszczyński, A. & Sandberg, N., Dec 2023, In: Computational Optimization and Applications. 86, 3, p. 1347-1372 26 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
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2022
BIAS REDUCTION IN SAMPLE-BASED OPTIMIZATION
Dentcheva, D. & Lin, Y., 2022, In: SIAM Journal on Optimization. 32, 1, p. 130-151 22 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access -
Education
Dentcheva, D., 2022, In: SIAM Review. 64, 3, p. 711-712 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
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Education
Dentcheva, D., 2022, In: SIAM Review. 64, 4, p. 1029 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
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EDUCATION
Dentcheva, D., 2022, In: SIAM Review. 64, 2, p. 467 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
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EDUCATION
Dentcheva, D., 2022, In: SIAM Review. 64, 1, p. 179 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
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Risk-averse sequential decision problems with time-consistent stochastic dominance constraints
Dentcheva, D., Ye, M. & Yi, Y., 2022, 2022 IEEE 61st Conference on Decision and Control, CDC 2022. Institute of Electrical and Electronics Engineers Inc., p. 3605-3610 6 p. (Proceedings of the IEEE Conference on Decision and Control; vol. 2022-December).Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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2021
Education
Dentcheva, D., 2021, In: SIAM Review. 63, 3, p. 583 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2021, In: SIAM Review. 63, 2, p. 393 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Comment/debate
Open Access -
Education
Dentcheva, D., 2021, In: SIAM Review. 63, 1, p. 165-166 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Short survey › peer-review
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EDUCATION
Dentcheva, D., 2021, In: SIAM Review. 63, 4, p. 823 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Subregular recourse in nonlinear multistage stochastic optimization
Dentcheva, D. & Ruszczyński, A., Sep 2021, In: Mathematical Programming. 189, 1-2, p. 249-270 22 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
Open Access -
2020
Correction to: Preface: Stochastic optimization: theory and applications: Preface: special issue in memory of Marida Bertocchi (Annals of Operations Research, (2020), 292, 2, (575-580), 10.1007/s10479-020-03672-y)
Consigli, G., Dentcheva, D. & Maggioni, F., Sep 1 2020, In: Annals of Operations Research. 292, 2, p. 1001 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Comment/debate
Open Access -
Education
Dentcheva, D., 2020, In: SIAM Review. 62, 2, p. 437-438 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2020, In: SIAM Review. 62, 4, p. 899-900 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
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Education
Dentcheva, D., 2020, In: SIAM Review. 62, 3, p. 683 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Risk forms: representation, disintegration, and application to partially observable two-stage systems
Dentcheva, D. & Ruszczyński, A., Jun 1 2020, In: Mathematical Programming. 181, 2, p. 297-317 21 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access -
Risk forms: representation, disintegration, and application to partially observable two-stage systems
Dentcheva, D. & Ruszczyński, A., Jun 1 2020, In: Mathematical Programming. 181, 2, p. 297-317 21 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Stochastic optimization: theory and applications: Preface: special issue in memory of Marida Bertocchi
Consigli, G., Dentcheva, D. & Maggioni, F., Sep 1 2020, In: Annals of Operations Research. 292, 2, p. 575-580 6 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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2019
Education
Dentcheva, D., 2019, In: SIAM Review. 61, 2, p. 345-346 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2019, In: SIAM Review. 61, 4, p. 837-838 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Risk-averse access point selection in wireless communication networks
Ma, W. J., Oh, C., Liu, Y., Dentcheva, D. & Zavlanos, M. M., Mar 2019, In: IEEE Transactions on Control of Network Systems. 6, 1, p. 24-36 13 p., 8253894.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., 2019, (Accepted/In press) In: Annals of Operations Research.Rutgers, The State University, Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
2018
Education
Dentcheva, D., 2018, In: SIAM Review. 60, 1, p. 179-180 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Comment/debate
Open Access -
Education
Dentcheva, D., 2018, In: SIAM Review. 60, 3, p. 705-706 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2018, In: SIAM Review. 60, 4, p. 967 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2018, In: SIAM Review. 60, 2, p. 427-428 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
On the price of risk in a mean-risk optimization model
Dentcheva, D. & Stock, G. J., Oct 3 2018, In: Quantitative Finance. 18, 10, p. 1699-1713 15 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Time-coherent risk measures for continuous-time markov chains
Dentcheva, D. & Ruszczynski, A., 2018, In: SIAM Journal on Financial Mathematics. 9, 2, p. 690-715 26 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
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2017
Education
Dentcheva, D., 2017, In: SIAM Review. 59, 3, p. 647-648 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2017, In: SIAM Review. 59, 4, p. 847 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2017, In: SIAM Review. 59, 2, p. 391-392 2 p.Stevens Institute of Technology
Research output: Contribution to journal › Editorial
Open Access -
Education
Dentcheva, D., 2017, In: SIAM Review. 59, 1, p. 197 1 p.Stevens Institute of Technology
Research output: Contribution to journal › Comment/debate
Open Access -
Risk-averse control of continuous-time markov chains
Dentcheva, D. & Ruszczynski, A., 2017, Proceedings of the SIAM Conference on Control and Its Applications, CT 2017. Kang, W., Barbot, J.-P., Zhang, Q. & Liu, R. (eds.). Society for Industrial and Applied Mathematics Publications, p. 78-85 8 p. (Proceedings of the SIAM Conference on Control and Its Applications, CT 2017).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Open Access1 Scopus citations -
Risk-averse control of continuous-time markov chains
Dentcheva, D. & Ruszczynski, A., 2017, Proceedings of the SIAM Conference on Control and Its Applications, CT 2017. Kang, W., Barbot, J-P., Zhang, Q. & Liu, R. (eds.). Society for Industrial and Applied Mathematics Publications, p. 78-85 8 p. (Proceedings of the SIAM Conference on Control and Its Applications, CT 2017).Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Open Access -
Risk-averse sensor planning using distributed policy gradient
Ma, W. J., Dentcheva, D. & Zavlanos, M. M., Jun 29 2017, 2017 American Control Conference, ACC 2017. Institute of Electrical and Electronics Engineers Inc., p. 4839-4844 6 p. 7963704. (Proceedings of the American Control Conference).Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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Statistical estimation of composite risk functionals and risk optimization problems
Dentcheva, D., Penev, S. & Ruszczyński, A., Aug 1 2017, In: Annals of the Institute of Statistical Mathematics. 69, 4, p. 737-760 24 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
Open Access -
2016
Augmented lagrangian methods for solving optimization problems with stochastic-order constraints
Dentcheva, D., Martinez, G. & Wolfhagen, E., Nov 1 2016, In: Oper Res. 64, 6, p. 1451-1465 15 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints
Dentcheva, D. & Wolfhagen, E., Feb 2016, In: Mathematics of Operations Research. 41, 1, p. 1-22 22 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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2015
An augmented Lagrangian method for distributed optimization
Chatzipanagiotis, N., Dentcheva, D. & Zavlanos, M. M., Aug 24 2015, In: Mathematical Programming. 152, 1-2, p. 405-434 30 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Optimization with multivariate stochastic dominance constraints
Dentcheva, D. & Wolfhagen, E., 2015, In: SIAM Journal on Optimization. 25, 1, p. 564-588 25 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Risk-averse portfolio optimization via stochastic dominance constraints
Dentcheva, D. & Ruszczynski, A., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 2281-2302 22 p.Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Risk-averse portfolio optimization via stochastic dominance constraints
Dentcheva, D. & Ruszczynski, A., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 2281-2302 22 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
8 Scopus citations -
2013
Common mathematical foundations of expected utility and dual utility theories
Dentcheva, D. & Ruszczyński, A., 2013, In: SIAM Journal on Optimization. 23, 1, p. 381-405 25 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
Open Access -
Optimization with multivariate stochastic dominance constraints
Dentcheva, D. & Wolfhagen, E., 2013, Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013. p. 2603-2610 8 p. (Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013).Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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Regularization methods for optimization problems with probabilistic constraints
Dentcheva, D. & Martinez, G., Apr 2013, In: Mathematical Programming. 138, 1-2, p. 223-251 29 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Risk preferences on the space of quantile functions
Dentcheva, D. & Ruszczyński, A., Dec 2013, In: Mathematical Programming. 148, 1-2, p. 181-200 20 p.Stevens Institute of Technology, Rutgers, The State University
Research output: Contribution to journal › Article › peer-review
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Stability and sensitivity of stochastic dominance constrained optimization models
Dentcheva, D. & Römisch, W., 2013, In: SIAM Journal on Optimization. 23, 3, p. 1672-1688 17 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review