Concepedia

Darinka Dentcheva

DD

29

Publications

1.8K

Citations

20

H-Index

1998

Active since

Affiliations

Stevens Institute of Technology(Current)

Rutgers, The State University of New Jersey

Rutgers Sexual and Reproductive Health and Rights

Duke University

UNSW Sydney

Darinka Dentcheva is an author at Stevens Institute of Technology specializing in engineering, mathematical programming, and operations research.

Top concepts

EngineeringMathematical ProgrammingOperations ResearchProbabilityStochastic OptimizationUncertainty QuantificationConvex OptimizationCombinatorial OptimizationComputer ScienceSystems Engineering

Publications per year

1998–2019

29

Publications

29

Optimization with Stochastic Dominance Constraints

Darinka Dentcheva, Andrzej Ruszczyński · SIAM Journal on Optimization · 2003 · 364 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +15

Portfolio optimization with stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński · Journal of Banking & Finance · 2005 · 219 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +7

Concavity and efficient points of discrete distributions in probabilistic programming

Darinka Dentcheva, András Prékopa, Andrzej Ruszczyński · Mathematical Programming · 2000 · 206 citations · Full text

Mathematical Programming, Engineering, Uncertainty Quantification +10

An augmented Lagrangian method for distributed optimization

Nikolaos Chatzipanagiotis, Darinka Dentcheva, Michael M. Zavlanos · Mathematical Programming · 2014 · 143 citations

Large-scale Global Optimization, Engineering, Continuous Optimization +5

Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński · Mathematical Programming · 2004 · 105 citations · Full text

Engineering, Nonlinear Programming, Optimization Problem +7

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