 | 2012 |
|---|
| 15 |       | Darinka Dentcheva,
Gabriela Martinez:
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse.
European Journal of Operational Research 219(1): 1-8 (2012) |
| 2010 |
|---|
| 14 | | Darinka Dentcheva,
Spiridon Penev,
Andrzej Ruszczynski:
Kusuoka representation of higher order dual risk measures.
Annals OR 181(1): 325-335 (2010) |
| 13 | | Darinka Dentcheva,
Andrzej Ruszczynski:
Robust stochastic dominance and its application to risk-averse optimization.
Math. Program. 123(1): 85-100 (2010) |
| 2009 |
|---|
| 12 | | Darinka Dentcheva,
Andrzej Ruszczynski:
Optimization with multivariate stochastic dominance constraints.
Math. Program. 117(1-2): 111-127 (2009) |
| 2008 |
|---|
| 11 | | Darinka Dentcheva,
Andrzej Ruszczynski:
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints.
SIAM J. Control and Optimization 47(5): 2540-2556 (2008) |
| 2007 |
|---|
| 10 | | Darinka Dentcheva,
René Henrion,
Andrzej Ruszczynski:
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints.
SIAM Journal on Optimization 18(1): 322-337 (2007) |
| 9 | | Darinka Dentcheva,
Julian Revalski:
Special Issue on Variational Analysis and Optimization.
SIAM Journal on Optimization 18(3): (2007) |
| 2006 |
|---|
| 8 | | Darinka Dentcheva,
Andrzej Ruszczynski:
Inverse stochastic dominance constraints and rank dependent expected utility theory.
Math. Program. 108(2-3): 297-311 (2006) |
| 2004 |
|---|
| 7 | | Darinka Dentcheva,
Werner Römisch:
Duality gaps in nonconvex stochastic optimization.
Math. Program. 101(3): 515-535 (2004) |
| 6 | | Darinka Dentcheva,
Andrzej Ruszczynski:
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints.
Math. Program. 99(2): 329-350 (2004) |
| 2003 |
|---|
| 5 | | Darinka Dentcheva,
Andrzej Ruszczynski:
Optimization with Stochastic Dominance Constraints.
SIAM Journal on Optimization 14(2): 548-566 (2003) |
| 2002 |
|---|
| 4 | | Darinka Dentcheva,
András Prékopa,
Andrzej Ruszczynski:
Bounds for probabilistic integer programming problems.
Discrete Applied Mathematics 124(1-3): 55-65 (2002) |
| 2001 |
|---|
| 3 | | Darinka Dentcheva:
On Differentiability of Metric Projections onto Moving Convex Sets.
Annals OR 101(1-4): 283-298 (2001) |
| 2000 |
|---|
| 2 | | Darinka Dentcheva:
Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming.
SIAM Journal on Optimization 10(3): 732-749 (2000) |
| 1 | | Darinka Dentcheva,
Werner Römisch:
Differential Stability of Two-Stage Stochastic Programs.
SIAM Journal on Optimization 11(1): 87-112 (2000) |
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