//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Two-stage optimization problem...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
9
Stochastischer Prozess
9
Theorie
9
Theory
9
Mathematical programming
8
Mathematische Optimierung
8
Risiko
5
Risk
5
Portfolio selection
3
Portfolio-Management
3
Experiment
2
Risikomaß
2
Risk measure
2
CAPM
1
Coefficient of variation
1
Decision under risk
1
Decomposition method
1
Dekompositionsverfahren
1
Entscheidung unter Risiko
1
Erwartungsnutzen
1
Estimation theory
1
Expected utility
1
Mean-semi-deviation
1
Measurement
1
Messung
1
Nutzen
1
Nutzenfunktion
1
Nutzentheorie
1
Operations Research
1
Operations research
1
Portfolio optimization
1
Probability theory
1
Schätztheorie
1
Stochastic orders
1
Utility
1
Utility function
1
Utility theory
1
Value-at-risk
1
Wahrscheinlichkeitsrechnung
1
bias
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
2
Book section
2
Festschrift
2
Aufsatzsammlung
1
Language
All
English
13
Author
All
Dentcheva, Darinka
12
Martinez, Gabriela
3
Ruszczyński, Andrzej P.
3
Consigli, Giorgio
2
Maggioni, Francesca
2
Penev, Spiridon
2
Bertocchi, Marida
1
Dentcheva, D.
1
Lin, Yang
1
Prékopa, András
1
Ruszczynski, Andrzej
1
Ruszczyski, Andrzej
1
Stock, Gregory J.
1
Szántai, Tamás
1
Wolfhagen, Eli
1
more ...
less ...
Published in...
All
Annals of operations research
4
Operations research
2
European journal of operational research : EJOR
1
Journal of banking & finance
1
Quantitative finance
1
Stochastic optimization: theory and applications
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
1
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
10
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Augmented Lagrangian methods for solving optimation problems with stochastic-order constraints
Dentcheva, Darinka
;
Martinez, Gabriela
;
Wolfhagen, Eli
- In:
Operations research
64
(
2016
)
6
,
pp. 1451-1465
Persistent link: https://www.econbiz.de/10011620703
Saved in:
2
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
Dentcheva, Darinka
;
Martinez, Gabriela
- In:
European journal of operational research : EJOR
219
(
2012
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10009511726
Saved in:
3
Augmented Lagrangian method for probabilistic optimization
Dentcheva, Darinka
;
Martinez, Gabriela
-
2012
Persistent link: https://www.econbiz.de/10009688661
Saved in:
4
Editorial: Stochastic modeling and optimization (in honor of András Prékopa's 80th birthday)
Dentcheva, Darinka
;
Ruszczyski, Andrzej
;
Szántai, Tamás
-
2012
Persistent link: https://www.econbiz.de/10009688677
Saved in:
5
Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
Saved in:
6
Stochastic optimization : theory and applications : preface: special issue in memory of Marida Bertocchi
Consigli, Giorgio
;
Dentcheva, Darinka
;
Maggioni, Francesca
- In:
Stochastic optimization: theory and applications
,
(pp. 575-580)
.
2020
Persistent link: https://www.econbiz.de/10012290804
Saved in:
7
On the price of risk in a mean-risk optimization model
Dentcheva, Darinka
;
Stock, Gregory J.
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1699-1713
Persistent link: https://www.econbiz.de/10012261905
Saved in:
8
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
9
Pathfollowing methods in nonlinear optimization III : Lagrange multiplier embedding
Dentcheva, D.
(
contributor
)
- In:
Zeitschrift für Operations-Research : ZOR ; …
41
(
1995
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001183147
Saved in:
10
Portfolio optimization with risk control by stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 189-211)
.
2011
Persistent link: https://www.econbiz.de/10008798656
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->