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Stochastischer Prozess
Stochastic process
9
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8
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5
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András Prékopa
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Dentcheva, Darinka
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Ruszczyński, Andrzej P.
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Annals of operations research
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European journal of operational research : EJOR
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Stochastic optimization: theory and applications
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
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ECONIS (ZBW)
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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
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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
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:
4
Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Portfolio optimization with stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 433-451
Persistent link: https://www.econbiz.de/10003291283
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