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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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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
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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
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Stochastic optimization: theory and applications
Consigli, Giorgio (ed.); Dentcheva, Darinka (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012285926
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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
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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
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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
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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
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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