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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
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3
Augmented Lagrangian method for probabilistic optimization
Dentcheva, Darinka
;
Martinez, Gabriela
-
2012
Persistent link: https://www.econbiz.de/10009688661
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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
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5
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:
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
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7
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
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8
Kusuoka representation of higher order dual risk measures
Dentcheva, Darinka
;
Penev, Spiridon
;
Ruszczyński, …
-
2010
Persistent link: https://www.econbiz.de/10008760335
Saved in:
9
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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