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Two-stage optimization problem...
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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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Augmented Lagrangian method for probabilistic optimization
Dentcheva, Darinka
;
Martinez, Gabriela
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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
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2012
Persistent link: https://www.econbiz.de/10009688677
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5
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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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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Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
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8
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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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
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Pathfollowing Methods in Nonlinear Optimization III: Lagrange Multiplier Embedding
Dentcheva, D.
;
Guddat, J.
;
Rückmann, J.-J.
;
Wendler, K.
- In:
Zeitschrift für Operations-Research : ZOR ; …
41
(
1995
)
3
,
pp. 127-152
Persistent link: https://www.econbiz.de/10006633888
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