Lectures on stochastic programming: modeling and theory A Shapiro, D Dentcheva, A Ruszczynski Society for Industrial and Applied Mathematics, 2021 | 4421 | 2021 |
Optimization with stochastic dominance constraints D Dentcheva, A Ruszczynski SIAM Journal on Optimization 14 (2), 548-566, 2003 | 461 | 2003 |
Concavity and efficient points of discrete distributions in probabilistic programming D Dentcheva, A Prékopa, A Ruszczynski Mathematical programming 89, 55-77, 2000 | 300 | 2000 |
Portfolio optimization with stochastic dominance constraints D Dentcheva, A Ruszczyński Journal of Banking & Finance 30 (2), 433-451, 2006 | 298 | 2006 |
Optimal power generation under uncertainty via stochastic programming D Dentcheva, W Römisch Stochastic Programming Methods and Technical Applications: Proceedings of …, 1998 | 175 | 1998 |
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints D Dentcheva, A Ruszczyński Mathematical Programming 99 (2), 329-350, 2004 | 153 | 2004 |
An augmented Lagrangian method for distributed optimization N Chatzipanagiotis, D Dentcheva, MM Zavlanos Mathematical Programming 152, 405-434, 2015 | 134 | 2015 |
Lectures on Stochastic Programming: Modeling and Theory (SIAM, Philadelphia) A Shapiro, D Dentcheva, A Ruszczynski | 123 | 2009 |
Optimization models with probabilistic constraints D Dentcheva Probabilistic and randomized methods for design under uncertainty, 49-97, 2006 | 118 | 2006 |
Optimization with multivariate stochastic dominance constraints D Dentcheva, A Ruszczynski Mathematical Programming 117 (1), 111–127, 2009 | 88 | 2009 |
On variational principles, level sets, well-posedness, and∈-solutions in vector optimization D Dentcheva, S Helbig Journal of Optimization Theory and Applications 89 (2), 325-349, 1996 | 85 | 1996 |
On several concepts for ɛ-efficiency S Helbig, D Pateva Operations-Research-Spektrum 16 (3), 179-186, 1994 | 81 | 1994 |
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain D Dentcheva, A Ruszczyński Optimization 53 (5-6), 583-601, 2004 | 79 | 2004 |
Statistical estimation of composite risk functionals and risk optimization problems D Dentcheva, S Penev, A Ruszczyński Annals of the Institute of Statistical Mathematics 69, 737-760, 2017 | 77 | 2017 |
Dual methods for probabilistic optimization problems* D Dentcheva, B Lai, A Ruszczyński Mathematical methods of operations research 60 (2), 331-346, 2004 | 73 | 2004 |
Bounds for probabilistic integer programming problems D Dentcheva, A Prékopa, A Ruszczyński Discrete Applied Mathematics 124 (1-3), 55-65, 2002 | 67* | 2002 |
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse D Dentcheva, G Martinez European Journal of Operational Research 219 (1), 1-8, 2012 | 64 | 2012 |
Robust stochastic dominance and its application to risk-averse optimization D Dentcheva, A Ruszczyński Mathematical Programming 123 (1), 85-100, 2010 | 64 | 2010 |
Regularization methods for optimization problems with probabilistic constraints D Dentcheva, G Martinez Mathematical Programming 138 (1), 223-251, 2013 | 58 | 2013 |
Ruszczy nski, A.(2009) A Shapiro, D Dentcheva, P Andrzej Lectures on stochastic programming: modeling and theory 9, 0 | 55 | |