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Dentcheva, Darinka
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Dentcheva, D.
2
Guddat, J.
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Martinez, Gabriela
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2
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Annals of operations research
4
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
2
European journal of operational research : EJOR
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Journal of banking & finance
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OLC EcoSci
ECONIS (ZBW)
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1
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. 1-9
Persistent link: https://www.econbiz.de/10009825496
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2
Augmented Lagrangian method for probabilistic optimization
Dentcheva, Darinka
;
Martinez, Gabriela
-
2012
Persistent link: https://www.econbiz.de/10010030785
Saved in:
3
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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4
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
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10006635406
Saved in:
5
Dual methods for probabilistic optimization problems*
Dentcheva, Darinka
;
Lai, Bogumila
;
Ruszczynski, Andrzej
- In:
Mathematical methods of operations research
60
(
2004
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10006608750
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6
On Differentiability of Metric Projections onto Moving Convex Sets
Dentcheva, Darinka
-
2001
Persistent link: https://www.econbiz.de/10008216937
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7
Portfolio optimization with stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczynski, Andrzej
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 433-452
Persistent link: https://www.econbiz.de/10005878634
Saved in:
8
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)
Dentcheva, Darinka
;
Ruszczyński, Andrzej
;
Szántai, Tamás
-
2012
Persistent link: https://www.econbiz.de/10010030777
Saved in:
9
Kusuoka representation of higher order dual risk measures
Dentcheva, Darinka
;
Penev, Spiridon
;
Ruszczyński, Andrzej
-
2010
Persistent link: https://www.econbiz.de/10008733827
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