Dentcheva D.

D. Dentcheva

Information about the author D. Dentcheva will soon be added to the site.
Found 3 papers in total
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
2004
We consider a new class of optimization problems involving stochastic dominance...
Concavity and efficient points of discrete distributions in probabilistic programming
2000
We consider stochastic programming problems with probabilistic constraints involving...
Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding
1995
This paper deals with Lagrange multiplier methods which are interpreted as...
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