Dentcheva Darinka

Darinka Dentcheva

Information about the author Darinka Dentcheva will soon be added to the site.
Found 4 papers in total
Augmented Lagrangian method for probabilistic optimization
Augmented Lagrangian method for probabilistic optimization
2012
We analyze nonlinear stochastic optimization problems with probabilistic constraints...
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
2012
We consider two‐stage risk‐averse stochastic optimization problems with...
Kusuoka representation of higher order dual risk measures
Kusuoka representation of higher order dual risk measures
2010
We derive representations of higher order dual measures of risk in ℒ p spaces as...
On differentiability of metric projections onto moving convex sets
On differentiability of metric projections onto moving convex sets
2001
We consider properties of the metric projections onto moving convex sets in normed...
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