Dentcheva, Darinka; Penev, Spiridon; Ruszczyński, Andrzej Statistical estimation of composite risk functionals and risk optimization problems. (English) Zbl 1447.62119 Ann. Inst. Stat. Math. 69, No. 4, 737-760 (2017). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62P05 60F17 62G05 62G20 62R10 91G70 PDFBibTeX XMLCite \textit{D. Dentcheva} et al., Ann. Inst. Stat. Math. 69, No. 4, 737--760 (2017; Zbl 1447.62119) Full Text: DOI arXiv
Dentcheva, Darinka; Martinez, Gabriela Regularization methods for optimization problems with probabilistic constraints. (English) Zbl 1276.90043 Math. Program. 138, No. 1-2 (A), 223-251 (2013). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 49M29 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{G. Martinez}, Math. Program. 138, No. 1--2 (A), 223--251 (2013; Zbl 1276.90043) Full Text: DOI
Dentcheva, Darinka; Martinez, Gabriela Augmented Lagrangian method for probabilistic optimization. (English) Zbl 1255.90087 Ann. Oper. Res. 200, 109-130 (2012). MSC: 90C15 90C46 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{G. Martinez}, Ann. Oper. Res. 200, 109--130 (2012; Zbl 1255.90087) Full Text: DOI
Dentcheva, Darinka; Ruszczyński, Andrzej Robust stochastic dominance and its application to risk-averse optimization. (English) Zbl 1216.90064 Math. Program. 123, No. 1 (B), 85-100 (2010). MSC: 90C15 90C46 90C48 46N10 60E15 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{A. Ruszczyński}, Math. Program. 123, No. 1 (B), 85--100 (2010; Zbl 1216.90064) Full Text: DOI
Dentcheva, Darinka; Ruszczyński, Andrzej Optimization with multivariate stochastic dominance constraints. (English) Zbl 1221.90069 Math. Program. 117, No. 1-2 (B), 111-127 (2009). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C46 90C48 46N10 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{A. Ruszczyński}, Math. Program. 117, No. 1--2 (B), 111--127 (2009; Zbl 1221.90069) Full Text: DOI
Dentcheva, Darinka; Ruszczyński, Andrzej Inverse stochastic dominance constraints and rank dependent expected utility theory. (English) Zbl 1130.91327 Math. Program. 108, No. 2-3 (B), 297-311 (2006). MSC: 91B16 90C15 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{A. Ruszczyński}, Math. Program. 108, No. 2--3 (B), 297--311 (2006; Zbl 1130.91327) Full Text: DOI