Projects per year
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Collaborations and top research areas from the last five years
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IUCRC Phase I Stevens: Center for Research toward Advancing Financial Technologies (CRAFT)
Subbalakshmi, K. (CoPI), Nickerson, J. (CoPI), Dentcheva, D. (CoPI), Yang, S. (PI) & Calhoun, G. (CoPI)
1/07/21 → 30/06/26
Project: Research project
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Risk-Averse Learning and Control for Distributed Dynamical Systems with Partial Information
Dentcheva, D. (PI)
16/02/21 → …
Project: Research project
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Planning IUCRC Stevens: Center for Cyber-SMART
Yang, S. (PI), Nickerson, J. (CoPI), Dentcheva, D. (CoPI), Ateniese, G. (CoPI), Calhoun, G. (CoPI), Smutny, M. M. (CoI), Bretschneider, T. T. (CoI) & Inman, A. A. (CoI)
2/10/17 → 28/02/22
Project: Research project
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Collaborative Research: Time-Consistent Risk-Averse Control of Markov Systems
Dentcheva, D. (PI)
1/09/13 → 31/08/16
Project: Research project
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Collaborative Research: Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization Problems
Dentcheva, D. (PI)
1/07/10 → 30/06/13
Project: Research project
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On Risk Evaluation and Control of Distributed Multi-agent Systems
Almen, A. & Dentcheva, D., Nov 2024, In: Journal of Optimization Theory and Applications. 203, 2, p. 2025-2054 30 p.Research output: Contribution to journal › Article › peer-review
Open Access -
MINI-BATCH RISK FORMS
Dentcheva, D. & Ruszczynski, A., 2023, In: SIAM Journal on Optimization. 33, 2, p. 615-637 23 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems
Dentcheva, D., Lin, Y. & Penev, S., 1 Sep 2023, In: Oper Res. 71, 5, p. 1871-1888 18 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
The deepest event cuts in risk-averse optimization with application to radiation therapy design
Vitt, C. A., Dentcheva, D., Ruszczyński, A. & Sandberg, N., Dec 2023, In: Computational Optimization and Applications. 86, 3, p. 1347-1372 26 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
BIAS REDUCTION IN SAMPLE-BASED OPTIMIZATION
Dentcheva, D. & Lin, Y., 2022, In: SIAM Journal on Optimization. 32, 1, p. 130-151 22 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations