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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)
Yang, S. (PI), Subbalakshmi, K. (CoPI), Nickerson, J. (CoPI), Dentcheva, D. (CoPI) & 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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Central limit theorems for vector-valued composite functionals with smoothing and applications
Chen, H., Dentcheva, D., Lin, Y. & Stock, G. J., Oct 2025, In: Annals of the Institute of Statistical Mathematics. 77, 5, p. 821-852 32 p.Research output: Contribution to journal › Article › peer-review
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Fair risk optimization of distributed systems
Almen, A. & Dentcheva, D., 2025, (Accepted/In press) In: Annals of Operations Research.Research output: Contribution to journal › Article › peer-review
Open Access -
Risk-averse classification
Vitt, C. A., Dentcheva, D. & Xiong, H., Nov 2025, In: Annals of Operations Research. 354, 3, p. 1353-1387 35 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
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 Access3 Scopus citations -
Risk-Averse Optimization and Control: Theory and Methods
Dentcheva, D. & Ruszczyński, A., 2024, In: Springer Series in Operations Research and Financial Engineering. Part F3130, p. 1-448 448 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Scopus citations