| Lectures on stochastic programming: modeling and theory A Shapiro, D Dentcheva, A Ruszczynski Society for Industrial and Applied Mathematics, 2021 | 4608 | 2021 |
| Optimization with stochastic dominance constraints D Dentcheva, A Ruszczynski SIAM Journal on Optimization 14 (2), 548-566, 2003 | 470 | 2003 |
| Concavity and efficient points of discrete distributions in probabilistic programming D Dentcheva, A Prékopa, A Ruszczynski Mathematical programming 89, 55-77, 2000 | 306 | 2000 |
| Portfolio optimization with stochastic dominance constraints D Dentcheva, A Ruszczyński Journal of Banking & Finance 30 (2), 433-451, 2006 | 303 | 2006 |
| Optimal power generation under uncertainty via stochastic programming D Dentcheva, W Römisch Stochastic Programming Methods and Technical Applications: Proceedings of …, 1998 | 177 | 1998 |
| Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints D Dentcheva, A Ruszczyński Mathematical Programming 99 (2), 329-350, 2004 | 153 | 2004 |
| An augmented Lagrangian method for distributed optimization N Chatzipanagiotis, D Dentcheva, MM Zavlanos Mathematical Programming 152, 405-434, 2015 | 143 | 2015 |
| Lectures on Stochastic Programming: Modeling and Theory (SIAM, Philadelphia) A Shapiro, D Dentcheva, A Ruszczynski | 139 | 2009 |
| Optimization models with probabilistic constraints D Dentcheva Probabilistic and randomized methods for design under uncertainty, 49-97, 2006 | 119 | 2006 |
| Optimization with multivariate stochastic dominance constraints D Dentcheva, A Ruszczynski Mathematical Programming 117 (1), 111–127, 2009 | 89 | 2009 |
| On variational principles, level sets, well-posedness, and∈-solutions in vector optimization D Dentcheva, S Helbig Journal of Optimization Theory and Applications 89 (2), 325-349, 1996 | 86 | 1996 |
| Statistical estimation of composite risk functionals and risk optimization problems D Dentcheva, S Penev, A Ruszczyński Annals of the Institute of Statistical Mathematics 69, 737-760, 2017 | 85 | 2017 |
| Semi-infinite probabilistic optimization: first-order stochastic dominance constrain D Dentcheva, A Ruszczyński Optimization 53 (5-6), 583-601, 2004 | 81 | 2004 |
| On several concepts for ɛ-efficiency S Helbig, D Pateva Operations-Research-Spektrum 16 (3), 179-186, 1994 | 81 | 1994 |
| Dual methods for probabilistic optimization problems* D Dentcheva, B Lai, A Ruszczyński Mathematical methods of operations research 60 (2), 331-346, 2004 | 76 | 2004 |
| Bounds for probabilistic integer programming problems D Dentcheva, A Prékopa, A Ruszczyński Discrete Applied Mathematics 124 (1-3), 55-65, 2002 | 67* | 2002 |
| Robust stochastic dominance and its application to risk-averse optimization D Dentcheva, A Ruszczyński Mathematical Programming 123 (1), 85-100, 2010 | 66 | 2010 |
| Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse D Dentcheva, G Martinez European Journal of Operational Research 219 (1), 1-8, 2012 | 65 | 2012 |
| Regularization methods for optimization problems with probabilistic constraints D Dentcheva, G Martinez Mathematical Programming 138 (1), 223-251, 2013 | 58 | 2013 |
| Stability and sensitivity of optimization problems with first order stochastic dominance constraints D Dentcheva, R Henrion, A Ruszczyński SIAM Journal on Optimization 18 (1), 322-337, 2007 | 53 | 2007 |
Andrzej RuszczyńskiBoard of Governors Professor of Rutgers UniversityVerified email at business.rutgers.edu
