Address
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Room 302, |
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Stevens Institute of Technology |
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Research Interests
Applied Mathematics, Optimization, Stochastic
Optimization, Mathematical Models of Risk, Statistics, Numerical Techniques.
Education
Dr.Sc. (Habilitation) in Mathematics
PhD in Mathematics
MSc in Mathematics and Computer Science
All degrees
conferred by Humboldt University, Berlin , Germany
Employment History
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2007 |
Professor,
Department Mathematical Sciences, Stevens Institute of Technology, |
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2000 -
2006 |
Associate
Professor, Department Mathematical Sciences, Stevens Institute of Technology,
|
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1999 -
2000 |
Assistant
Professor, Department of Industrial and Manufacturing Systems Engineering, |
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1997 -
1999 |
Visiting
Scholar, RUTCOR, |
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1994 -
1997 |
Research
Scholar, |
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1982 -
1994 |
Research
Scholar, Department of Operations Research, |
Service and Membership In Professional Organizations
Associate
Editor of SIAM Journal on Optimization and a
member of Society
of Industrial and Applied Mathematics
Reviewer for
Mathematical
Reviews and a member of the American Mathematical Society
Past Member
of the Stochastic Programming Committee and a member of the Mathematical Programming Society
Member of Institute
for Operations Research and the Management Sciences
Member of the
Union
of Bulgarian Mathematicians
Stochastic Systems Seminar and related events
Current seminar
schedule and seminars archive
Past Events
XI Conference on Stochastic Programming August 2007,
23 IFIP TC 7
Conference on System Modeling and Optimization, July
2007,
Non-smooth
and Variational Analysis Meeting, June 20-22, 2007,
Special session on Risk-Averse Optimization at the AMS
Sectional Meeting, April 14 –15, 2007,
Fourth Rutgers-Stevens Workshop on Stochastic
Systems, March 30 –31, 2007,
Third Rutgers-Stevens Workshop on Stochastic Systems: Risk-Averse Optimization September 30 –October 1, 2005
10th Workshop on well-posedness of
optimization problems, September 2005, Bulgaria
22nd
IFIP TC 7 Conference on System Modeling and Optimization, July 2005, Italy
Dagstuhl seminar on
Optimization with incomplete information, January 2005, Germany
X International Conference on
Stochastic Programming, Tucson, Arizona, 2004
Optimization
of Stochastic Systems Conference at Stevens, April 30, 2004
Mathematical
Optimization Conference at Stevens, November 2002
Teaching Spring 2008
Graduate program Stochastic Systems Analysis and Optimization
The Department of Mathematics at Stevens offers an
interdisciplinary graduate program in Stochastic Systems to educate students in
the area of analysis and optimal decisions for complex systems involving
uncertain data. This unique program combines analysis of uncertainty and risk
with modern decision tools as stochastic optimization and stochastic optimal
control.
Full information and course description
Publications
D.
Dentcheva: Regular
selections of multifunctions and
random sets, Habilitationsschrift, Humboldt-University Berlin ,
Germany
46. D. Dentcheva, A Ruszczynski: Composite semi-infinite optimization, Control
and Cybernetics, to appear.
45. D. Dentcheva, A Ruszczynski: Optimization with multivariate stochastic
dominance constraints, Mathematical Programming, to appear.
44. D. Dentcheva, R. Henrion, A Ruszczynski: Stability and sensitivity of optimization
problems with first order stochastic dominance constraints, SIAM Journal
on Optimization, 18 (2007)
322--333.
43. D. Dentcheva, A Ruszczynski: Risk shaping by
stochastic dominance constraints, Annals
of Operations Research, to appear.
42. D. Dentcheva, A Ruszczynski: Risk –averse portfolio optimization via
stochastic dominance constraints, in Stochastic
optimization Models in Finance, (Editor Gerd Infanger), Kluwer, to appear.
41. D. Dentcheva: Optimization models with probabilistic
constraints, in G. Calafiore and F. Dabbene (Eds.) Probabilistic and Randomized Methods for Design under Uncertainty,
2006, Springer-Verlag,
40. D. Dentcheva, A Ruszczynski: Risk
Shaping by Stochastic Dominance Constraints, Proceedings of NSF DMII Grantees
Conference,
39. D. Dentcheva, A
Ruszczynski: Inverse stochastic dominance constraints and rank dependent
expected utility theory, Mathematical Programming 108 (2006) 297--311.
38. D. Dentcheva, A Ruszczynski: Portfolio Optimization with
stochastic dominance constraints, Journal
of Banking and Finance 30/2 (2006) 433--451.
37. D. Dentcheva, A
Ruszczynski: Inverse stochastic dominance constraints and quantile utility
theory, Comptes Rendus de l'Academie
Bulgare des Sciences 58 (2005) No.2, 11--16.
36. D. Dentcheva, A
Ruszczynski: Semi-infinite probabilistic constraints: optimality and
convexification, Optimization 53
(2004) 583--601.
35. D. Dentcheva, A Ruszczynski:
Convexification of stochastic ordering constraints, Comptes Rendus de l'Academie Bulgare des Sciences 57 (2004) No.4,
11--16.
34. D. Dentcheva, B. Lai, A Ruszczynski: Dual
methods for probabilistic optimization, Mathematical Methods of OR (2004) 60:331—346.
33. D. Dentcheva, A Ruszczynski: Optimality and
duality theory for stochastic optimization with nonlinear dominance
constraints, Mathematical Programming 99 (2004) 329--350
32. D. Dentcheva, A Ruszczynski: Stochastic optimization with
dominance constraints, SIAM Journal on
Optimization, 14 (2003) 548--566.
31. D. Dentcheva, A
Ruszczynski: Optimization under nonlinear stochastic dominance, Comptes
Rendus de l'Academie Bulgare des Sciences 56
(2003) No.7, 26--31.
30. D. Dentcheva, A Ruszczynski: Optimization under linear
stochastic dominance, Comptes Rendus de
l'Academie Bulgare des Sciences 56 (2003), No.6, 5--10.
29. D. Dentcheva, W. Römisch: Lagrangian relaxation and duality gap
estimation for non-convex stochastic optimization models, Mathematical
Programming, (2004), 101:515--535.
28. D. Dentcheva, Continuity of multifunctions characterized by
Steiner selections, Nonlinear Analysis: Theory, Methods &
Applications 47 (2001) 1985-1996.
27. D. Dentcheva, A. Prekopa, A. Ruszczynski, On convex
probabilistic programs with discrete distributions, Nonlinear
Analysis: Theory, Methods & Applications 47 (3) (2001) 1997-2009.
26. D. Dentcheva, A. Prekopa, A. Ruszczynski, Bounds for integer
stochastic programs with probabilistic constraints, Discrete
Applied Mathematics, 124, 2002, 55--65
25. D. Dentcheva, A. Prekopa, A. Ruszczynski, Concavity and
efficient points for discrete distributions in stochastic programming, Mathematical Programming, vol.89 (2000), 55-79.
24. D. Dentcheva, On differentiability of metric projections onto
moving convex sets, Annals of Operations Research
101 (2001) 283-298.
23. D. Dentcheva, Approximations, extensions and univalued
representations of multifunctions, Nonlinear Analysis:
Theory, Methods & Applications 45 (2001) 85-108.
22. D. Dentcheva, Regular Castaing Representations with Application
to Stochastic Programming, SIAM Journal on Optimization,
vol.10 (2000) 732-749.
21. D. Dentcheva, W. Römisch, Differential stability of two-stage
stochastic programs, SIAM Journal on Optimization,
vol.11 (2000), 87-112.
20. D. Dentcheva, Differentiable selections and Castaing
representations of multifunctions, Journal of
Mathematical Analysis and Applications, 223 (1998) 371-396.
19. D. Dentcheva, A. Möller, P. Reeh, W. Römisch, R. Schultz, G.
Schwarzbach, J. Thomas, Optimale Blockauswahl bei der Kraftwerkeinsatzplanung,
in: Mathemat
18. D. Dentcheva, R. Gollmer, A. Möller, W. Römisch, R. Schultz,
Solving the unit commitment problem for power generation via primal and dual
methods, in: Progress in Industrial Mathematics at ECMI 96,
(M. Brons at al, Eds.), B.G.Teubner, Stuttgart 1997, 332-339.
17. D. Dentcheva, W. Römisch, Optimal power generation under
uncertainty via stochastic programming, in: Stochastic
Programming Methods and Technical Applications, Lecture Notes in
Economics and Mathematical Systems Vol. 458,
16. D. Dentcheva, W. Römisch, R. Schultz, Strong convexity and
directional derivatives of marginal values in two-stage stochastic programming,
in: Stochastic Programming: Numerical Techniques and
Engineering Applications, Lecture Notes in Economics and
Mathematical Systems, Vol.423, Springer-Verlag, Berlin 1995, 8-21.
15. D. Dentcheva, S. Helbig, On variational principles, level sets,
well-posedness and ε-solutions in vector optimization, Journal of Optimization Theory and Applications, 89 (1996)
325-349.
14. D. Dentcheva, R. Gollmer, J. Guddat, J.-J. Rückmann,
Path-following methods in nonlinear optimization II: Exact penalty embedding,
in: Approximation and Optimization in the Caribbean II,
(M. Florenzano et al., Eds.), Verlag Peter Lang, Frankfurt am Main, 1995, pp.
200-230
13. P. Braun, B. Brosowski, D. Dentcheva, Analysis of colored Petri
nets using linear optimization, in: Algorithmen und
Werkzeuge fuer Petri-Netze, (J. Desel, A. Oberweis, W. Rei-sig,
Eds.), Workshop der GI-Fachgruppe 0.0.1 in Berlin, 1994, Bericht 309 des AIFB
Universitaet Karlsruhe (TH), p.1-8.
12. D. Dentcheva, J. Guddat, J.-J. Rückmann, Path-following methods
in nonlinear optimization III: Lagrange multiplier embedding, ZOR - Math. Methods of OR 41 (1995) 127-152.
11. S. Helbig, D. Pateva, Several concepts for ε-efficiency, OR Spektrum 16 (1994) 179-186
10. D. Pateva, Well-Posedness and regularity of one-parametric
optimization problems, Mathematics and Education in Mathematics,
9. P. Milanov, D. Pateva, On Malfatti problem for equilateral
triangles, Mathematics and Informatics 1 (1992) 3,
1-8.
8.D. Pateva, Structural analysis of parametric optimization
problems, Ph.D. thesis,
7. D. Pateva, On singularities in one-parametric linear programs, Optimization, 22 (1991) 193-219.
6. D. Pateva, Most of the linear one-parametric optimization
problems are regular, Mathematica Balcanica 34
(1990) 401-410.
5. D. Pateva, On a notion of weak singularity for one-parametric
optimization problems, Mathematics and Education Mathematics,
Sofia, 1990, 382-387.
4. D. Pateva, Stationary solution for one-parametric linear
optimization problems under regularity conditions, Mathematics
and Education Mathematics, Sofia, 1988, 334-339.
3. J. Alkalay, P. Goranov, C. Nedeva, D. Pateva, K. Julipov,
Assessment of solutions for steel strip stretching process via simulation, in: Enhancement of steel strips useful properties,
Ceskoslovenska Vedeckotechnicka Spolecnost, Dum techn
2. J. Alkalay, P. Goranov, R. Ivanov, C. Nedeva, D. Pateva, P.
Milanov, Generation of production schemes for ferrous metallurgy by simulation
and stochastic optimization. Proceedings of the IV international conference on
Statistical Methods in the Experimental Research and Quality Control,
14-17 Oct. 1986, Varna, Zlatni Pjasaci, DKIT, Bulgaria (in Bulgarian).
1.D. Dentcheva, Discrete time simulation based on Petri nets, Master
Thesis,
The publications 2—11
have been published under my former name Darinka Pateva.
Personal Information
- Born
in Bulgaria
- I
love books, classical music and opera.
