Research Interests

Optimization of stochastic systems, mathematical models of risk, probability and statistics,
convex analysis, numerical methods

Projects

- NSF DMS Research award Time-Consistent Risk-Averse Control of Markov Systems
- NSF CMMI Research award Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization Problems
- NSF DMS Research award Dynamic Stochastic Optimization with Stochastic Dominance Constraints and Risk Functionals
- NSF DMS Research award Semi-Infinite Probabilistic Optimization
- NSF CMMI Research award Risk-Averse Stochastic Optimization
- DARPA Research award Error-Resilient Collective Decisions and Sensor Allocation
- Humboldt University Berlin, Germany, research award Stability and Asymptotic Behavior of Solutions to Stochastic Optimization Problems
- DAAD (Deutsche Akademische Austausch Dienst) Exchange Visitor support

Service to the scientific community

- Associate Editor of SIAM Journal on Optimization (2001-2016)
- Associate Editor of SIAM Review (since 2011)
- Member of the Publication Committee of the Mathematical Optimization Society (2012-2015)
- Associate Editor of ESAIM: Control, Optimisation and Calculus of Variations (since 2013)
- Associate Editor of Frontiers in Applied Mathematics and Statistics Section Mathematical Finance (since 2014)
- Associate Editor of Frontiers in Applied Mathematics and Statistics Section Optimization(since 2015)
- Editor-in-Chief of Special Issue of SIAM Journal on Optimization “Variational Analysis and Optimization”
- Guest-Editor of Special Issue of Annals of Operations Research “Stochastic Modeling and Optimization”
- Member of the Stochastic Programming Committee: a standing committee of the Mathematical Programming Society (2001-2007)
- Referee and Panelist for NSF, Department of Energy, Science and Engineering Foundation of Korea, Czech National Science Foundation, Marsden fund (New Zealand)
- Reviewer for Mathematical Reviews
- Referee for scientific publications in: SIAM Review,SIAM Journal on Optimization, Mathematical Programming, Mathematics of Operations Research, Management Science, Operations Research,European Journal on Operations Research,Journal of Optimization Theory and Applications,Optimization,Journal of Banking and Finance, Mathematical Finance, Annals of Operations Research,Journal on Mathematical Analysis and Applications, Automatica,IEEE Transactions on Automatic Control,Discrete Applied Mathematics, Journal on Convex Analysis,Journal of Global Optimization,Information Sciences,Mathematics and Education in Mathematics
- Program Director and creator of the graduate program in Stochastic Systems Analysis and Optimization at Stevens Institute of Technology
- Organizer of Conferences and Seminars (too many to list)

Books and Chapters

- A. Shapiro, D. Dentcheva, A. Ruszczynski: Lecture Notes on Stochastic Programming Modeling and Theory, SIAM and MPS, 2009, Second Edition 2014.
- D. Dentcheva, A Ruszczynski: Risk-averse portfolio optimization via stochastic dominance constraints, Handbook of Financial Econometrics and Statistics, Springer 2015, 2281-2302
- D. Dentcheva, A. Ruszczynski: Chapter 9: Portfolio Optimization with Risk Control by Stochastic Dominance Constraints, in Stochastic Programming, The state of the Art (Editor Gerd Infanger), Springer, International Series in Operations Research and Management Sciences, 2011.
- D. Dentcheva and Julian Revalski (Editors);Variational Analysis and Optimization, SIAM Journal on Optimization, Volume 18, Issue 3, pp. ix-1127, 2007.
- D. Dentcheva: Optimization problems with probabilistic constraints, in: Probabilistic and Randomized Methods for Design under Uncertainty (Calafiore, G. and F. Dabbene, Eds.), Springer-Verlag, London, 47-95, 2005.
- D. Dentcheva: Regular selections of multifunctions and random sets, Habilitationsschrift Humboldt-University Berlin, Germany, 2005.
- 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, Springer-Verlag, Berlin 1998, 22-56.

Papers

- D. Dentcheva, A. Ruszczynski, Time-Coherent Risk Measures for Continuous-Time Markov Chains, SIAM Journal on Financial Mathematics, to appear.
- W.J. Ma, C. Oh, Y. Liu, D. Dentcheva, M.M. Zavlanos, Risk-Averse Access Point Selection in Wireless Communication Networks, IEEE Transactions on Control of Network Systems, DOI:10.1109/TCNS.2018.2792309.
- D. Dentcheva, G.J. Stock, On the price of risk in a mean-risk optimization model,Quantitative Finance, 2018,1-15. DOI:10.1080/14697688.2018.1436765
- D. Dentcheva, A. Ruszczynski, Risk-Averse Control of Continuous-Time Markov Chains, 2017 Proceedings of the Conference on Control and its Applications, 78-85, DOI: 10.1137/1.9781611975024.11.
- W.-J. Ma, M. M. Zavlanos, D. Dentcheva, Risk-Averse Sensor Planning using Distributed Policy Gradient, 2017 American Control Conference of the of the IEEE Control Systems Society.
- D. Dentcheva, S. Penev, A. Ruszczynski: Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems, Annals of the Institute of Statistical Mathematics, 69 (4),(2017) 737-760.
- D. Dentcheva, G. Martinez, Eli Wolfhagen, Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints, Operations Research, 64 (6) (2016) 1451-1465.
- D. Dentcheva, E. Wolfhagen. Two-stage optimization problems with multivariate stochasticorder constraints, Mathematics of Operations Research, a41 (2016) 1, 1-22.
- D. Dentcheva, E. Wolfhagen. Optimization with multivariate stochastic dominance constraints, SIAM Journal on Optimization, 25 (2015) No. 1, 564-588.
- N. Chatzipanagiotis, D. Dentcheva, M. M. Zavlanos, An augmented Lagrangian method for distributed optimization, Mathematical programming, Ser. A, 152 (2015) No. 1, 405-434
- D. Dentcheva, A Ruszczynski: Risk preferences on the space of quantile functions, Mathematical programming, Ser. B, 148 (2014), No. 1-2, 181-200.
- D. Dentcheva, Two-stage risk averse optimization with dominance constraints, in Safety, Reliability, Risk, and Life-Cycle Performance of Structures and Infrastructures; Deodatis, Elingwood, Frangopol (eds.), Taylor & Francis Group, London, Proceedings of ICOSSAR 2013, 8p.
- D. Dentcheva, E. Wolfhagen: Optimization with multivariate stochastic dominance constraints, in Safety, Reliability, Risk, and Life-Cycle Performance of Structures and Infrastructures; Deodatis, Elingwood, Frangopol (eds.), Taylor & Francis Group, London, Proceedings of ICOSSAR 2013, 8p.
- D. Dentcheva, W. Römisch: Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models, SIAM Journal on Optimization, 23 (3), No. 3, 1672-1688
- D. Dentcheva, A. Ruszczynski: Common Mathematical Foundations of Expected Utility and Dual Utility Theories, SIAM Journal on Optimization, 23 (2013), No. 1, 381-405.
- N. Chatzipanagiotis, D. Dentcheva, M. M. Zavlanos, Approximate Augmented Lagrangians for Distributed Network Optimization, Proceedings of the 51st IEEE Conference on Decision and Control, Dec. 2012, 5840-5845.
- D. Dentcheva, A. Ruszczynski: Convex Analysis Approach to Utility Theories: Dual Utility, Comptes Rendus de l'Academie Bulgare des Sciences, 65 (2012) No. 12 1641-1648.
- D. Dentcheva, A. Ruszczynski: Convex Analysis Approach to Utility Theories: Expected Utility, Comptes Rendus de l'Academie Bulgare des Sciences, 65 (2012) No. 11 1483-1488.
- D. Dentcheva, G. Martinez, Regularization methods for optimization problems with probabilistic constraints, Mathemathical Programming, Ser. A, 138 (2013) No. 1-2, 223-251,
- D. Dentcheva, G. Martinez, Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse, European Journal of Operational Research (2011), DOI:10.1016/j.ejor.2011.11.044
- D. Dentcheva, G. J. Stock, L. Rekeda, Mean-risk tests of stochastic dominance, Statistics & Decisions 28 (2011) 97-118.
- D. Dentcheva, G. Martinez, Augmented Lagrangian method for probabilistic optimization, Annals of operations research 200 (2012) No. 1, 109-130, DOI:10.1007/s10479-011-0884-5
- D. Dentcheva, S. Penev, A.Ruszczynski: Kusuoka representation of higher order dual risk measures, Annals of Operations Research, 181 (2010) 325-335
- D. Dentcheva, S. Penev: Shape-restricted inference for Lorenz curves using duality theory, Statistics and Probability Letters, 80 (2010) 403-412.
- D. Dentcheva, A Ruszczynski: Robust stochastic dominance constraints, Mathematical Programming Series B, 123 (2010) 85-100.
- D. Dentcheva, A Ruszczynski: Inverse Cutting Plane Methods for Optimization Problems with Second Order Stochastic Dominance Constraints, Optimization, 59 (2010) 323-338.
- D. Dentcheva, A Ruszczynski: Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints, in (C. F. Lee, Editor) Handbook of quantitative finance, Springer-Verlag, 2010.
- D. Dentcheva, A Ruszczynski: Stochastic dynamic optimization with discounted stochastic dominance constraints, SIAM J. Control and Optimization, 47 (2008) No.5, 2540-2556.
- D. Dentcheva, A Ruszczynski: Duality between coherent risk measures and stochastic dominance constraints in risk-averse optimization, Pacific Journal of Optimization, 4 (2008), No. 3, 433-446.
- D. Dentcheva, A Ruszczynski: Stochastic dominance for sequences and implied utility in dynamic optimization, Comptes Rendus de l'Academie Bulgare des Sciences, 57 (2008) 1, 15-22.
- D. Dentcheva, A Ruszczynski: Composite semi-infinite optimization, Control and Cybernetics, 36 (2007) 3, 633-646.
- D. Dentcheva, A Ruszczynski: Optimization with multivariate stochastic dominance constraints, Mathematical Programming, March 2009, Volume 117, Issue 1, pp 111–127.
- D. Dentcheva, R. Henrion, A Ruszczynski: Stability and sensitivity of optimization problems with first order stochastic dominance constraints, SIAM Journal on Optimization 18 (2007), 322-337.
- D. Dentcheva, A Ruszczynski: Inverse stochastic dominance constraints and rank dependent utility theory, Mathematical Programming 108 (2006), 297-311.
- D. Dentcheva, A Ruszczynski: Portfolio Optimization with stochastic dominance constraints, Journal on Banking and Finance, 30/2 (2006) 433--451.
- 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.
- D. Dentcheva, A Ruszczynski: Risk Shaping by Stochastic Dominance Constraints, Proceedings of NSF DMII Grantees Conference, Arizona, Scottsdale, 2005.
- D. Dentcheva, A Ruszczynski: Semi-infinite probabilistic optimization: first-order stochastic dominance constraints, Optimization 53 (2004) 583--601.
- D. Dentcheva, A Ruszczynski: Convexification of stochastic ordering constraints, Comptes Rendus de l'Academie Bulgare des Sciences 57 (2004) No.4, 11-16.
- D. Dentcheva, B. Lai, A Ruszczynski: Dual approach to probabilistic optimization, Mathematical Methods of Operations Research, 60 (2004), No. 2, 331-346.
- D. Dentcheva, A Ruszczynski: Stochastic optimization with nonlinear dominance constraints, Mathematical Programming, 99 (2004) 329-350.
- D. Dentcheva, A Ruszczynski: Stochastic optimization with dominance constraints, SIAM Journal on Optimization, 14 (2003) 548-566.
- D. Dentcheva, A Ruszczynski: Optimization under nonlinear stochastic dominance, Comptes Rendus de l'Academie Bulgare des Sciences 56 (2003) No.7, 26-31.
- D. Dentcheva, A Ruszczynski: Optimization under linear stochastic dominance, Comptes Rendus de l'Academie Bulgare des Sciences 56 (2003), No.6, 5--10.
- D. Dentcheva, W. Römisch: Lagrangian relaxation and duality gap estimation for non-convex stochastic optimization models, Mathematical Programming, 101 (2004) 515-535.
- D. Dentcheva, Continuity of multifunctions characterized by Steiner selections, Nonlinear Analysis: Theory, Methods & Applications 47 (2001) 1985-1996.
- D. Dentcheva, A. Prekopa, A. Ruszczynski, On convex probabilistic programs with discrete distributions, Nonlinear Analysis: Theory, Methods & Applications 47 (2001) 1997-2009.
- D. Dentcheva, A. Prekopa, A. Ruszczynski, Bounds for integer stochastic programs with probabilistic constraints, Discrete Applied Mathematics, 124 (2002) 55-65.
- D. Dentcheva, A. Prekopa, A. Ruszczynski, Concavity and efficient points for discrete distributions in stochastic programming, Mathematical Programming, vol.89 (2000) 55-79.
- D. Dentcheva, On differentiability of metric projections onto moving convex sets, Annals of Operations Research 101 (2001) 283-298.
- D. Dentcheva, Approximations, extensions and univalued representations of multifunctions, Nonlinear Analysis: Theory, Methods & Applications 45 (2001) 85-108.
- D. Dentcheva, Regular Castaing Representations with Application to Stochastic Programming, SIAM Journal on Optimization, vol.10 (2000) 732-749.
- D. Dentcheva, W. Römisch, Differential stability of two-stage stochastic programs, SIAM Journal on Optimization, vol.11 (2000) 87-112.
- D. Dentcheva, Differentiable selections and Castaing representations of multifunctions, Journal of Mathematical Analysis and Applications, 223 (1998) 371-396.
- 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, Springer-Verlag, Berlin 1998, 22-56.
- D. Dentcheva, Differentiable selections of set-valued mappings and asymptotic behavior of random sets in infinite dimensions, Preprint 97-7, Institute fuer Mathematik, Humboldt-Universitaet Berlin, Germany, 1997.
- D. Dentcheva, S. Helbig, On variational principles, level sets, well-posedness and epsilon-solutions in vector optimization, Journal of Optimization Theory and Applications, 89 (1996) 325-349.
- D. Dentcheva, A. Möller, P. Reeh, W. Römisch, R. Schultz, G. Schwarzbach, J. Thomas, Optimale Blockauswahl bei der Kraftwerkeinsatzplanung, in: Mathematik - Schlüsseltechnologie für die Zukunft, (K.-H. Hoffmann, W. Jäger, T. Lohmann, H. Schunck Eds.), Springer-Verlag, Berlin 1996, 567-577, (in German).
- 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.
- D. Dentcheva, S. Helbig, Level sets convergence and well-posedness in vector optimization, in: Proceeding of the International conference on Stability and Well-Posedness in Optimization, Luminy, France, 1995.
- 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, 200-230
- P. Braun, B. Brosowski, D. Dentcheva, Analysis of colored Petri nets using linear optimization, in: Algorithmen und Werkzeuge für Petri-Netze, (J. Desel, A. Oberweis, W. Reisig, Eds.), Workshop der GI-Fachgruppe 001, Berlin, 1994, Bericht 309 des AIFB Universität Karlsruhe (TH), 1--8.
- D. Dentcheva, J. Guddat, J.-J. Rückmann, Path-following methods in nonlinear optimization III: Lagrange multiplier embedding, ZOR - Mathemtical Methods of OR 41 (1995) 127-152.
- S. Helbig, D. Pateva, Several concepts for epsilon-efficiency, OR Spektrum 16 (1994) 179-186.
- D. Pateva, Well-Posedness and regularity of one-parametric optimization problems, Mathematics and Education in Mathematics, Sofia, 1994, 375-381.
- P. Milanov, D. Pateva, On Malfatti problem for equilateral triangles, Mathematics and Informatics 1 (1992) 3, 1-8.
- D. Pateva, On singularities in one-parametric linear programs, Optimization, 22 (1991) 193-219.
- D. Pateva, Most of the linear one-parametric optimization problems are regular, Mathematica Balcanica 34 (1990) 401-410.
- D. Pateva, On a notion of weak singularity for one-parametric optimization problems, Mathematics and Education in Mathematics, Sofia, 1990, 382-387.
- D. Pateva, Stationary solution for one-parametric linear optimization problems under regularity conditions, Mathematics and Education in Mathematics, Sofia, 1988, 334-339.
- 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 techniky CSVTS, Ostrava, Gottwaldov, 1986
- 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).

Some of my earlier publications appeared under my former name Darinka Pateva.

Theses

- D. Pateva, Structural Analysis of one-parametric linear optimization problems, PhD Thesis, Humboldt University at Berlin, Germany, 1989.
- D. Dentcheva, Discrete time simulation based on Petri nets, Master Thesis, Humboldt University at Berlin, Germany, 1982.

Conference talks and presentations in academia

- Stochastic Orders in Risk-averse Optimization, tutorial at SESO, Paris, France, June, 2016
- Risk Measures for Continuous-Time Markov Chains, invited talk at SESO, Paris, France, June, 2016
- Risk Measures for Continuous-Time Markov Chains, ICSP 2016, Buzios, Brazil, June, 2016
- Common Mathematical Foundations of the Expected Utility and the Dual Utility Theory, talk at the special session of the AMS 2015 sectional conference dedicated to the 80th birthday of R.T. Rockafellar, Loyola University Chicago.
- Risk-averse optimization via multivariate stochastic order constraints, invited talk at Workshop on Risk Management, University of Florida, November, 2015
- Multivariate risk control in optimization via stochastic order constraints, invited lecture at Daniel J. Epstein Department of Industrial and Systems Enfineering, University of Southern California, November 2015.
- An Augmented Lagrangian Method for Distributed Optimization, talk at INFORMS Conference on Optimization 2016, Princeton University, March, 2016
- Risk-averse preferences in the space of quantile functions at ISMP 2015, July 2015, Pittsburgh, Pennsylvania
- Risk Measures for Continuous-Time Markov Chains at the SIAM Conference on Control, 2015, July 2015, Paris, France
- Central Limit Theorems for Composite Risk Functionals at the 7th Rutgers-Stevens Workshop on optimization of Stochastic Systems, May 2015, Rutgers University, New Brunswick, New Jersey
- An Augmented Lagrangian Method for Distributed Optimization, AMS Annual meeting 2015, January 2015, San Antonio, Texas
- Stochastic optimization problems with stochastic order constraints, plenary talk at EURO conference on stochastic programming and energy applications, Paris, France, September 2014
- Optimization problem with multivariate stochastic order constraints, plenary talk at MOPTA, Pennsylvania, USA, August, 2014
- Optimization under stochastic order constraints, invited talk at the 3rd LAWOC (Latin American workshop on optimization and control), Lima, Peru, July 2014
- Optimization problem with multivariate stochastic order constraints, plenary talk at the international conference Mathematics Days in Sofia, Sofia, Bulgaria, July 2014
- Central Limit theorems for composite risk functionals, in Humboldt University Berlin, Germany, June 2013
- Statistical estimation of composite risk functionals, SIAM conference on optimization, San Diego, USA, May 2014
- Multistage Optimization with Time-Consistent Stochastic Orders, Second Workshop Rutgers Applied Probability Days, Rutgers University, USA, December 2013
- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints with Respect to a Floating Benchmark, IV conference on high-frequency data analysis, Stevens Institute of Technology, October, 2013
- Stochastic optimization problems with multivariate stochastic constraints, George Washington University, Washington DC, September 2013
- Multistage optimization with time-consistent stochastic orders, 13th International Conference on Stochastic programming, Bergamo, Italy, July 2013
- Two-stage optimization problems with stochastic-order constraints, 11th International Conference on Structural Safety & Reliability, June, 2013
- Stochastic optimization with stochastic-order constraints, University of Connecticut, March 2013
- The bipolar theorem and conjugate duality, University of Connecticut, March 2013
- Optimization under stochastic-order constraints, University of Michigan, February 2013
- Two-stage stochastic optimization problems with stochastic order constraints Workshop on Optimization: Computation, Theory and Modeling; Workshop 2: Optimization Under Uncertainty, December 2012, NUS, Singapore.
- Optimization with Stochastic Dominance Constraints: Optimality and Duality (tutorial), Mini Workshop on Stochastic Optimization, December, 2012, Valparaiso, Chile.
- Optimization with Stochastic Dominance Constraints: Methods and Applications(tutorial), Mini Workshop on Stochastic Optimization, December, 2012, Valparaiso, Chile.
- Two-stage stochastic optimization problems with stochastic order constraints on the decisions, 1st Rutgers Applied Probability Day: Computational Methods of Applied Probability in Business Analytics, November, 2012.
- Two-Stage Optimization Problems with Multivariate Stochastic Ordering Constraints, International Symposium on Mathematical Optimization, August 2012, Berlin, Germany
- Two-Stage Optimization Problems with Stochastic Ordering Constraints on the Recourse, CSIRO seminar, July 2012, Sydney, Australia
- Stochastic Optimization Under Stochastic Ordering constraints, UNSW-CSIRO Workshop on Risk: modeling, optimization and inference, July 2012, Sydney, Australia
- Two-Stage Optimization Problems with Stochastic Ordering Constraints, Third Conference on Optimization Methods and Software, May 2012, Creete, Greece
- Decomposition Methods for Two-Stage Optimization Problems with Stochastic Dominance Constraints on the Recourse, Sixth Rutgers-Stevens Workshop on Optimization of Stochastic Systems, November 2011, Hoboken, NJ.
- Optimization Problems with Stochastic Ordering constraints, 13th Workshop on Well-posedness of Optimization Problems and Related Topics, September 2011, Borovec, Bulgaria.
- Numerical Methods for Two-Stage Optimization Problems with Stochastic Ordering Con-straints, INFORMS Midwest conference on Optimization, August 2011, Columbus, Ohio, USA
- Decomposition Methods for Two-Stage Optimization Problems with Stochastic Ordering Constraints, SIAM Conference on Optimization, May 2011, Darmstadt, Germany
- Decomposition Methods for Two-Stage Optimization Problems with Stochastic Dominance Constraints, DIMACS Workshop May, 2011, New Brunswick, USA
- Optimization with stochastic dominance constraints, Department of Integrated Systems Engineering, Ohio State University, October 6, 2010.
- Robust stochastic dominance constraints, 12th International Conference on Stochastic Programming, Halifax, Canada, August 2010.
- Numerical Methods for Optimization Problems with Inverse Dominance Conference Modeling and Optimization: Theory and Application 2010, Bethlehem, Pennsylvania, August 2010.
- Optimization with stochastic dominance constraints, International Conference on Continuous Optimization, Santiago, Chile, July 2010.
- Chance-constrained optimization, Winter School Optimization under Uncertainty, Santiago, Chile, July 2010
- Inverse Stochastic Dominance Constraints Duality and Methods, Seminar at Warsaw University of Technology, Warsaw, Poland, June 15 2010.
- Optimization Problems with Stochastic Dominance Constraints, Seminar at the Faculty of Sciences, Alicante University, Alicante, Spain. June 28, 2010.
- Inverse Stochastic Dominance Constraints Duality and Methods, International colloquium on Stochastic Modeling and Optimization, dedicated to the 80th birthday of Andras Prekopa, New Brunswick USA, 2009.
- Numerical methods for inverse stochastic dominance constraint problems, ISMP 2009, Chicago USA, 2009.
- Duality between stochastic dominance constraints and coherent measures of risk, SIAM Annual Meeting, Denver USA, 2009.
- Inverse stochastic dominance constraints in risk-averse optimization, Berlin, Germany, 2009
- Inverse stochastic dominance constraints in risk-averse optimization, Ceske Budejowice, Czech Republic, 2009.
- Optimization under Stochastic Ordering Constraints, 5th Rutgers - Stevens Workshop on Optimization of Stochastic Systems, New Brunswick USA, March 2009
- Inverse stochastic dominance constraints in risk-averse optimization, SIAM Conference on Financial Mathematics, New Brunswick, November 2008.
- Robust stochastic dominance constraints, INFORMS Annual Meeting, Washington DC, October 2008.
- Duality between stochastic dominance constraints and coherent measures of risk, INFORMS Annual Meeting, Washington DC, October 2008.
- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraint with Respect to a Floating Benchmark, INFORMS Annual Meeting, Washington DC, October 2008.
- Optimization with multivariate stochastic dominance constraints, SIAM Conference on Optimization, Boston, MA, May 2008.
- Risk-Averse Optimization, (poster presentation) Stevens Research and Entrepreneurship Day, Hoboken, NJ, April, 2008.
- Composite semi-infinite optimization with application to dominance constrained stochastic optimization, INFORMS conference on Optimization, Atlanta, GA, March 2008
- Composite semi-infinite optimization, Berlin, January, 2008
- Stochastic optimization with stochastic ordering constraints, invited plenary talk at the 11th Stochastic programming conference, Vienna, Austria, August 2007.
- Stability and sensitivity of optimization problems with stochastic dominance constraints, 23rd IFIP Conference on Optimization, Krakow, July 2007
- Stochastic optimization problems with multivariate stochastic dominance constraints, INFORMS, Puerto Rico, July 2007
- Composite semi-infinite optimization, Conference on Nonsmooth and Variational Analysis, Limoges, France, June 2007 (invited talk with financial support)
- Stability and sensitivity of optimization problems with stochastic dominance constraints, AMS Sectional Meeting, Hoboken, April 2007
- Optimization with stochastic ordering constraints, 4th Rutgers - Stevens Workshop on Optimization of Stochastic Systems, March 2007
- Stability and sensitivity of optimization problems with stochastic dominance constraints, INFORMS Annual Meeting, Pittsburgh, PA, November 2006.
- Optimization with stochastic ordering relations, Humboldt-Universitaet Berlin, Germany, June 2006.
- Inverse stochastic dominance constraints and rank dependent utility functions, INFORMS Meeting, San Francisco, November 2005.
- Inverse stochastic dominance constraints and rank dependent utility functions, Third Rutgers-Stevens workshop on Optimization of Stochastic Systems: Risk-Averse Optimization, New Brunswick, September 2005
- Inverse stochastic dominance constraints and rank dependent utility theory, Risk Management and Financial Engineering Lab, University of Florida, Gainesville, Florida, September 2005 (invited talk with financial support)
- Stochastic optimization with stochastic dominance constraints, IFIP Conference on Optimization, Turin, Italy, July 2005
- Inverse stochastic dominance constraints, Weierstrass Institute, Berlin, Germany, July 2005, (invited talk with financial support)
- Optimization with stochastic ordering constraints, Dagstuhl seminar on Optimization with incomplete information, January 2005, Germany (invited talk with financial support)
- Risk-averse stochastic optimization: semi-infinite probabilistic optimization, X International conference on stochastic programming, Tuscon, Arizona, October, 2004
- Risk-averse stochastic optimization: stochastic dominance constraints, First International Conference on Continuous Optimization, Troy, NY, August, 2004
- Characterization of multifunctions by selections, Bulgarian Academy of Sciences, Sofia, June 22, 2004.
- Stochastic Optimization with stochastic dominance constraints, Bulgarian Academy of Sciences, Sofia, June 24, 2004
- Risk-averse stochastic optimization: semi-infinite chance constraints, Conference on optimization of stochastic systems, Stevens Institute of Technology, April 30, 2004
- Characterization of multifunctions by selections, International conference on control, set-valued analysis, and applications, Guadeloupe, April 2004
- Stochastic Optimization with stochastic dominance constraints, Stochastic Systems seminar, October 28, 2003, SIT
- Optimization under Stochastic dominance, International conference on Well-posedness in Optimization, Luminy, France, September 8-12, 2003
- Risk aversion via stochastic dominance Part II, Mathematical Programming Symposium, Copenhagen, August 2003
- Stochastic programming models and numerical methods, SAMSI Workshop on Optimization and Simulation, North Carolina, April 2003
- Stochastic Optimization with probabilistic constraints, INRIA Workshop on Stochastic Programming, Paris, France, March 2003
- Characterization of multifunctions by selections, French-German-Polish Conference on Optimization, Cottbus, Germany, September 2002
- Probabilistic programming with discrete distributions, SIAM Conference on Optimization, Toronto, Canada, May 2002 /li>
- Duality gaps in nonconvex stochastic optimization problems, SIAM Conference on Optimization, Toronto, Canada, May 2002
- Lagrange relaxations and duality gaps estimation for dynamic stochastic optimization problems, Ninth Conference on Stochastic Programming, Berlin, Germany, September 2001
- Continuity of multifunctions characterized by Steiner selections and asymptotic behavior of random sets, SIAM Conference on Optimal Control, San Diego, USA, July 2001
- Efficient points and r-concavity of discrete distributions in stochastic programming, Mathematical Programming Symposium, Atlanta, USA, August 2000
- Continuous deformation of convex sets and delta theorems, III World Congress on Nonlinear Analysis, Catania, Italy, 2000
- Concavity properties of discrete distributions and probabilistic optimization problems, Humboldt University Berlin, Germany, June 2000
- Efficient points and r-concavity of discrete distributions in stochastic programming, Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, NJ, May 2000
- Continuous deformation of convex sets and delta theorems, International Conference on Stochastic Programming, Gainesville, Florida, February 2000
- Probabilistic integer programming, SIAM Conference on Optimization, Atlanta, USA, May 1999
- Bounds for integer stochastic programs with probabilistic constraints, Discrete Optimization’98, International Conference, New Brunswick, July, 1999
- Efficient points of discrete distributions in stochastic programming, INFORMS Conference, Cincinnati, May 1999
- Optimal energy production under uncertainty, Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, USA, April 1999
- Probabilistic programming and application to bond portfolio selection, MSIS Department, Rutgers University, New Brunswick, USA, March 1999
- Regular Castaing Representations Application to Stochastic Programming, Mathematical Programming and Data Perturbations, Washington, USA, May 1998
- Optimal energy production under uncertainty, Department of Industrial and Welding Systems Engineering, Ohio State University, Columbus, June 1998
- Differentiable selections of multifunctions and asymptotic behaviour of random sets, International Symposium on Mathematical Programming, Lausanne, Switzerland, August 1997
- Optimal power generation under uncertainty via stochastic programming, INFORMS Conference, San Diego, USA, May 1997
- Differentiability of selections and metric projections, Department of Industrial Engineering, University of Wisconsin-Madison, May 1997
- Directionally differentiable selections of multifunctions with application in stochastic programming, Conference of the Union of German Mathematicians, Jena, Germany, September 1996
- Differentiable selections of set-valued mappings, International Institute for Applied Systems Analysis, Laxenburg, Austria, August 1996
- Unit commitment via polyhedral combinatorics and Lagrangian relaxation, Ninth conference of the European Consortium for Mathematics in Industry, Copenhagen, Denmark, June 1996
- Differential stability and a central limit theorem for solution sets of two-stage stochastic programs, Fifth SIAM Conference on Optimization, Victoria, Canada, May 1996
- Differentiable selections of set-valued mappings with application in stochastic programming, Workshop Stochastic Optimization, Berlin, December 1995
- A limit theorem for solution sets of two-stage stochastic programs, International Conference Approximation and Optimization in the Caribbean, Puebla, Mexico, 1995
- Level sets convergence and well-posedness in vector optimization, International Conference Stability and Well-Posedness in Optimization, Luminy, France, 1995
- Differential stability of two-stage stochastic programs, Seventh International conference Stochastic Optimization, Naharija, Israel, 1995
- Differential stability of two-stage stochastic programs, Fourth International conference Parametric Optimization and Related Topics, Enschede, Holland, 1995
- Differentiability of solution sets in two-stage stochastic programming, International Symposium on Operations Research , Berlin, Germany, 1994
- Path-following methods and Lagrange multiplier methods, International Symposium on Mathematical Programming, Ann Arbor, USA, 1994
- Stability and well-posedness of vector optimization problems, International Symposium Mathematical Programming, Ann Arbor, USA, 1994
- Well-Posedness and regularity of one-parametric optimization problems, Conference of the Union of Bulgarian Mathematicians, Stara Zagora, Bulgaria, 1994
- Variational principles and stability for vector optimization problems, International Conference Vector Optimization, Germany, 1994,
- Variational principles for vector optimization problems, Institute colloquium, Halle, Germany, 1994,
- Differentiability of solution sets in two-stage stochastic programming, Symposium on Stochastic Programming, Berlin, Germany, 1994
- Variational principles for vector optimization problems, International Workshop on Stability and Well-Posedness in Optimization Sozopol, Bulgaria, 1993
- Analysis of colored Petri nets using linear optimization, with B. Brosowski, International conference Parametric Optimization and Related Topics III, Guestrow, Germany, 1991
- Quantitative stability of optimization problems via singularity theory, University of Frankfurt am Main, Germany, 1991
- On a notion of weak singularity of one-parametric optimization problems, Conference of the Union of Bulgarian Mathematicians, Sunny Beach, Bulgaria, 1990
- A path-following method for solving linear optimization problems, International Conference Mathematical Programming, Selin, Germany, 1990
- Singularities of parametric optimization problems, Systems Research Institute of the Polish Academy of Sciences, Warsaw, Poland, May 1990
- Structural analysis of one-parametric linear optimization problems International conference Parametric Optimization and Related Topics II, Eisenach, Germany, 1989
- Singularities of one-parametric linear optimization problems International Workshop Stability and Well-Posedness in Optimization, Sofia, Bulgaria, 1989
- Stationary solutions of one-parametric linear optimization problems under regularity conditions, Conference of the Union of Bulgarian Mathematicians, Sunny Beach, Bulgaria, 1988
- Simulation techniques for technological schemes in ferrous metallurgy, Institute of Metals, Sofia, Bulgaria, December 1986
- Extension of regularity conditions for one-parametric linear optimization problems, International conference on Parametric Optimization, Berlin, Germany, 1988