Darinka Dentcheva

6.1k total citations · 3 hit papers
58 papers, 3.9k citations indexed

About

Darinka Dentcheva is a scholar working on Management Science and Operations Research, Finance and Computational Theory and Mathematics. According to data from OpenAlex, Darinka Dentcheva has authored 58 papers receiving a total of 3.9k indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Management Science and Operations Research, 14 papers in Finance and 14 papers in Computational Theory and Mathematics. Recurrent topics in Darinka Dentcheva's work include Risk and Portfolio Optimization (40 papers), Stochastic processes and financial applications (14 papers) and Optimization and Variational Analysis (12 papers). Darinka Dentcheva is often cited by papers focused on Risk and Portfolio Optimization (40 papers), Stochastic processes and financial applications (14 papers) and Optimization and Variational Analysis (12 papers). Darinka Dentcheva collaborates with scholars based in United States, Netherlands and Australia. Darinka Dentcheva's co-authors include Andrzej Ruszczyński, Alexander Shapiro, András Prékopa, Gabriela Martinez, Michael M. Zavlanos, Spiridon Penev, René Henrion, Werner Römisch, Wann‐Jiun Ma and Hui Xiong and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Operations Research.

In The Last Decade

Darinka Dentcheva

55 papers receiving 3.7k citations

Hit Papers

Lectures on Stochastic Programming: Modeling and Theory 2009 2026 2014 2020 2009 2009 2014 250 500 750 1000
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Lectures on Stochastic Programming: Modeling and Theory
    2009 1.1k citations Darinka Dentcheva, Andrzej Ruszczyński et al. profile →
  2. Lectures on Stochastic Programming
    2009 974 citations Darinka Dentcheva, Andrzej Ruszczyński et al. profile →
  3. Lectures on Stochastic Programming: Modeling and Theory, Second Edition
    2014 393 citations Darinka Dentcheva, Andrzej Ruszczyński et al. profile →

Peers

Darinka Dentcheva
Michael C. Fu United States
Shabbir Ahmed United States
Berç Rüstem United Kingdom
Tito Homem‐de‐Mello United States
Andrzej Ruszczyński United States
John M. Mulvey United States
Werner Römisch Germany
Włodzimierz Ogryczak Poland
András Prékopa United States
Hervé Lebret France
Michael C. Fu United States
Darinka Dentcheva
Citations per year, relative to Darinka Dentcheva Darinka Dentcheva (= 1×) peers Michael C. Fu

Countries citing papers authored by Darinka Dentcheva

Since Specialization
Citations

This map shows the geographic impact of Darinka Dentcheva's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Darinka Dentcheva with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Darinka Dentcheva more than expected).

Fields of papers citing papers by Darinka Dentcheva

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Darinka Dentcheva. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Darinka Dentcheva. The network helps show where Darinka Dentcheva may publish in the future.

Co-authorship network of co-authors of Darinka Dentcheva

This figure shows the co-authorship network connecting the top 25 collaborators of Darinka Dentcheva. A scholar is included among the top collaborators of Darinka Dentcheva based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Darinka Dentcheva. Darinka Dentcheva is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dentcheva, Darinka & Andrzej Ruszczyński. (2024). Risk-Averse Optimization and Control. 1 indexed citations
2.
Dentcheva, Darinka, et al.. (2023). The deepest event cuts in risk-averse optimization with application to radiation therapy design. Computational Optimization and Applications. 86(3). 1347–1372.
3.
Dentcheva, Darinka, et al.. (2022). Risk-averse sequential decision problems with time-consistent stochastic dominance constraints. 2022 IEEE 61st Conference on Decision and Control (CDC). 3605–3610. 1 indexed citations
4.
Dentcheva, Darinka, et al.. (2019). Risk-averse classification. Annals of Operations Research. 354(3). 1353–1387. 6 indexed citations
5.
Ma, Wann‐Jiun, et al.. (2018). Risk-Averse Access Point Selection in Wireless Communication Networks. IEEE Transactions on Control of Network Systems. 6(1). 24–36. 10 indexed citations
6.
Dentcheva, Darinka, et al.. (2018). On the price of risk in a mean-risk optimization model. Quantitative Finance. 18(10). 1699–1713. 3 indexed citations
7.
Ma, Wann‐Jiun, Darinka Dentcheva, & Michael M. Zavlanos. (2017). Risk-averse sensor planning using distributed policy gradient. 4839–4844. 1 indexed citations
8.
Dentcheva, Darinka, Spiridon Penev, & Andrzej Ruszczyński. (2016). Statistical estimation of composite risk functionals and risk optimization problems. Annals of the Institute of Statistical Mathematics. 69(4). 737–760. 39 indexed citations
9.
Dentcheva, Darinka, et al.. (2016). Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints. Operations Research. 64(6). 1451–1465. 10 indexed citations
10.
Dentcheva, Darinka & Andrzej Ruszczyński. (2013). Common Mathematical Foundations of Expected Utility and Dual Utility Theories. SIAM Journal on Optimization. 23(1). 381–405. 12 indexed citations
11.
Dentcheva, Darinka & Andrzej Ruszczyński. (2010). Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints. Optimization. 59(3). 323–338. 19 indexed citations
12.
Dentcheva, Darinka & Andrzej Ruszczyński. (2009). Robust stochastic dominance and its application to risk-averse optimization. Mathematical Programming. 123(1). 85–100. 43 indexed citations
13.
Dentcheva, Darinka & Andrzej Ruszczyński. (2008). Duality between coherent risk measures and stochastic dominance constraints in risk-averse optimization. 4(3). 433–446. 5 indexed citations
14.
Dentcheva, Darinka & Andrzej Ruszczyński. (2005). Portfolio optimization with stochastic dominance constraints. Journal of Banking & Finance. 30(2). 433–451. 149 indexed citations
15.
Dentcheva, Darinka & Andrzej Ruszczyński. (2004). Semi-infinite probabilistic optimization: first-order stochastic dominance constrain. Optimization. 53(5-6). 583–601. 43 indexed citations
16.
Dentcheva, Darinka & Andrzej Ruszczyński. (2003). Optimization under Linear Stochastic Dominance. Comptes Rendus De L Academie Bulgare Des Sciences. 56(6). 5–10. 4 indexed citations
17.
Dentcheva, Darinka & Andrzej Ruszczyński. (2003). Optimization with Stochastic Dominance Constraints. SIAM Journal on Optimization. 14(2). 548–566. 271 indexed citations
18.
Dentcheva, Darinka, András Prékopa, & Andrzej Ruszczyński. (2002). Bounds for probabilistic integer programming problems. Discrete Applied Mathematics. 124(1-3). 55–65. 24 indexed citations
19.
Dentcheva, Darinka, András Prékopa, & Andrzej Ruszczyński. (2000). Concavity and efficient points of discrete distributions in probabilistic programming. Mathematical Programming. 89(1). 55–77. 149 indexed citations
20.
Dentcheva, Darinka. (1998). Differentiable Selections and Castaing Representations of Multifunctions. Journal of Mathematical Analysis and Applications. 223(2). 371–396. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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