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Stevens Institute of Technology

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Darinka Dentcheva

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Darinka Dentcheva
Professor
Location:302 Peirce
Phone:201.216.8640
Fax:201.216.8321
Email:ddentche@stevens.edu
School:  Schaefer School of Engineering & Science
Department:  Mathematical Sciences
Program:  Mathematics
Research & Education
Research
  • Convex Analysis and Optimization
  • Stochastic Optimization
  • Mathematical Models of Risk
  • Statistical inference of stochastic optimization
  • Numerical Techniques
   
Education
  • Dr.Sci in Mathematics  Humboldt University, Berlin , Germany, 2006
  • PhD in Mathematics  Humboldt University, Berlin , Germany, 1989
  • MSc in Mathematics and Computer Science Humboldt University, Berlin , Germany, 1982
Experience & Service
Experience

 ·          Optimization of Stochastic Systems: stochastic optimization models with stochastic dominance constraints and risk functions; optimization models with probabilistic constraints; stability and sensitivity of stochastic optimization problems; decomposition methods for stochastic optimization problems

·          Nonlinear Optimization: composite semi-infinite optimization problems.

·          Convex Analysis: Steiner center for convex sets; differentiability of the metric projection onto moving convex sets; sets determined by constraints on distribution functions

.·          Set-Valued Analysis: selections of set-valued mappings in particular mappings that appear in stochastic optimization.

 ·          Vector Optimization: new concepts of e-efficiency and level sets of abstract optimization problems, which are applied to obtain various versions of variational principles, and to establish well-posedness of vector optimization problems.

·          Parametric Optimization: optimization problems whose data are smooth functions of a parameter; singularity theory of the stationary solutions to the parametric problems; regularity as a generic property; path-following methods

·          Statistical Analysis: delta theorems of first and higher order for random sets in infinite dimensional spaces and their selections; statistical tests for stochastic dominance; estimation of measures of risk and Lorenz functions.

·          Networks: efficient approach to evaluating network performance under uncertain load

·          Modeling and large-scale applied problems in ferrous metallurgy; optimal power generation under uncertainty

 

   
Appointments
  • 2007 - present
    Professor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey  
  • 2000 -2006
    Associate Professor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey
  • 1999 - 2000
    Assistant Professor, Department of Industrial and Manufacturing Systems Engineering, Lehigh University, Pennsylvania
  • 1997 - 1999
    Visiting Scholar, RUTCOR, Rutgers Center for Operations Research, Rutgers University, New Brunswick, New Jersey
  • 1994 - 1997
    Research Scholar, Institute of Mathematics, Humboldt University, Berlin, Germany
  • 1982 - 1994
    Research Scholar, Department of Operations Research, Institute of Mathematics, Bulgarian Academy of Sciences, Sofia, Bulgaria (On leave)
     
Consulting Service

Frequent reviewer and panelist for NSF and Department of Energy

Achievements & Professional Societies
Honors & Awards

Service and Membership In Professional Organizations

  • Guest-Editor-in-Chief of Annals of OR and SIAM Journal on Optimization 
  • 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 of the Mathematical Programming Society
  • Member of SIAM, AMS and the Union of Bulgarian Mathematicians
Grants, Contracts & Funds
  • NSF CMII 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 DMI 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
 

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