Name Darinka Dentcheva Doctoral advisor Jurgen Guddat | ||
![]() | ||
Influences Werner Romisch, Andrzej Ruszczynski Books Lectures on Stochastic Programming: Modeling and Theory | ||
Residence New Jersey, United States |
Darinka Dentcheva (Bulgarian: Даринка Денчева) is a Bulgarian-American mathematician, noted for her contributions to convex analysis, stochastic programming, and risk-averse optimization.
Contents
Schooling and positions
Dentcheva was born in Bulgaria. She received her MsC and PhD degrees in mathematics from Humboldt University of Berlin (Germany) in 1981 and 1989, respectively. In 2006 she was granted Habilitation from Humboldt University of Berlin, for a dissertation on set-valued analysis.
From 1982 to 1994 Dentcheva was with the Institute of Mathematics, Bulgarian Academy of Sciences, in Sofia (Bulgaria). In 1997–1999 she was a visitor at the Rutgers Center for Operations Research of Rutgers University. In 1999–2000 she was a Visiting Professor at the Department of Industrial and Manufacturing Systems Engineering, Lehigh University. Since 2000 Dentcheva has been with Stevens Institute of Technology, where she holds a position of Professor at the Department of Mathematical Sciences.
Main achievements
Dentcheva developed the theory of Steiner selections of multifunctions, the theory of stochastic dominance constraints (jointly with Andrzej Ruszczyński), and contributed to the theory of unit commitment in power systems (with Werner Römisch). She authored 2 books and more than 70 research papers.