Faculty Profile
Darinka Dentcheva
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- 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
- Convex Analysis and Optimization
- Stochastic Optimization
- Mathematical Models of Risk
- Statistical inference of stochastic optimization
- Numerical Techniques
· 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
Frequent reviewer and panelist for NSF and Department of Energy
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
- 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)
- 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