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| Darinka Dentcheva | |  |
 Personal Webpage
| | Darinka Dentcheva | | Professor | | | | |
| | | School: Schaefer School of Engineering & Science | | Department: Mathematical Sciences | Program: Mathematics
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| | Research & Education |  |
| | Research | - Convex Analysis and Optimization
- Stochastic Optimization
- Mathematical Models of Risk
- Statistical inference of stochastic optimization
- Numerical Techniques
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| | | 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
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| | 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 |
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| | 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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