Professor and Chair of the Department of Mathematical Sciences

School: School of Engineering and Science

Department: Mathematical Sciences

Building: Peirce

Room: 302

Phone: (201) 216-8640

Fax: (201) 216-8321

Email: ddentche@stevens.edu

Website

Research

Convex Analysis and OptimizationStochastic OptimizationMathematical Models of RiskStatistical inference of stochastic optimizationNumerical Techniques

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

Institutional Service
• SES Doctoral Committee Member
• Department of Mathematical sciences Chair
• Grievance Panel Member
• SES Research committee Member
• Reappointment committee for associate dean of graduate education Member
• SES Research Committee Member
Professional Service
• Journal of Nonsmooth Analysis and Optimization Associate Editor
• SIAM Review Section Editor
• ESAIM: Control, Optimisation and Calculus of Variations since 2013. Associate Editor
• Annals of Operational Research Guest-Editor of Special Issue
• Frontiers of Applied Mathematics and Statistics: Section Optimization Associate Editor
• Departmental seminar Organizer
• Workshop on Recent Advances in Stochastic Optimization Member of the Program Committee
• 8th Rutgers-Stevens Workshop on Optimiation of stochastic systems Organizer
Consulting Service

Frequent reviewer and panelist for NSF and Department of Energy

Appointments

2007 - presentProfessor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey   2000 -2006Associate 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)

Honors and Awards

Service and Membership In Professional OrganizationsGuest-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 MathematicsReviewer for Mathematical Reviews and a member of the American Mathematical SocietyPast member of the Stochastic Programming Committee of the Mathematical Programming SocietyMember of SIAM, AMS and the Union of Bulgarian Mathematicians

Professional Societies
• SPS – Stochastic Programming Society Member
• MOS – Mathematical Optimization Society Member
• SIAM – Society of Industrial and Applied Mathematics Member
Grants, Contracts, and Funds

NSF CMII Research award Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization ProblemsNSF DMS Research award Dynamic Stochastic Optimization with Stochastic Dominance Constraints and Risk FunctionalsNSF DMS Research award Semi-Infinite Probabilistic OptimizationNSF DMI Research award Risk-Averse Stochastic OptimizationDARPA Research award Error-Resilient Collective Decisions and Sensor AllocationHumboldt University Berlin, Germany, research award Stability and Asymptotic Behavior of Solutions to Stochastic Optimization Problems DAAD (Deutsche Akademische Austausch Dienst) Exchange Visitor support

Selected Publications
Editorial
1. Consigli, G.; Dentcheva, D.; Maggioni, F. (2020). Stochastic optimization: theory and applications: Preface: special issue in memory of Marida Bertocchi. Annals of Operations Research (2 ed., vol. 292, pp. 575-580).
https://api.elsevier.com/content/abstract/scopus_id/85087732256.
Editorial, Journal
1. Dentcheva, D. (2020). Introduction to the Runge Example for Interpolation and Wilkinson's Examples for Rootfinding. yes. SIAM Review (1 ed., vol. 62, pp. 229-230). Philadelphia : SIAM .
2. Dentcheva, D. (2020). Introduction to Eight Perspectives on the Exponentially Ill-Conditioned Equation $\varepsilon y'' - x y' + y = 0$. yes. SIAM Review (2 ed., vol. 62, pp. 437–438). Philadelphia : SIAM .
3. Dentcheva, D. (2019). Introduction to Characterizing Bad Semidefinite Programs: Normal Forms and Short Proofs. yes. SIAM Review (4 ed., vol. 61, pp. 837-838). Philadelphia : SIAM .
4. Dentcheva, D. (2019). Introduction to Coin-Flipping, Ball-Dropping, and Grass-Hopping for Generating Random Graphs from Matrices of Edge Probabilities . SIAM Review (3 ed., vol. 61, pp. 547-548). Philadelphia : SIAM .
https://epubs.siam.org/doi/abs/10.1137/19N974920.
5. Dentcheva, D. (2019). Case for First Courses on Finite Markov Chain Modeling to Include Sojourn Time Cycle Chart. SIAM Review (2 ed., vol. 61, pp. 345–346.). SIAM PUBLICATIONS 3600 UNIV CITY SCIENCE CENTER, PHILADELPHIA, PA 19104-2688 USA.
6. Dentcheva, D. (2019). Introduction to Dimensional and Scaling Analysis. SIAM Review (1 ed., vol. 60, pp. 157-158). PHILADELPHIA, PA 19104-2688 USA: SIAM PUBLICATIONS 3600 UNIV CITY SCIENCE CENTER, PHILADELPHIA, PA 19104-2688 USA.
7. Dentcheva, D. (2018). A Primer on Noise-Induced Transitions in Applied Dynamical Systems,. SIAM Review (4 ed., vol. 60, pp. 967-967).
8. Dentcheva, D. (2018). Research and Education in Computational Science and Engineering. SIAM Review (3 ed., vol. 60, pp. 705-706). SIAM PUBLICATIONS 3600 UNIV CITY SCIENCE CENTER, PHILADELPHIA, PA 19104-2688 USA.
Journal Article
1. Vitt, C. A.; Dentcheva, D.; Xiong, H. (2019). Risk-averse classification. Annals of Operations Research.
https://api.elsevier.com/content/abstract/scopus_id/85070319756.
2. Ma, W. J.; Oh, C.; Liu, Y.; Dentcheva, D.; Zavlanos, M. M. (2019). Risk-averse access point selection in wireless communication networks. IEEE Transactions on Control of Network Systems (1 ed., vol. 6, pp. 24-36).
https://api.elsevier.com/content/abstract/scopus_id/85041192843.
3. Dentcheva, D.; Ruszczyński, A. (2019). Risk forms: representation, disintegration, and application to partially observable two-stage systems. Mathematical Programming.
https://api.elsevier.com/content/abstract/scopus_id/85061702766.