Darinka Dentcheva

Darinka Dentcheva is a Professor in the Department of Mathematical Sciences at Stevens Institute of Technology, affiliated with the Charles V. Schaefer, Jr. School of Engineering and Science. She holds a PhD in Mathematics from Humboldt University (2006) and an earlier PhD in Mathematics (1989) and MS in Mathematics and Computer Science (1981), also from Humboldt University. Her research focuses on stochastic optimization, risk-averse decision-making, and their applications in machine learning, finance, healthcare, and energy systems.

Dr. Dentcheva’s work emphasizes developing mathematical frameworks for managing risk under uncertainty, including stochastic dominance constraints and risk-averse control of Markov systems. She has authored influential books such as *Risk-Averse Optimization and Control: Theory and Methods* (2024) and co-edited volumes on stochastic optimization theory. Her research has been supported by grants from the National Science Foundation (NSF), Office of Naval Research, and Air Force Office of Scientific Research, totaling over $3 million in funding.

Her honors include the Davis Memorial Research Award (2007), recognition from the Stevens Board of Trustees for research excellence, and awards from the Bulgarian Ministry of Education. She has held leadership roles, including Chair of the Department of Mathematical Sciences (2018–2021) and co-director of the CRAFT Center (Center for Research toward Advancing Financial Technologies). Her teaching spans courses in nonlinear optimization, stochastic control, and data science.

Dr. Dentcheva’s contributions to stochastic optimization theory and applications have been published in over 100 peer-reviewed articles and book chapters. Her recent work explores risk-averse machine learning models, dynamic resource allocation, and bias reduction in sample-based optimization. She actively collaborates with institutions like Rutgers University and serves on editorial boards for journals such as *SIAM Review* and *ESAIM: Control, Optimisation and Calculus of Variations*.