The following pages link to Jitka Dupačová (Q181254):
Displaying 50 items.
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Bounds in multistage linear stochastic programming (Q467481) (← links)
- Stochastic versus possibilistic programming (Q584073) (← links)
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse (Q623459) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs (Q662860) (← links)
- Stochastic linear programming. Models, theory, and computation. (Q708714) (← links)
- (Q799586) (redirect page) (← links)
- Cross decomposition applied to the stochastic transportation problem (Q799587) (← links)
- (Q918418) (redirect page) (← links)
- On differential stability in stochastic programming (Q918419) (← links)
- A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory (Q965053) (← links)
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications (Q965054) (← links)
- Asset-liability management for Czech pension funds using stochastic programming (Q1026535) (← links)
- On information-augmented chance-constrained programs (Q1076610) (← links)
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems (Q1117623) (← links)
- Stochastic linear knapsack programming problem and its application to a portfolio selection problem (Q1119471) (← links)
- (Q1176852) (redirect page) (← links)
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
- On statistical sensitivity analysis in stochastic programming (Q1178440) (← links)
- Relaxations for probabilistically constrained programs with discrete random variables (Q1197883) (← links)
- Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization (Q1280941) (← links)
- A joint chance-constrained programming model with row dependence (Q1333465) (← links)
- Differentiation formulas for probability functions: The transformation method (Q1363426) (← links)
- Stochastic modeling in economics and finance. (Q1396167) (← links)
- Scenario reduction in stochastic programming (Q1396832) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- Innovation diffusion uncertainty, advertising and pricing policies (Q1767710) (← links)
- Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
- Portfolio optimization via stochastic programming: Methods of output analysis (Q1809498) (← links)
- Reduced gradient method for stochastic optimization problem with nonlinear constraints (Q1812840) (← links)
- Incomplete markets: transverse financial structures (Q1865203) (← links)
- Generalized bounds for convex multistage stochastic programs. (Q1884597) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Applications of stochastic programming under incomplete information (Q1893965) (← links)
- Postoptimality for multistage stochastic linear programs (Q1896444) (← links)
- Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Approximation and contamination bounds for probabilistic programs (Q1931626) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Stochastic goal programming (Q1969540) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
