Martin Branda

发表

Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques

Martin Branda, 2010 .

DEA models equivalent to general Nth order stochastic dominance efficiency tests

Milos Kopa, Martin Branda, Martin Branda, 2016, Oper. Res. Lett..

Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers

Martin Branda, Lukás Adam, Martin Branda, 2016, Journal of Optimization Theory and Applications.

Nonconvex stochastic programming problems-formulations, sample approximations and stability

Martin Branda, 2010 .

A Nonlinear Approach to Sparse Optimization

Christian Kanzow, Oleg Burdakov, Martin Branda, 2017 .

Flow-based formulations for operational fixed interval scheduling problems with random delays

Martin Branda, Stepán Hájek, 2017, Comput. Manag. Sci..

Fixed interval scheduling under uncertainty - A tabu search algorithm for an extended robust coloring formulation

Martin Branda, Jan Novotný, Asmund Olstad, 2016, Comput. Ind. Eng..

Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance

Martin Branda, Martin Branda, 2014, Asia Pac. J. Oper. Res..

Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

Martin Branda, Alexandra Schwartz, Max Bucher, 2017, Comput. Optim. Appl..

Chance constrained problems: penalty reformulation and performance of sample approximation technique

Martin Branda, Martin Branda, 2012, Kybernetika.

Machine learning approach to chance-constrained problems: An algorithm based on the stochastic gradient descent

Martin Branda, Lukáš Adam, Martin Branda, 2019, 1905.10986.

Calmness in stochastic programming { exact penalization and sample approximation techniques

Martin Branda, 2013 .

Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints

Martin Branda, 2014, Optim. Lett..

Approximation and contamination bounds for probabilistic programs

Jitka Dupacová, Martin Branda, J. Dupacová, 2012, Ann. Oper. Res..

Solving joint chance constrained problems using regularization and Benders’ decomposition

René Henrion, Holger Heitsch, Martin Branda, 2018, Annals of Operations Research.

Local stability and differentiability of the Mean-Conditional Value at Risk model defined on the mixed-integer loss functions

Martin Branda, Martin Branda, 2010, Kybernetika.

Reformulation of general chance constrained problems using the penalty functions

Martin Branda, Martin Branda, 2010 .

On relations between DEA-risk models and stochastic dominance efficiency tests

Milos Kopa, Martin Branda, Martin Branda, 2014, Central Eur. J. Oper. Res..

Sparse optimization for inverse problems in atmospheric modelling

Martin Branda, Lukás Adam, Martin Branda, 2016, Environ. Model. Softw..

On relations between chance constrained and penalty function problems under discrete distributions

Martin Branda, Martin Branda, 2013, Math. Methods Oper. Res..

Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints

Martin Branda, Martin Branda, 2012, Oper. Res. Lett..

Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification

Martin Branda, Martin Branda, 2014, Adv. Decis. Sci..

Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times

Martin Branda, Martin Branda, 2018, Comput. Oper. Res..

Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour

Martin Branda, Martin Branda, 2016, 4OR.

Reformulation of chance constrained problems using penalty functions

Martin Branda, 2010 .

Reformulations of input-output oriented DEA tests with diversification

Martin Branda, 2013, Oper. Res. Lett..

Diversification-consistent data envelopment analysis with general deviation measures

Martin Branda, Martin Branda, 2013, Eur. J. Oper. Res..

Advances in stochastic programming approaches to optimization under uncertainty

Martin Branda, 2019 .

Stability Analysis of Mean-CVaR Investment Model with Transaction Costs and Integer Allocations

Martin Branda, Martin Branda, 2009 .

Downstream logistics optimization at EWOS Norway

Kjetil K. Haugen, Martin Branda, Asmund Olstad, 2017 .

DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices

Martin Branda, Miloš Kopa, Martin Branda, 2012 .

HABILITATION THESIS

Martin Branda, Martin Branda, Martin Branda, 2018 .

Diversification-consistent data envelopment analysis based on directional-distance measures

Martin Branda, Martin Branda, 2015 .

Stochastic programming problems with generalized integrated chance constraints

Martin Branda, Martin Branda, 2012 .