Jitka Dupacová

发表

Scenario reduction in stochastic programming

Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch, 2003, Math. Program..

On statistical sensitivity analysis in stochastic programming

Jitka Dupacová, J. Dupacová, 1991, Ann. Oper. Res..

Robustness of optimal portfolios under risk and stochastic dominance constraints

Jitka Dupacová, Milos Kopa, J. Dupacová, 2014, Eur. J. Oper. Res..

Stability Properties of a Bond Portfolio Management Problem

Jitka Dupacová, J. Dupacová, 2000, Ann. Oper. Res..

Asset-liability management for Czech pension funds using stochastic programming

Jitka Dupacová, Jan Polívka, J. Dupacová, 2009, Ann. Oper. Res..

Postoptimality for multistage stochastic linear programs

Jitka Dupacová, J. Dupacová, 1995, Ann. Oper. Res..

SDDP for multistage stochastic programs: preprocessing via scenario reduction

Jitka Dupacová, Václav Kozmík, J. Dupacová, 2017, Comput. Manag. Sci..

Testing the structure of multistage stochastic programs

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia, 2009, Comput. Manag. Sci..

Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints

Jitka Dupacová, J. Dupacová, 2011, System Modelling and Optimization.

Applications of stochastic programming: Achievements and questions

Jitka Dupacová, J. Dupacová, 2002, Eur. J. Oper. Res..

Risk objectives in two-stage stochastic programming models

Jitka Dupacová, J. Dupacová, 2008, Kybernetika.

From data to model and back to data: A bond portfolio management problem

Jitka Dupacová, Marida Bertocchi, J. Dupacová, 2001, Eur. J. Oper. Res..

On estimating the yield and volatility curves

Jitka Dupacová, Marie Husková, Marida Bertocchi, 1997, Kybernetika.

Structure of risk-averse multistage stochastic programs

Jitka Dupacová, Václav Kozmík, J. Dupacová, 2015, OR Spectr..

Stochastic Programming: Minimax Approach

Jitka Dupacová, J. Dupacová, 2009, Encyclopedia of Optimization.

Scenario-based stochastic programs: Resistance with respect to sample

Jitka Dupacová, J. Dupacová, 1996, Ann. Oper. Res..

Approximation and contamination bounds for probabilistic programs

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

Stability in stochastic programming with recourse-estimated parameters

Jitka Dupacová, J. Dupacová, 1984, Math. Program..

Scenarios for Multistage Stochastic Programs

Jitka Dupacová, Stein W. Wallace, Giorgio Consigli, 2000, Ann. Oper. Res..

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia, 2000, Ann. Oper. Res..

Horizon and stages in applications of stochastic programming in finance

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia, 2006, Ann. Oper. Res..

Portfolio optimization via stochastic programming: Methods of output analysis

Jitka Dupacová, J. Dupacová, 1999, Math. Methods Oper. Res..

Special issue: Stochastic Programming in EURO XXII in Prague

Jitka Dupacová, Teemu Pennanen, 2008, Kybernetika.

Robustness in stochastic programs with risk constraints

Jitka Dupacová, Milos Kopa, J. Dupacová, 2012, Ann. Oper. Res..

On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics

Jitka Dupacová, J. Dupacová, 1991, Kybernetika.

Uncertainties in stochastic programming models: The minimax approach

Jitka Dupacová, J. Dupacová, 2005, Algorithms for Optimization with Incomplete Information.

Stochastic geometric programming with an application

Jitka Dupacová, J. Dupacová, 2010, Kybernetika.

Highly parallel computing in simulation on dynamic bond portfolio management

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia, 1999, APL '98.

Multistage stochastic programs: The state-of-the-art and selected bibliography

Jitka Dupacová, J. Dupacová, 1995, Kybernetika.