Scenario reduction in stochastic programming. Zbl 1023.90043
Dupačová, J.; Gröwe-Kuska, N.; Römisch, W. |
|
2003
|
Scenarios for multistage stochastic programs. Zbl 1017.90068
Dupacová, Jitka; Consigli, Giorgio; Wallace, Stein W. |
|
2000
|
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger |
|
1988
|
The minimax approach to stochastic programming and an illustrative application. Zbl 0616.90046
Dupačová, Jitka |
|
1987
|
Stability and sensitivity-analysis for stochastic programming. Zbl 0724.90049
Dupačová, Jitka |
|
1990
|
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš |
|
2014
|
Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis. Zbl 0637.90070
Dupačová, Jitka |
|
1987
|
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš |
|
2012
|
Stochastic programming in water management: A case study and a comparison of solution techniques. Zbl 0726.90048
Dupačová, Jitka; Gajvoronskij, Aleksej; Kos, Zdeněk; Szántai, Tamás |
|
1991
|
Stability in stochastic programming with recourse-estimated parameters. Zbl 0526.90069
Dupacova, J. |
|
1984
|
Stability in stochastic programming with recourse. Contaminated distributions. Zbl 0594.90068
Dupačová, J. |
|
1986
|
Approximation and contamination bounds for probabilistic programs. Zbl 1254.90133
Branda, Martin; Dupačová, Jitka |
|
2012
|
Applications of stochastic programming: Achievements and questions. Zbl 1025.90014
Dupačová, Jitka |
|
2002
|
Scenario-based stochastic programs: Resistance with respect to sample. Zbl 0854.90107
Dupačová, Jitka |
|
1996
|
Multistage stochastic programs: The state-of-the-art and selected bibliography. Zbl 0860.90093
Dupačová, Jitka |
|
1995
|
Asset-liability management for Czech pension funds using stochastic programming. Zbl 1163.90681
Dupačová, Jitka; Polívka, Jan |
|
2009
|
Postoptimality for multistage stochastic linear programs. Zbl 0838.90089
Dupačová, Jitka |
|
1995
|
Uncertainties in minimax stochastic programs. Zbl 1231.90301
Dupačová, Jitka |
|
2011
|
Horizon and stages in applications of stochastic programming in finance. Zbl 1101.90043
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka |
|
2006
|
Stochastic modeling in economics and finance. Zbl 1094.91051
Dupačová, Jitka; Hurt, Jan; Štěpán, Josef |
|
2002
|
Postoptimality for scenario based financial planning models with an application to bond portfolio management. Zbl 0939.91061
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio |
|
1998
|
Stress testing for VaR and CVaR. Zbl 1190.91073
Dupačová, Jitka; Polívka, Jan |
|
2007
|
Sensitivity of bond portfolio’s behavior with respect to random movements in yield curve: a simulation study. Zbl 1059.91034
Bertocchi, Marida; Moriggia, Vittorio; Dupacová, Jitka |
|
2000
|
Structure of risk-averse multistage stochastic programs. Zbl 1317.90217
Dupačová, Jitka; Kozmík, Václav |
|
2015
|
Portfolio optimization via stochastic programming: Methods of output analysis. Zbl 0946.91019
Dupačová, Jitka |
|
1999
|
Reflections on robust optimization. Zbl 0909.90218
Dupačová, Jitka |
|
1998
|
On minimax decision rule in stochastic linear programming. Zbl 0429.90053
Dupacova, J. |
|
1980
|
Risk objectives in two-stage stochastic programming models. Zbl 1154.91500
Dupačová, J. |
|
2008
|
Stress testing via contamination. Zbl 1151.90504
Dupačová, J. |
|
2006
|
Applications of stochastic programming under incomplete information. Zbl 0823.90095
Dupačová, Jitka |
|
1994
|
Output analysis for approximated stochastic programs. Zbl 0984.90027
Dupačová, Jitka |
|
2001
|
A note on rejective sampling. Zbl 0415.62010
Dupacova, Jitka |
|
1979
|
Stochastic geometric programming with an application. Zbl 1201.90141
Dupačová, Jitka |
|
2010
|
Testing the structure of multistage stochastic programs. Zbl 1168.90567
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio |
|
2009
|
On non-normal asymptotic behaviour of optimal solutions for stochastic programming problems and on related problems of mathematical statistics. Zbl 0733.90048
Dupačová, Jitka |
|
1991
|
From data to model and back to data: A bond portfolio management problem. Zbl 1017.91041
Dupačová, Jitka; Bertocchi, Marida |
|
2001
|
On estimating the yield and volatility curves. Zbl 0908.90064
Dupačová, Jitka; Abaffy, Jozsef; Bertocchi, Marida; Hušková, Marie |
|
1997
|
Chance-constrained and simulation models of water resources systems. Zbl 0413.90037
Dupacova, Jitka; Kos, Zdenek |
|
1979
|
Melt control: charge optimization via stochastic programming. Zbl 1190.90063
Dupačová, Jitka; Popela, Pavel |
|
2005
|
Sensitivity analysis of a bond portfolio model for the Italian market. Zbl 1017.91036
Bertocchi, M.; Dupačová, J.; Moriggia, V. |
|
2000
|
Management of bond portfolios via stochastic programming - postoptimality and sensitivity analysis. Zbl 0878.90003
Dupačová, Jitka; Bertocchi, Marida |
|
1996
|
Postoptimality for a bond portfolio management model. Zbl 1044.91521
Dupačova, Jitka; Bertocchi, Marida; Moriggia, Vittorio |
|
1997
|
Minimax stochastic programs with nonconvex nonseparable penalty functions. Zbl 0364.90129
Dupacova, Jitka |
|
1976
|
Minimax approach to stochastic linear programming and the moment problem. Zbl 0374.90052
Dupacova, Jitka |
|
1977
|
On interval estimates for optimal value of stochastic programs. Zbl 0790.90054
Dupačová, Jitka |
|
1992
|
Stability in stochastic programming - probabilistic constraints. Zbl 0593.90063
Dupačová, Jitka |
|
1986
|
Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time. Zbl 1058.90040
Dupačová, J.; Sladký, K. |
|
2002
|
Experience in stochastic programming models. Zbl 0428.90052
Dupacova, J. |
|
1980
|
Stochastic programming: Approximation via scenarios. Zbl 0988.90022
Dupačová, Jitka |
|
1998
|
Performance evaluation of algorithms for Black-Derman-Toy lattice. Zbl 0957.91043
Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Moriggia, Vittorio |
|
1999
|
Moment bounds for stochastic programs in particular for recourse problems. Zbl 0928.90071
Dupačová, Jitka |
|
1997
|
Stochastic programming: Approximation via scenarios. Zbl 0914.90207
Dupačová, Jitka |
|
1997
|
Stability properties of a bond portfolio management problem. Zbl 0990.90081
Dupačová, Jitka |
|
2000
|
Epi-consistency in restricted regression models. The case of general convex fitting function. Zbl 0937.62568
Dupačová, Jitka |
|
1992
|
On stochastic aspects of a metal cutting problem. Zbl 0830.90135
Dupačová, Jitka; Charamza, Pavel; Mádl, Jan |
|
1995
|
Consistency of least-squares estimators in the regression model under umbrella hypothesis. Zbl 0784.62054
Dupačová, Jitka; Charamza, Pavel |
|
1992
|
On statistical sensitivity analysis in stochastic programming. Zbl 0745.90055
Dupačová, Jitka |
|
1991
|
Stochastic optimization models in banking. Zbl 0825.90053
Dupačová, Jitka |
|
1991
|
Stability in stochastic programming with recourse. Zbl 0524.90071
Dupacova, J. |
|
1983
|
Water resources system modelling using stochastic programming with recourse. Zbl 0444.90051
Dupacova, Jitka |
|
1980
|
Stability studies in stochastic programs with recourse. A special case. Zbl 0508.90067
Dupacova, J. |
|
1982
|
Stress testing for risk-averse stochastic programs. Zbl 1349.90654
Dupačová, J.; Kozmík, V. |
|
2015
|
Stress testing for VaR and CVaR. Zbl 1180.91163
Dupačová, Jitka; Polívka, Jan |
|
2009
|
On nonnormal asymptotic behavior of optimal solutions of stochastic programming problems: the parametric case. Zbl 0701.90071
Dupačová, Jitka |
|
1989
|
Structure of risk-averse multistage stochastic programs. Zbl 1317.90217
Dupačová, Jitka; Kozmík, Václav |
|
2015
|
Stress testing for risk-averse stochastic programs. Zbl 1349.90654
Dupačová, J.; Kozmík, V. |
|
2015
|
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš |
|
2014
|
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš |
|
2012
|
Approximation and contamination bounds for probabilistic programs. Zbl 1254.90133
Branda, Martin; Dupačová, Jitka |
|
2012
|
Uncertainties in minimax stochastic programs. Zbl 1231.90301
Dupačová, Jitka |
|
2011
|
Stochastic geometric programming with an application. Zbl 1201.90141
Dupačová, Jitka |
|
2010
|
Asset-liability management for Czech pension funds using stochastic programming. Zbl 1163.90681
Dupačová, Jitka; Polívka, Jan |
|
2009
|
Testing the structure of multistage stochastic programs. Zbl 1168.90567
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio |
|
2009
|
Stress testing for VaR and CVaR. Zbl 1180.91163
Dupačová, Jitka; Polívka, Jan |
|
2009
|
Risk objectives in two-stage stochastic programming models. Zbl 1154.91500
Dupačová, J. |
|
2008
|
Stress testing for VaR and CVaR. Zbl 1190.91073
Dupačová, Jitka; Polívka, Jan |
|
2007
|
Horizon and stages in applications of stochastic programming in finance. Zbl 1101.90043
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka |
|
2006
|
Stress testing via contamination. Zbl 1151.90504
Dupačová, J. |
|
2006
|
Melt control: charge optimization via stochastic programming. Zbl 1190.90063
Dupačová, Jitka; Popela, Pavel |
|
2005
|
Scenario reduction in stochastic programming. Zbl 1023.90043
Dupačová, J.; Gröwe-Kuska, N.; Römisch, W. |
|
2003
|
Applications of stochastic programming: Achievements and questions. Zbl 1025.90014
Dupačová, Jitka |
|
2002
|
Stochastic modeling in economics and finance. Zbl 1094.91051
Dupačová, Jitka; Hurt, Jan; Štěpán, Josef |
|
2002
|
Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time. Zbl 1058.90040
Dupačová, J.; Sladký, K. |
|
2002
|
Output analysis for approximated stochastic programs. Zbl 0984.90027
Dupačová, Jitka |
|
2001
|
From data to model and back to data: A bond portfolio management problem. Zbl 1017.91041
Dupačová, Jitka; Bertocchi, Marida |
|
2001
|
Scenarios for multistage stochastic programs. Zbl 1017.90068
Dupacová, Jitka; Consigli, Giorgio; Wallace, Stein W. |
|
2000
|
Sensitivity of bond portfolio’s behavior with respect to random movements in yield curve: a simulation study. Zbl 1059.91034
Bertocchi, Marida; Moriggia, Vittorio; Dupacová, Jitka |
|
2000
|
Sensitivity analysis of a bond portfolio model for the Italian market. Zbl 1017.91036
Bertocchi, M.; Dupačová, J.; Moriggia, V. |
|
2000
|
Stability properties of a bond portfolio management problem. Zbl 0990.90081
Dupačová, Jitka |
|
2000
|
Portfolio optimization via stochastic programming: Methods of output analysis. Zbl 0946.91019
Dupačová, Jitka |
|
1999
|
Performance evaluation of algorithms for Black-Derman-Toy lattice. Zbl 0957.91043
Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Moriggia, Vittorio |
|
1999
|
Postoptimality for scenario based financial planning models with an application to bond portfolio management. Zbl 0939.91061
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio |
|
1998
|
Reflections on robust optimization. Zbl 0909.90218
Dupačová, Jitka |
|
1998
|
Stochastic programming: Approximation via scenarios. Zbl 0988.90022
Dupačová, Jitka |
|
1998
|
On estimating the yield and volatility curves. Zbl 0908.90064
Dupačová, Jitka; Abaffy, Jozsef; Bertocchi, Marida; Hušková, Marie |
|
1997
|
Postoptimality for a bond portfolio management model. Zbl 1044.91521
Dupačova, Jitka; Bertocchi, Marida; Moriggia, Vittorio |
|
1997
|
Moment bounds for stochastic programs in particular for recourse problems. Zbl 0928.90071
Dupačová, Jitka |
|
1997
|
Stochastic programming: Approximation via scenarios. Zbl 0914.90207
Dupačová, Jitka |
|
1997
|
Scenario-based stochastic programs: Resistance with respect to sample. Zbl 0854.90107
Dupačová, Jitka |
|
1996
|
Management of bond portfolios via stochastic programming - postoptimality and sensitivity analysis. Zbl 0878.90003
Dupačová, Jitka; Bertocchi, Marida |
|
1996
|
Multistage stochastic programs: The state-of-the-art and selected bibliography. Zbl 0860.90093
Dupačová, Jitka |
|
1995
|
Postoptimality for multistage stochastic linear programs. Zbl 0838.90089
Dupačová, Jitka |
|
1995
|
On stochastic aspects of a metal cutting problem. Zbl 0830.90135
Dupačová, Jitka; Charamza, Pavel; Mádl, Jan |
|
1995
|
Applications of stochastic programming under incomplete information. Zbl 0823.90095
Dupačová, Jitka |
|
1994
|
On interval estimates for optimal value of stochastic programs. Zbl 0790.90054
Dupačová, Jitka |
|
1992
|
Epi-consistency in restricted regression models. The case of general convex fitting function. Zbl 0937.62568
Dupačová, Jitka |
|
1992
|
Consistency of least-squares estimators in the regression model under umbrella hypothesis. Zbl 0784.62054
Dupačová, Jitka; Charamza, Pavel |
|
1992
|
Stochastic programming in water management: A case study and a comparison of solution techniques. Zbl 0726.90048
Dupačová, Jitka; Gajvoronskij, Aleksej; Kos, Zdeněk; Szántai, Tamás |
|
1991
|
On non-normal asymptotic behaviour of optimal solutions for stochastic programming problems and on related problems of mathematical statistics. Zbl 0733.90048
Dupačová, Jitka |
|
1991
|
On statistical sensitivity analysis in stochastic programming. Zbl 0745.90055
Dupačová, Jitka |
|
1991
|
Stochastic optimization models in banking. Zbl 0825.90053
Dupačová, Jitka |
|
1991
|
Stability and sensitivity-analysis for stochastic programming. Zbl 0724.90049
Dupačová, Jitka |
|
1990
|
On nonnormal asymptotic behavior of optimal solutions of stochastic programming problems: the parametric case. Zbl 0701.90071
Dupačová, Jitka |
|
1989
|
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger |
|
1988
|
The minimax approach to stochastic programming and an illustrative application. Zbl 0616.90046
Dupačová, Jitka |
|
1987
|
Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis. Zbl 0637.90070
Dupačová, Jitka |
|
1987
|
Stability in stochastic programming with recourse. Contaminated distributions. Zbl 0594.90068
Dupačová, J. |
|
1986
|
Stability in stochastic programming - probabilistic constraints. Zbl 0593.90063
Dupačová, Jitka |
|
1986
|
Stability in stochastic programming with recourse-estimated parameters. Zbl 0526.90069
Dupacova, J. |
|
1984
|
Stability in stochastic programming with recourse. Zbl 0524.90071
Dupacova, J. |
|
1983
|
Stability studies in stochastic programs with recourse. A special case. Zbl 0508.90067
Dupacova, J. |
|
1982
|
On minimax decision rule in stochastic linear programming. Zbl 0429.90053
Dupacova, J. |
|
1980
|
Experience in stochastic programming models. Zbl 0428.90052
Dupacova, J. |
|
1980
|
Water resources system modelling using stochastic programming with recourse. Zbl 0444.90051
Dupacova, Jitka |
|
1980
|
A note on rejective sampling. Zbl 0415.62010
Dupacova, Jitka |
|
1979
|
Chance-constrained and simulation models of water resources systems. Zbl 0413.90037
Dupacova, Jitka; Kos, Zdenek |
|
1979
|
Minimax approach to stochastic linear programming and the moment problem. Zbl 0374.90052
Dupacova, Jitka |
|
1977
|
Minimax stochastic programs with nonconvex nonseparable penalty functions. Zbl 0364.90129
Dupacova, Jitka |
|
1976
|
