Jitka Dupacová

According to our database1, Jitka Dupacová authored at least 29 papers between 1984 and 2017.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
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PhD thesis 
Other 

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Bibliography

2017
SDDP for multistage stochastic programs: preprocessing via scenario reduction.
Comput. Manag. Science, 2017

2015
Structure of risk-averse multistage stochastic programs.
OR Spectrum, 2015

2014
Robustness of optimal portfolios under risk and stochastic dominance constraints.
European Journal of Operational Research, 2014

2012
Robustness in stochastic programs with risk constraints.
Annals OR, 2012

Approximation and contamination bounds for probabilistic programs.
Annals OR, 2012

2011
Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints.
Proceedings of the System Modeling and Optimization, 2011

2010
Stochastic geometric programming with an application.
Kybernetika, 2010

2009
Stochastic Programming: Minimax Approach.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Testing the structure of multistage stochastic programs.
Comput. Manag. Science, 2009

Asset-liability management for Czech pension funds using stochastic programming.
Annals OR, 2009

2008
Special issue: Stochastic Programming in EURO XXII in Prague.
Kybernetika, 2008

Risk objectives in two-stage stochastic programming models.
Kybernetika, 2008

2006
Horizon and stages in applications of stochastic programming in finance.
Annals OR, 2006

2005
Uncertainties in stochastic programming models: The minimax approach.
Proceedings of the Algorithms for Optimization with Incomplete Information, 2005

2003
Scenario reduction in stochastic programming.
Math. Program., 2003

2002
Applications of stochastic programming: Achievements and questions.
European Journal of Operational Research, 2002

2001
From data to model and back to data: A bond portfolio management problem.
European Journal of Operational Research, 2001

2000
Scenarios for Multistage Stochastic Programs.
Annals OR, 2000

Stability Properties of a Bond Portfolio Management Problem.
Annals OR, 2000

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.
Annals OR, 2000

1999
Portfolio optimization via stochastic programming: Methods of output analysis.
Math. Meth. of OR, 1999

1998
Highly parallel computing in simulation on dynamic bond portfolio management.
Proceedings of APL98 Conference on Array Processing Languages, 1998

1997
On estimating the yield and volatility curves.
Kybernetika, 1997

1996
Scenario-based stochastic programs: Resistance with respect to sample.
Annals OR, 1996

1995
Multistage stochastic programs: The state-of-the-art and selected bibliography.
Kybernetika, 1995

Postoptimality for multistage stochastic linear programs.
Annals OR, 1995

1991
On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics.
Kybernetika, 1991

On statistical sensitivity analysis in stochastic programming.
Annals OR, 1991

1984
Stability in stochastic programming with recourse-estimated parameters.
Math. Program., 1984


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