Jitka Dupacová
According to our database^{1},
Jitka Dupacová
authored at least 29 papers
between 1984 and 2017.
Collaborative distances:
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Bibliography
2017
SDDP for multistage stochastic programs: preprocessing via scenario reduction.
Comput. Manag. Science, 2017
2015
Structure of riskaverse 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
Assetliability 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 twostage 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
Scenariobased stochastic programs: Resistance with respect to sample.
Annals OR, 1996
1995
Multistage stochastic programs: The stateoftheart and selected bibliography.
Kybernetika, 1995
Postoptimality for multistage stochastic linear programs.
Annals OR, 1995
1991
On nonnormal 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 recourseestimated parameters.
Math. Program., 1984