On approximation in multistage stochastic programs: Markov dependence. - Vlasta Kanková; Martin Smíd (Kybernetika, 2004)

The Expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate. - Martin Smíd (Ann. Oper. Res., 2009)

Probabilistic properties of the continuous double auction. - Martin Smíd (Kybernetika, 2012)

Mean-risk optimal decision of a steel company under emission control. - Frantisek Zapletal; Martin Smíd (Central Eur. J. Oper. Res., 2016)

Dynamic model of market with uninformed market maker. - Martin Smíd; Milos Kopa (Kybernetika, 2017)

Multi-stage emissions management of a steel company. - Frantisek Zapletal; Martin Smíd; Milos Kopa (Ann. Oper. Res., 2020)

Simulation of Non-pharmaceutical Interventions in an Agent based Epidemic Model. - Petra Vidnerová; Roman Neruda; Gabriela Suchopárová; Ludek Berec; Tomás Diviák; Ales Kubena; René Levínský; Josef Slerka; Martin Smíd; Jan Trnka; Vít Tucek; Karel Vrbenský; et al. (ITAT, 2021)

Using a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19. - Gabriela Suchopárová; Petra Vidnerová; Roman Neruda; Martin Smíd (EANN, 2022)

Multi-stage stochastic optimization of carbon risk management. - Frantisek Zapletal; Martin Smíd; Václav Kozmík (Expert Syst. Appl., 2022)

Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon. - Milos Kopa; Martin Smíd (Oper. Res. Lett., 2023)

Uncovering Relationships using Bayesian Networks: A Case Study on Conspiracy Theories. - Jirí Vomlel; Ales Kubena; Martin Smíd; Josefina Weinerova (PGM, 2024)