Václav Kozmík

According to our database, Václav Kozmík authored at least 5 papers between 2015 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Multi-stage stochastic optimization of carbon risk management.

Frantisek Zapletal, Martin Smíd, Václav Kozmík

Expert Syst. Appl., 2022

2017

SDDP for multistage stochastic programs: preprocessing via scenario reduction.

Jitka Dupacová, Václav Kozmík

Comput. Manag. Sci., 2017

2015

Structure of risk-averse multistage stochastic programs.

Jitka Dupacová, Václav Kozmík

OR Spectr., 2015

Evaluating policies in risk-averse multi-stage stochastic programming.

Václav Kozmík, David P. Morton

Math. Program., 2015

On variance reduction of mean-CVaR Monte Carlo estimators.

Václav Kozmík

Comput. Manag. Sci., 2015