On variance reduction of mean-CVaR Monte Carlo estimators. - Václav Kozmík (Comput. Manag. Sci., 2015)

Evaluating policies in risk-averse multi-stage stochastic programming. - Václav Kozmík; David P. Morton (Math. Program., 2015)

Structure of risk-averse multistage stochastic programs. - Jitka Dupacová; Václav Kozmík (OR Spectr., 2015)

SDDP for multistage stochastic programs: preprocessing via scenario reduction. - Jitka Dupacová; Václav Kozmík (Comput. Manag. Sci., 2017)

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