2009 | ||
---|---|---|
7 | EE | Jitka Dupacová: Stochastic Programming: Minimax Approach. Encyclopedia of Optimization 2009: 3778-3782 |
6 | EE | Jitka Dupacová, Jan Polívka: Asset-liability management for Czech pension funds using stochastic programming. Annals OR 165(1): 5-28 (2009) |
2006 | ||
5 | EE | Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová: Horizon and stages in applications of stochastic programming in finance. Annals OR 142(1): 63-78 (2006) |
2005 | ||
4 | EE | Jitka Dupacová: Uncertainties in stochastic programming models: The minimax approach. Algorithms for Optimization with Incomplete Information 2005 |
2003 | ||
3 | EE | Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch: Scenario reduction in stochastic programming. Math. Program. 95(3): 493-511 (2003) |
2000 | ||
2 | EE | Jitka Dupacová, Giorgio Consigli, Stein W. Wallace: Scenarios for Multistage Stochastic Programs. Annals OR 100(1-4): 25-53 (2000) |
1998 | ||
1 | EE | Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová: Highly parallel computing in simulation on dynamic bond portfolio management. APL 1998: 215-221 |
1 | Marida Bertocchi | [1] [5] |
2 | Giorgio Consigli | [2] |
3 | Nicole Gröwe-Kuska | [3] |
4 | Vittorio Moriggia | [1] [5] |
5 | Jan Polívka | [6] |
6 | Werner Römisch | [3] |
7 | Stein W. Wallace | [2] |