Jitka Dupacová

31 papers Journal 25Unranked 4
YearRankTypeTitle / Venue / Authors
2017 J jnl
SDDP for multistage stochastic programs: preprocessing via scenario reduction.
Comput. Manag. Sci.
Jitka Dupacová, Václav Kozmík
2015 J jnl
Structure of risk-averse multistage stochastic programs.
OR Spectr.
Jitka Dupacová, Václav Kozmík
2014 J jnl
Robustness of optimal portfolios under risk and stochastic dominance constraints.
Eur. J. Oper. Res.
Jitka Dupacová, Milos Kopa
2012 J jnl
Approximation and contamination bounds for probabilistic programs.
Ann. Oper. Res.
Martin Branda, Jitka Dupacová
2012 J jnl
Robustness in stochastic programs with risk constraints.
Ann. Oper. Res.
Jitka Dupacová, Milos Kopa
2011 — conf
Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints.
System Modelling and Optimization
Jitka Dupacová
2010 J jnl
Stochastic geometric programming with an application.
Kybernetika
Jitka Dupacová
2009 J jnl
Asset-liability management for Czech pension funds using stochastic programming.
Ann. Oper. Res.
Jitka Dupacová, Jan Polívka
2009 — ch.
Stochastic Programming: Minimax Approach.
Encyclopedia of Optimization
Jitka Dupacová
2009 J jnl
Testing the structure of multistage stochastic programs.
Comput. Manag. Sci.
Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
2008 J jnl
Risk objectives in two-stage stochastic programming models.
Kybernetika
Jitka Dupacová
2008 J jnl
Special issue: Stochastic Programming in EURO XXII in Prague.
Kybernetika
Jitka Dupacová, Teemu Pennanen
2006 J jnl
Horizon and stages in applications of stochastic programming in finance.
Ann. Oper. Res.
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
2005 — ch.
15. Melt Control: Charge Optimization via Stochastic Programming.
Applications of Stochastic Programming
Jitka Dupacová, Pavel Popela
2005 — conf
Uncertainties in stochastic programming models: The minimax approach.
Algorithms for Optimization with Incomplete Information
Jitka Dupacová
2004 — conf
Stress Testing via Contamination.
Coping with Uncertainty
Jitka Dupacová
2003 J jnl
Scenario reduction in stochastic programming.
Math. Program.
Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch
2002 J jnl
Applications of stochastic programming: Achievements and questions.
Eur. J. Oper. Res.
Jitka Dupacová
2001 J jnl
From data to model and back to data: A bond portfolio management problem.
Eur. J. Oper. Res.
Jitka Dupacová, Marida Bertocchi
2000 J jnl
Scenarios for Multistage Stochastic Programs.
Ann. Oper. Res.
Jitka Dupacová, Giorgio Consigli, Stein W. Wallace
2000 J jnl
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.
Ann. Oper. Res.
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
2000 J jnl
Stability Properties of a Bond Portfolio Management Problem.
Ann. Oper. Res.
Jitka Dupacová
1999 J jnl
Portfolio optimization via stochastic programming: Methods of output analysis.
Math. Methods Oper. Res.
Jitka Dupacová
1998 — conf
Highly parallel computing in simulation on dynamic bond portfolio management.
APL
Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová
1997 J jnl
On estimating the yield and volatility curves.
Kybernetika
Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková
1996 J jnl
Scenario-based stochastic programs: Resistance with respect to sample.
Ann. Oper. Res.
Jitka Dupacová
1995 J jnl
Multistage stochastic programs: The state-of-the-art and selected bibliography.
Kybernetika
Jitka Dupacová
1995 J jnl
Postoptimality for multistage stochastic linear programs.
Ann. Oper. Res.
Jitka Dupacová
1991 J jnl
On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics.
Kybernetika
Jitka Dupacová
1991 J jnl
On statistical sensitivity analysis in stochastic programming.
Ann. Oper. Res.
Jitka Dupacová
1984 J jnl
Stability in stochastic programming with recourse-estimated parameters.
Math. Program.
Jitka Dupacová