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Jitka Dupacov
Information about the author Jitka Dupacov will soon be added to the site.
Found
5 papers
in total
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Approximation and contamination bounds for probabilistic programs
2012
Development of applicable robustness results for stochastic programs with...
Asset-liability management for Czech pension funds using stochastic programming
2009
It is possible to model a wide range of portfolio management problems using stochastic...
Scenario-based stochastic programs: Resistance with respect to sample
1996
A contamination technique is presented as a numerically tractable tool to...
Postoptimality for multistage stochastic linear programs
1995
The contamination technique is presented as a flexible and relatively easily tractable...
Stochastic programming in water management: A case study and a comparison of solution techniques
1991
The present stage of developments in stochastic programming gives already a good base...
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48 Papers