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multistage
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Person
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prof. Prof. RNDr. Jitka Dupačová DrSc.
Person without affiliation with CUNI
95 publications
Publications
publication
Reflections on output analysis for multistage stochastic linear programs
2004 |
Faculty of Mathematics and Physics
publication
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
2001 |
Faculty of Mathematics and Physics
publication
Stability properties of a bond portfolio management problem
2001 |
Faculty of Mathematics and Physics
publication
Scenarios for multistage stochastic programs
2001 |
Faculty of Mathematics and Physics
publication
Comparison of multistage stochastic programming and stochastic dynamic programming with discrete time
Publication without faculty affiliation
publication
SDDP for multistage stochastic programs: preprocessing via scenario reduction
2017 |
Faculty of Mathematics and Physics
publication
Structure of risk-averse multistage stochastic programs
2015 |
Faculty of Mathematics and Physics
publication
STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS
2015 |
Faculty of Mathematics and Physics
publication
A note on effect of errors in input parameters on mean-variance efficient portfolios
2015 |
Faculty of Mathematics and Physics
publication
Output analysis and stress testing for risk constrained portfolios
2015 |
Faculty of Mathematics and Physics
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