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Chance constrained problems
Person
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Person
Publication
Programmes
doc. RNDr. Martin Branda Ph.D.
Academic staff at Faculty of Mathematics and Physics
1 study programme
6 classes
50 publications
Study programme
programme
Financial and Insurance Mathematics
🇨🇿 NMgr. |
Faculty of Mathematics and Physics
Classes
class
Computational Aspects of Optimisation
NMEK436 |
Faculty of Mathematics and Physics
class
Introduction to Optimisation
+1
NMFM204 |
Faculty of Mathematics and Physics
class
Colloquium of the Department of Probability and Mathematical Statistics
NMSA600 |
Faculty of Mathematics and Physics
class
Advanced Topics of the Field
NMSA603 |
Faculty of Mathematics and Physics
class
Introduction to Optimisation (M)
NMSA936 |
Faculty of Mathematics and Physics
Publications
publication
Solving joint chance constrained problems using regularization and Benders' decomposition
2020 |
Faculty of Mathematics and Physics
publication
Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers
2016 |
Faculty of Mathematics and Physics
publication
A chance constrained investment problem with portfolio variance and skewness criteria - solution technique based on the Successive Iterative Regularization
2016 |
Faculty of Mathematics and Physics
publication
Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification
2014 |
Faculty of Mathematics and Physics
publication
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
2012 |
Faculty of Mathematics and Physics
publication
Chance constrained problems: penalty reformulation and performance of sample approximation technique
2012 |
Faculty of Mathematics and Physics
publication
Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques
2010 |
Faculty of Mathematics and Physics
publication
Recourse reformulation of chance constrained problems
2009 |
Faculty of Mathematics and Physics
publication
Value at risk approach to producer's best response in an electricity market with uncertain demand
2023 |
Faculty of Mathematics and Physics
publication
Optimal Scheduling of Vehicle Loading/Unloading Operations in Depots
2022 |
Faculty of Mathematics and Physics
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