Jitka Dupačová

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Person:181254

Available identifiers

zbMath Open dupacova.jitkaWikidataQ102349597 ScholiaQ102349597MaRDI QIDQ181254

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q29451152015-09-09Paper
Structure of risk-averse multistage stochastic programs2015-08-03Paper
Robustness of optimal portfolios under risk and stochastic dominance constraints2015-02-03Paper
Robustness analysis of stochastic programs with joint probabilistic constraints2013-06-19Paper
Approximation and contamination bounds for probabilistic programs2013-01-15Paper
Robustness in stochastic programs with risk constraints2013-01-15Paper
Uncertainties in minimax stochastic programs2012-01-18Paper
Stochastic geometric programming with an application2010-08-20Paper
Testing the structure of multistage stochastic programs2009-08-04Paper
https://portal.mardi4nfdi.de/entity/Q53246352009-08-03Paper
Asset-liability management for Czech pension funds using stochastic programming2009-06-25Paper
Risk objectives in two-stage stochastic programming models2009-02-24Paper
A nonparametric model for analysis of the EURO bond market2008-10-24Paper
https://portal.mardi4nfdi.de/entity/Q35172892008-08-12Paper
Reflections on output analysis for multistage stochastic linear programms2008-02-11Paper
Stress testing for VaR and CVaR2007-10-22Paper
Horizon and stages in applications of stochastic programming in finance2006-10-11Paper
Melt control: charge optimization via stochastic programming2006-02-20Paper
https://portal.mardi4nfdi.de/entity/Q48143772004-09-07Paper
https://portal.mardi4nfdi.de/entity/Q44323992003-10-22Paper
Scenario reduction in stochastic programming2003-07-13Paper
Stochastic modeling in economics and finance.2003-06-30Paper
Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time2003-02-23Paper
https://portal.mardi4nfdi.de/entity/Q45244572002-07-16Paper
Applications of stochastic programming: Achievements and questions2002-05-28Paper
Output analysis for approximated stochastic programs2002-05-14Paper
From data to model and back to data: A bond portfolio management problem2002-01-29Paper
Stochastic programming -- model building and selected applications.2001-11-12Paper
Sensitivity analysis of a bond portfolio model for the Italian market2001-07-29Paper
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study2001-06-14Paper
Scenarios for multistage stochastic programs2001-06-14Paper
Stability properties of a bond portfolio management problem2001-06-14Paper
https://portal.mardi4nfdi.de/entity/Q45017152000-11-16Paper
https://portal.mardi4nfdi.de/entity/Q42518592000-07-10Paper
https://portal.mardi4nfdi.de/entity/Q43953982000-01-09Paper
Portfolio optimization via stochastic programming: Methods of output analysis1999-11-25Paper
https://portal.mardi4nfdi.de/entity/Q38404071999-04-08Paper
https://portal.mardi4nfdi.de/entity/Q42291571999-03-17Paper
https://portal.mardi4nfdi.de/entity/Q42129701998-12-15Paper
https://portal.mardi4nfdi.de/entity/Q43507241998-11-01Paper
https://portal.mardi4nfdi.de/entity/Q43568851997-10-05Paper
Epi-consistency in restricted regression models. The case of general convex fitting function1997-08-31Paper
https://portal.mardi4nfdi.de/entity/Q43493451997-08-11Paper
https://portal.mardi4nfdi.de/entity/Q38388461997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56876891996-12-16Paper
Scenario-based stochastic programs: Resistance with respect to sample1996-07-31Paper
Postoptimality for multistage stochastic linear programs1995-08-27Paper
https://portal.mardi4nfdi.de/entity/Q48395971995-07-17Paper
Applications of stochastic programming under incomplete information1995-07-13Paper
https://portal.mardi4nfdi.de/entity/Q48362821995-06-14Paper
https://portal.mardi4nfdi.de/entity/Q31391831993-11-11Paper
https://portal.mardi4nfdi.de/entity/Q40353961993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q39911321992-06-28Paper
On statistical sensitivity analysis in stochastic programming1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33606641991-01-01Paper
Stability and sensitivity-analysis for stochastic programming1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34798151989-01-01Paper
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems1988-01-01Paper
The minimax approach to stochastic programming and an illustrative application1987-01-01Paper
Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37753321987-01-01Paper
Stability in stochastic programming with recourse. Contaminated distributions1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37240971986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37405841986-01-01Paper
Fundamental Solutions of the Linear Elastostatics Equations of the Isotropic and Homogeneous Bodies with Microstructure Having a Symmetric Stress Tensor1985-01-01Paper
Stability in stochastic programming with recourse-estimated parameters1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36900021984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30371381983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39697591982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47479191982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38888281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38675541980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38658491980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39028281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30485681979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30512211979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41745331978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41520361977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41400251976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40942561976-01-01Paper

Research outcomes over time

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