Václav Kozmík

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stress testing for risk-averse stochastic programs2015-09-09Paper
Evaluating policies in risk-averse multi-stage stochastic programming
Mathematical Programming. Series A. Series B
2015-08-31Paper
Structure of risk-averse multistage stochastic programs
OR Spectrum
2015-08-03Paper
On variance reduction of mean-CVaR Monte Carlo estimators
Computational Management Science
2015-07-21Paper


Research outcomes over time


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