Decomposition in Multistage Stochastic Programs with Individual Probability Constraints

BOOK CHAPTER published in Operations Research Proceedings

Authors: Vlasta Kaňková

Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Vlasta Kaňková | Vadim Omelčenko

Multistage Stochastic Programming via Autoregressive Sequences

JOURNAL ARTICLE published 1 August 2007 in Acta Oeconomica Pragensia

Authors: Vlasta Kaňková

A Note on Multistage Stochastic Programming with Individual Probability Constraints

BOOK CHAPTER published 2001 in Operations Research Proceedings 2000

Authors: V. Kaňková

Multistage Stochastic Programs via Stochastic Parametric Optimization

BOOK CHAPTER published in Operations Research Proceedings

Authors: Vlasta Kaňková

Thin and heavy tails in stochastic programming

JOURNAL ARTICLE published 24 August 2015 in Kybernetika

Authors: Vlasta Kaňková | Michal Houda

Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Vlasta Kaňková

A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence

JOURNAL ARTICLE published November 2002 in ZAMM

Authors: V. Kaňková

Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers

JOURNAL ARTICLE published 22 November 2022 in Kybernetika

Authors: Patrick Florchinger

Multistage Stochastic Programming; Stability, Approximation and Markov Dependence

BOOK CHAPTER published 2000 in Operations Research Proceedings 1999

Authors: Vlasta Kaňková

An SQP method for mathematical programs with complementarity constraints with strong convergence properties

JOURNAL ARTICLE published 21 April 2016 in Kybernetika

Authors: Matus Benko | Helmut Gfrerer

A note on objective functions in multistage stochastic nonlinear programming problems

BOOK CHAPTER published 1996 in System Modelling and Optimization

Authors: Vlasta Kaňková

Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs

JOURNAL ARTICLE published November 2012 in Operations Research Letters

Authors: Vincent Guigues | Claudia Sagastizábal

Stabilization of nonlinear stochastic systems without unforced dynamics via time--varying feedback

JOURNAL ARTICLE published 28 April 2018 in Kybernetika

Authors: Patrick Florchinger

Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback

JOURNAL ARTICLE published 6 February 2017 in Kybernetika

Authors: Patrick Florchinger

Multistage Stochastic Decision and Economic Processes

JOURNAL ARTICLE published 1 March 2005 in Acta Oeconomica Pragensia

Authors: Vlasta Kaňková

Solving Sequences of Refined Multistage Stochastic Linear Programs

JOURNAL ARTICLE published November 2003 in Annals of Operations Research

Authors: Karl Frauendorfer | Gido Haarbrücker

Sequences of Stochastic Programming Problems with Incomplete Information

BOOK CHAPTER published 1983 in Transactions of the Ninth Prague Conference

Authors: Vlasta Kaňková

Random Sequences

OTHER published 22 December 2008 in Stochastic Simulation and Applications in Finance with MATLAB® Programs

Performance analysis of least squares algorithm for multivariable stochastic systems

JOURNAL ARTICLE published 10 March 2023 in Kybernetika

Authors: Ziming Wang | Yiming Xing | Xinghua Zhu