Jitka Dupacová

According to our database, Jitka Dupacová authored at least 31 papers between 1984 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2017

SDDP for multistage stochastic programs: preprocessing via scenario reduction.

Jitka Dupacová, Václav Kozmík

Comput. Manag. Sci., 2017

2015

Structure of risk-averse multistage stochastic programs.

Jitka Dupacová, Václav Kozmík

OR Spectr., 2015

2014

Robustness of optimal portfolios under risk and stochastic dominance constraints.

Jitka Dupacová, Milos Kopa

Eur. J. Oper. Res., 2014

2012

Robustness in stochastic programs with risk constraints.

Jitka Dupacová, Milos Kopa

Ann. Oper. Res., 2012

Approximation and contamination bounds for probabilistic programs.

Martin Branda, Jitka Dupacová

Ann. Oper. Res., 2012

2011

Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints.

Jitka Dupacová

Proceedings of the System Modeling and Optimization, 2011

2010

Stochastic geometric programming with an application.

Jitka Dupacová

Kybernetika, 2010

2009

Stochastic Programming: Minimax Approach.

Jitka Dupacová

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Testing the structure of multistage stochastic programs.

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia

Comput. Manag. Sci., 2009

Asset-liability management for Czech pension funds using stochastic programming.

Jitka Dupacová, Jan Polívka

Ann. Oper. Res., 2009

2008

Special issue: Stochastic Programming in EURO XXII in Prague.

Jitka Dupacová, Teemu Pennanen

Kybernetika, 2008

Risk objectives in two-stage stochastic programming models.

Jitka Dupacová

Kybernetika, 2008

2006

Horizon and stages in applications of stochastic programming in finance.

Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová

Ann. Oper. Res., 2006

2005

Uncertainties in stochastic programming models: The minimax approach.

Jitka Dupacová

Proceedings of the Algorithms for Optimization with Incomplete Information, 2005

15. Melt Control: Charge Optimization via Stochastic Programming.

Jitka Dupacová, Pavel Popela

Proceedings of the Applications of Stochastic Programming, 2005

2004

Stress Testing via Contamination.

Jitka Dupacová

Proceedings of the Selected Presentations of the Workshop "Coping with Uncertainty", 2004

2003

Scenario reduction in stochastic programming.

Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch

Math. Program., 2003

2002

Applications of stochastic programming: Achievements and questions.

Jitka Dupacová

Eur. J. Oper. Res., 2002

2001

From data to model and back to data: A bond portfolio management problem.

Jitka Dupacová, Marida Bertocchi

Eur. J. Oper. Res., 2001

2000

Scenarios for Multistage Stochastic Programs.

Jitka Dupacová, Giorgio Consigli, Stein W. Wallace

Ann. Oper. Res., 2000

Stability Properties of a Bond Portfolio Management Problem.

Jitka Dupacová

Ann. Oper. Res., 2000

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.

Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová

Ann. Oper. Res., 2000

1999

Portfolio optimization via stochastic programming: Methods of output analysis.

Jitka Dupacová

Math. Methods Oper. Res., 1999

1998

Highly parallel computing in simulation on dynamic bond portfolio management.

Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová

Proceedings of APL98 Conference on Array Processing Languages, 1998

1997

On estimating the yield and volatility curves.

Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková

Kybernetika, 1997

1996

Scenario-based stochastic programs: Resistance with respect to sample.

Jitka Dupacová

Ann. Oper. Res., 1996

1995

Multistage stochastic programs: The state-of-the-art and selected bibliography.

Jitka Dupacová

Kybernetika, 1995

Postoptimality for multistage stochastic linear programs.

Jitka Dupacová

Ann. Oper. Res., 1995

1991

On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics.

Jitka Dupacová

Kybernetika, 1991

On statistical sensitivity analysis in stochastic programming.

Jitka Dupacová

Ann. Oper. Res., 1991

1984

Stability in stochastic programming with recourse-estimated parameters.

Jitka Dupacová

Math. Program., 1984