Martin Smíd

According to our database, Martin Smíd authored at least 10 papers between 2004 and 2023.

Collaborative distances:

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

2023

Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon.

Milos Kopa, Martin Smíd

Oper. Res. Lett., March, 2023

2022

Multi-stage stochastic optimization of carbon risk management.

Frantisek Zapletal, Martin Smíd, Václav Kozmík

Expert Syst. Appl., 2022

Using a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19.

Gabriela Suchopárová, Petra Vidnerová, Roman Neruda, Martin Smíd

Proceedings of the Engineering Applications of Neural Networks, 2022

2021

Simulation of Non-pharmaceutical Interventions in an Agent based Epidemic Model.

Petra Vidnerová, Roman Neruda, Gabriela Suchopárová, Ludek Berec, Tomás Diviák, Ales Kubena, René Levínský, Josef Slerka, Martin Smíd, Jan Trnka, Vít Tucek, Karel Vrbenský, Milan Zajícek

Proceedings of the 21st Conference Information Technologies, 2021

2020

Multi-stage emissions management of a steel company.

Frantisek Zapletal, Martin Smíd, Milos Kopa

Ann. Oper. Res., 2020

2017

Dynamic model of market with uninformed market maker.

Martin Smíd, Milos Kopa

Kybernetika, 2017

2016

Mean-risk optimal decision of a steel company under emission control.

Frantisek Zapletal, Martin Smíd

Central Eur. J. Oper. Res., 2016

2012

Probabilistic properties of the continuous double auction.

Martin Smíd

Kybernetika, 2012

2009

The Expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate.

Martin Smíd

Ann. Oper. Res., 2009

2004

On approximation in multistage stochastic programs: Markov dependence.

Vlasta Kanková, Martin Smíd

Kybernetika, 2004