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Dupačová, Jitka

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Author ID: dupacova.jitka Recent zbMATH articles by "Dupačová, Jitka"
Published as: Dupacova, J.; Dupacova, Jitka; Dupacová, Jitka; Dupačova, Jitka; Dupačová, J.; Dupačová, Jitka
Documents Indexed: 82 Publications since 1976, including 2 Books
Reviewing Activity: 84 Reviews

Publications by Year

Citations contained in zbMATH Open

61 Publications have been cited 626 times in 433 Documents Cited by Year
Scenario reduction in stochastic programming. Zbl 1023.90043
Dupačová, J.; Gröwe-Kuska, N.; Römisch, W.
102
2003
Scenarios for multistage stochastic programs. Zbl 1017.90068
Dupacová, Jitka; Consigli, Giorgio; Wallace, Stein W.
93
2000
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger
76
1988
The minimax approach to stochastic programming and an illustrative application. Zbl 0616.90046
Dupačová, Jitka
39
1987
Stability and sensitivity-analysis for stochastic programming. Zbl 0724.90049
Dupačová, Jitka
37
1990
Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis. Zbl 0637.90070
Dupačová, Jitka
26
1987
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš
18
2014
Stochastic programming in water management: A case study and a comparison of solution techniques. Zbl 0726.90048
Dupačová, Jitka; Gajvoronskij, Aleksej; Kos, Zdeněk; Szántai, Tamás
16
1991
Stability in stochastic programming with recourse-estimated parameters. Zbl 0526.90069
Dupacova, J.
15
1984
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš
14
2012
Scenario-based stochastic programs: Resistance with respect to sample. Zbl 0854.90107
Dupačová, Jitka
14
1996
Applications of stochastic programming: Achievements and questions. Zbl 1025.90014
Dupačová, Jitka
13
2002
Approximation and contamination bounds for probabilistic programs. Zbl 1254.90133
Branda, Martin; Dupačová, Jitka
11
2012
Stability in stochastic programming with recourse. Contaminated distributions. Zbl 0594.90068
Dupačová, J.
11
1986
Horizon and stages in applications of stochastic programming in finance. Zbl 1101.90043
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka
10
2006
Postoptimality for scenario based financial planning models with an application to bond portfolio management. Zbl 0939.91061
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio
10
1998
Multistage stochastic programs: The state-of-the-art and selected bibliography. Zbl 0860.90093
Dupačová, Jitka
10
1995
Postoptimality for multistage stochastic linear programs. Zbl 0838.90089
Dupačová, Jitka
10
1995
Uncertainties in minimax stochastic programs. Zbl 1231.90301
Dupačová, Jitka
8
2011
Sensitivity of bond portfolio’s behavior with respect to random movements in yield curve: a simulation study. Zbl 1059.91034
Bertocchi, Marida; Moriggia, Vittorio; Dupacová, Jitka
8
2000
Portfolio optimization via stochastic programming: Methods of output analysis. Zbl 0946.91019
Dupačová, Jitka
8
1999
Asset-liability management for Czech pension funds using stochastic programming. Zbl 1163.90681
Dupačová, Jitka; Polívka, Jan
7
2009
Stress testing for VaR and CVaR. Zbl 1190.91073
Dupačová, Jitka; Polívka, Jan
7
2007
Stochastic modeling in economics and finance. Zbl 1094.91051
Dupačová, Jitka; Hurt, Jan; Štěpán, Josef
5
2002
Risk objectives in two-stage stochastic programming models. Zbl 1154.91500
Dupačová, J.
4
2008
Reflections on robust optimization. Zbl 0909.90218
Dupačová, Jitka
4
1998
On minimax decision rule in stochastic linear programming. Zbl 0429.90053
Dupacova, J.
4
1980
Testing the structure of multistage stochastic programs. Zbl 1168.90567
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio
3
2009
Output analysis for approximated stochastic programs. Zbl 0984.90027
Dupačová, Jitka
3
2001
Structure of risk-averse multistage stochastic programs. Zbl 1317.90217
Dupačová, Jitka; Kozmík, Václav
2
2015
Stress testing via contamination. Zbl 1151.90504
Dupačová, J.
2
2006
From data to model and back to data: A bond portfolio management problem. Zbl 1017.91041
Dupačová, Jitka; Bertocchi, Marida
2
2001
Sensitivity analysis of a bond portfolio model for the Italian market. Zbl 1017.91036
Bertocchi, M.; Dupačová, J.; Moriggia, V.
2
2000
On estimating the yield and volatility curves. Zbl 0908.90064
Dupačová, Jitka; Abaffy, Jozsef; Bertocchi, Marida; Hušková, Marie
2
1997
On interval estimates for optimal value of stochastic programs. Zbl 0790.90054
Dupačová, Jitka
2
1992
On non-normal asymptotic behaviour of optimal solutions for stochastic programming problems and on related problems of mathematical statistics. Zbl 0733.90048
Dupačová, Jitka
2
1991
Experience in stochastic programming models. Zbl 0428.90052
Dupacova, J.
2
1980
Stochastic geometric programming with an application. Zbl 1201.90141
Dupačová, Jitka
1
2010
Stress testing for VaR and CVaR. Zbl 1180.91163
Dupačová, Jitka; Polívka, Jan
1
2009
Melt control: charge optimization via stochastic programming. Zbl 1190.90063
Dupačová, Jitka; Popela, Pavel
1
2005
A nonparametric model for analysis of the EURO bond market. Zbl 1178.91215
Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Giacometti, Rosella; Hušková, Marie; Moriggia, Vittorio
1
2003
Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time. Zbl 1058.90040
Dupačová, J.; Sladký, K.
1
2002
Contemporary econometrics a as part of mathematics. Zbl 1045.62119
Prášková, Zuzana; Cipra, Tomáš; Dupačová, Jitka; Lachout, Petr
1
2000
Stability properties of a bond portfolio management problem. Zbl 0990.90081
Dupačová, Jitka
1
2000
Performance evaluation of algorithms for Black-Derman-Toy lattice. Zbl 0957.91043
Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Moriggia, Vittorio
1
1999
Stochastic programming: Approximation via scenarios. Zbl 0914.90207
Dupačová, Jitka
1
1997
Postoptimality for a bond portfolio management model. Zbl 1044.91521
Dupačova, Jitka; Bertocchi, Marida; Moriggia, Vittorio
1
1997
Moment bounds for stochastic programs in particular for recourse problems. Zbl 0928.90071
Dupačová, Jitka
1
1997
Management of bond portfolios via stochastic programming - postoptimality and sensitivity analysis. Zbl 0878.90003
Dupačová, Jitka; Bertocchi, Marida
1
1996
On stochastic aspects of a metal cutting problem. Zbl 0830.90135
Dupačová, Jitka; Charamza, Pavel; Mádl, Jan
1
1995
Applications of stochastic programming under incomplete information. Zbl 0823.90095
Dupačová, Jitka
1
1994
Epi-consistency in restricted regression models. The case of general convex fitting function. Zbl 0937.62568
Dupačová, Jitka
1
1992
Consistency of least-squares estimators in the regression model under umbrella hypothesis. Zbl 0784.62054
Dupačová, Jitka; Charamza, Pavel
1
1992
Stochastic optimization models in banking. Zbl 0825.90053
Dupačová, Jitka
1
1991
On statistical sensitivity analysis in stochastic programming. Zbl 0745.90055
Dupačová, Jitka
1
1991
On nonnormal asymptotic behavior of optimal solutions of stochastic programming problems: the parametric case. Zbl 0701.90071
Dupačová, Jitka
1
1989
Stability in stochastic programming - probabilistic constraints. Zbl 0593.90063
Dupačová, Jitka
1
1986
Stability in stochastic programming with recourse. Zbl 0524.90071
Dupacova, J.
1
1983
Stability studies in stochastic programs with recourse. A special case. Zbl 0508.90067
Dupacova, J.
1
1982
Chance-constrained and simulation models of water resources systems. Zbl 0413.90037
Dupacova, Jitka; Kos, Zdenek
1
1979
Minimax stochastic programs with nonconvex nonseparable penalty functions. Zbl 0364.90129
Dupacova, Jitka
1
1976
Structure of risk-averse multistage stochastic programs. Zbl 1317.90217
Dupačová, Jitka; Kozmík, Václav
2
2015
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš
18
2014
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš
14
2012
Approximation and contamination bounds for probabilistic programs. Zbl 1254.90133
Branda, Martin; Dupačová, Jitka
11
2012
Uncertainties in minimax stochastic programs. Zbl 1231.90301
Dupačová, Jitka
8
2011
Stochastic geometric programming with an application. Zbl 1201.90141
Dupačová, Jitka
1
2010
Asset-liability management for Czech pension funds using stochastic programming. Zbl 1163.90681
Dupačová, Jitka; Polívka, Jan
7
2009
Testing the structure of multistage stochastic programs. Zbl 1168.90567
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio
3
2009
Stress testing for VaR and CVaR. Zbl 1180.91163
Dupačová, Jitka; Polívka, Jan
1
2009
Risk objectives in two-stage stochastic programming models. Zbl 1154.91500
Dupačová, J.
4
2008
Stress testing for VaR and CVaR. Zbl 1190.91073
Dupačová, Jitka; Polívka, Jan
7
2007
Horizon and stages in applications of stochastic programming in finance. Zbl 1101.90043
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka
10
2006
Stress testing via contamination. Zbl 1151.90504
Dupačová, J.
2
2006
Melt control: charge optimization via stochastic programming. Zbl 1190.90063
Dupačová, Jitka; Popela, Pavel
1
2005
Scenario reduction in stochastic programming. Zbl 1023.90043
Dupačová, J.; Gröwe-Kuska, N.; Römisch, W.
102
2003
A nonparametric model for analysis of the EURO bond market. Zbl 1178.91215
Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Giacometti, Rosella; Hušková, Marie; Moriggia, Vittorio
1
2003
Applications of stochastic programming: Achievements and questions. Zbl 1025.90014
Dupačová, Jitka
13
2002
Stochastic modeling in economics and finance. Zbl 1094.91051
Dupačová, Jitka; Hurt, Jan; Štěpán, Josef
5
2002
Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time. Zbl 1058.90040
Dupačová, J.; Sladký, K.
1
2002
Output analysis for approximated stochastic programs. Zbl 0984.90027
Dupačová, Jitka
3
2001
From data to model and back to data: A bond portfolio management problem. Zbl 1017.91041
Dupačová, Jitka; Bertocchi, Marida
2
2001
Scenarios for multistage stochastic programs. Zbl 1017.90068
Dupacová, Jitka; Consigli, Giorgio; Wallace, Stein W.
93
2000
Sensitivity of bond portfolio’s behavior with respect to random movements in yield curve: a simulation study. Zbl 1059.91034
Bertocchi, Marida; Moriggia, Vittorio; Dupacová, Jitka
8
2000
Sensitivity analysis of a bond portfolio model for the Italian market. Zbl 1017.91036
Bertocchi, M.; Dupačová, J.; Moriggia, V.
2
2000
Contemporary econometrics a as part of mathematics. Zbl 1045.62119
Prášková, Zuzana; Cipra, Tomáš; Dupačová, Jitka; Lachout, Petr
1
2000
Stability properties of a bond portfolio management problem. Zbl 0990.90081
Dupačová, Jitka
1
2000
Portfolio optimization via stochastic programming: Methods of output analysis. Zbl 0946.91019
Dupačová, Jitka
8
1999
Performance evaluation of algorithms for Black-Derman-Toy lattice. Zbl 0957.91043
Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Moriggia, Vittorio
1
1999
Postoptimality for scenario based financial planning models with an application to bond portfolio management. Zbl 0939.91061
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio
10
1998
Reflections on robust optimization. Zbl 0909.90218
Dupačová, Jitka
4
1998
On estimating the yield and volatility curves. Zbl 0908.90064
Dupačová, Jitka; Abaffy, Jozsef; Bertocchi, Marida; Hušková, Marie
2
1997
Stochastic programming: Approximation via scenarios. Zbl 0914.90207
Dupačová, Jitka
1
1997
Postoptimality for a bond portfolio management model. Zbl 1044.91521
Dupačova, Jitka; Bertocchi, Marida; Moriggia, Vittorio
1
1997
Moment bounds for stochastic programs in particular for recourse problems. Zbl 0928.90071
Dupačová, Jitka
1
1997
Scenario-based stochastic programs: Resistance with respect to sample. Zbl 0854.90107
Dupačová, Jitka
14
1996
Management of bond portfolios via stochastic programming - postoptimality and sensitivity analysis. Zbl 0878.90003
Dupačová, Jitka; Bertocchi, Marida
1
1996
Multistage stochastic programs: The state-of-the-art and selected bibliography. Zbl 0860.90093
Dupačová, Jitka
10
1995
Postoptimality for multistage stochastic linear programs. Zbl 0838.90089
Dupačová, Jitka
10
1995
On stochastic aspects of a metal cutting problem. Zbl 0830.90135
Dupačová, Jitka; Charamza, Pavel; Mádl, Jan
1
1995
Applications of stochastic programming under incomplete information. Zbl 0823.90095
Dupačová, Jitka
1
1994
On interval estimates for optimal value of stochastic programs. Zbl 0790.90054
Dupačová, Jitka
2
1992
Epi-consistency in restricted regression models. The case of general convex fitting function. Zbl 0937.62568
Dupačová, Jitka
1
1992
Consistency of least-squares estimators in the regression model under umbrella hypothesis. Zbl 0784.62054
Dupačová, Jitka; Charamza, Pavel
1
1992
Stochastic programming in water management: A case study and a comparison of solution techniques. Zbl 0726.90048
Dupačová, Jitka; Gajvoronskij, Aleksej; Kos, Zdeněk; Szántai, Tamás
16
1991
On non-normal asymptotic behaviour of optimal solutions for stochastic programming problems and on related problems of mathematical statistics. Zbl 0733.90048
Dupačová, Jitka
2
1991
Stochastic optimization models in banking. Zbl 0825.90053
Dupačová, Jitka
1
1991
On statistical sensitivity analysis in stochastic programming. Zbl 0745.90055
Dupačová, Jitka
1
1991
Stability and sensitivity-analysis for stochastic programming. Zbl 0724.90049
Dupačová, Jitka
37
1990
On nonnormal asymptotic behavior of optimal solutions of stochastic programming problems: the parametric case. Zbl 0701.90071
Dupačová, Jitka
1
1989
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger
76
1988
The minimax approach to stochastic programming and an illustrative application. Zbl 0616.90046
Dupačová, Jitka
39
1987
Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis. Zbl 0637.90070
Dupačová, Jitka
26
1987
Stability in stochastic programming with recourse. Contaminated distributions. Zbl 0594.90068
Dupačová, J.
11
1986
Stability in stochastic programming - probabilistic constraints. Zbl 0593.90063
Dupačová, Jitka
1
1986
Stability in stochastic programming with recourse-estimated parameters. Zbl 0526.90069
Dupacova, J.
15
1984
Stability in stochastic programming with recourse. Zbl 0524.90071
Dupacova, J.
1
1983
Stability studies in stochastic programs with recourse. A special case. Zbl 0508.90067
Dupacova, J.
1
1982
On minimax decision rule in stochastic linear programming. Zbl 0429.90053
Dupacova, J.
4
1980
Experience in stochastic programming models. Zbl 0428.90052
Dupacova, J.
2
1980
Chance-constrained and simulation models of water resources systems. Zbl 0413.90037
Dupacova, Jitka; Kos, Zdenek
1
1979
Minimax stochastic programs with nonconvex nonseparable penalty functions. Zbl 0364.90129
Dupacova, Jitka
1
1976
all top 5

Cited by 654 Authors

26 Dupačová, Jitka
15 Römisch, Werner
11 Branda, Martin
11 Shapiro, Alexander
9 Kaňková, Vlasta
8 Beraldi, Patrizia
8 Moriggia, Vittorio
8 Wets, Roger Jean-Baptiste
7 Bertocchi, Marida
7 Kopa, Miloš
7 Pflug, Georg Ch.
7 Vogel, Silvia
6 Consigli, Giorgio
6 Heitsch, Holger
6 Mehrotra, Sanjay
6 Schultz, Rüdiger
6 Van Ackooij, Wim
5 Escudero, Laureano Fernando
5 Kaut, Michal
5 Kovacevic, Raimund M.
5 Kuhn, Daniel
5 Sun, Jie
5 Violi, Antonio
5 Xu, Huifu
4 Bayraksan, Güzin
4 Fleten, Stein-Erik
4 Gaivoronski, Alexei A.
4 Homem-de-Mello, Tito
4 Lachout, Petr
4 Maggioni, Francesca
4 Pagnoncelli, Bernardo K.
4 Pichler, Alois
4 Ryan, Sarah M.
4 Weissensteiner, Alex
4 Wu, Yue
4 Zenios, Stavros Andrea
3 Bansal, Manish Kumar
3 Barro, Diana
3 Blomvall, Jörgen
3 Boomsma, Trine Krogh
3 Canestrelli, Elio
3 Chen, Zhiping
3 Consiglio, Andrea
3 Fattahi, Mohammad
3 García-Bertrand, Raquel
3 Geyer, Alois
3 Glynn, Peter W.
3 Govindan, Kannan
3 Hanke, Michael
3 Iaquinta, Gaetano
3 Keyvanshokooh, Esmaeil
3 King, Alan J.
3 Koksalan, Murat M.
3 Monge, Juan Francisco
3 Morton, David P.
3 Post, Thierry
3 Powell, Warren Buckler
3 Rustem, Berc
3 Šmíd, Martin
3 Song, Yongjia
3 Triki, Chefi
3 van der Vlerk, Maarten H.
3 Vigerske, Stefan
3 Vitali, Sebastiano
3 Wallace, Stein W.
3 Wozabal, David
2 Abaffy, Jozsef
2 Ahmed, Shabbir
2 Alem, Douglas José
2 Aswani, Anil
2 Ben Abdelaziz, Fouad
2 Bertazzi, Luca
2 Bruni, Maria Elena
2 Chan, Timothy C. Y.
2 Colombo, Marco
2 Conejo, Antonio J.
2 De Giovanni, Domenico
2 de Oliveira, Welington Luis
2 de Simone, Francesco
2 den Hertog, Dick
2 Di Caprio, Debora
2 Díaz-García, José Antonio
2 Ekblom, Jonas
2 Ermoliev, Yuri M.
2 Feng, YongHan
2 Fliege, Jörg
2 Fodstad, Marte
2 Frangioni, Antonio
2 Gabriel, Steven A.
2 Gendreau, Michel
2 Giacometti, Rosella
2 Gondzio, Jacek
2 Grothey, Andreas
2 Gröwe, Nicole
2 Guigues, Vincent
2 Gulpinar, Nalan
2 Han, Liyan
2 Haskell, William Benjamin
2 Hassapis, Christis
2 Henrion, René
...and 554 more Authors
all top 5

Cited in 86 Serials

76 European Journal of Operational Research
52 Annals of Operations Research
35 Mathematical Programming. Series A. Series B
22 Kybernetika
21 Computational Management Science
13 Computers & Operations Research
11 SIAM Journal on Optimization
11 Computational Optimization and Applications
10 Operations Research Letters
10 Optimization
9 OR Spectrum
8 Journal of Computational and Applied Mathematics
7 Journal of Optimization Theory and Applications
7 Journal of Economic Dynamics & Control
5 Operations Research
5 Mathematical Methods of Operations Research
5 Quantitative Finance
4 Journal of Global Optimization
4 Applied Mathematical Modelling
4 INFORMS Journal on Computing
4 Optimization and Engineering
3 The Annals of Statistics
3 Fuzzy Sets and Systems
3 International Journal of Production Research
3 Computational Statistics and Data Analysis
3 Cybernetics and Systems Analysis
3 CEJOR. Central European Journal of Operations Research
3 Optimization Letters
2 Automatica
2 Journal of Statistical Planning and Inference
2 Mathematics of Operations Research
2 Mathematical Programming
2 Insurance Mathematics & Economics
2 Communications in Statistics. Theory and Methods
2 ZOR. Zeitschrift für Operations Research
2 Top
2 Mathematical Problems in Engineering
2 Stochastic Environmental Research and Risk Assessment
2 4OR
2 Journal of Industrial and Management Optimization
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
2 SN Operations Research Forum
1 Advances in Applied Probability
1 Discrete Applied Mathematics
1 International Journal of Control
1 International Journal of Systems Science
1 Metrika
1 Stochastics
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Journal of Applied Probability
1 Journal of Econometrics
1 Numerische Mathematik
1 Journal of Information & Optimization Sciences
1 Stochastic Analysis and Applications
1 Journal of Classification
1 Journal of Symbolic Computation
1 Applied Stochastic Models and Data Analysis
1 Econometric Reviews
1 Asia-Pacific Journal of Operational Research
1 Machine Learning
1 Automation and Remote Control
1 Stochastics and Stochastics Reports
1 Computational Economics
1 International Transactions in Operational Research
1 ACM Transactions on Modeling and Computer Simulation
1 Constraints
1 Journal of Nonparametric Statistics
1 Vietnam Journal of Mathematics
1 Optimization Methods & Software
1 Extremes
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Journal of Systems Science and Complexity
1 Networks and Spatial Economics
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Mathematical Geosciences
1 Advances in Decision Sciences
1 Asian Journal of Control
1 Numerical Algebra, Control and Optimization
1 Mathematical Control and Related Fields
1 Decision Analysis
1 EURO Journal on Computational Optimization
1 Journal of the Operations Research Society of China
1 Journal of Mathematics
1 SIAM/ASA Journal on Uncertainty Quantification

Citations by Year