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90C15 Stochastic programming (56 articles)

• Gavalec, Martin; Myšková, Helena; Plavka, Ján; Ponce, Daniela: Tolerance problems for generalized eigenvectors of interval fuzzy matrices. (English). Kybernetika, vol. 58 (2022), issue 5, pp. 760-778
• Gordienko, Evgueni; Gryazin, Yury: A note on the convergence rate in regularized stochastic programming. (English). Kybernetika, vol. 57 (2021), issue 1, pp. 38-45
• Rusý, Tomáš; Kopa, Miloš: An asset – liability management stochastic program of a leasing company. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1247-1263
• Kůdela, Jakub; Popela, Pavel: Chance constrained optimal beam design: Convex reformulation and probabilistic robust design. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1201-1217
• Kilianová, Soňa; Ševčovič, Daniel: Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1167-1183
• Vitali, Sebastiano: Multistage multivariate nested distance: An empirical analysis. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1184-1200
• Kaňková, Vlasta; Omelčenko, Vadim: Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1231-1246
• Kaňková, Vlasta: Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 1026-1046
• Klimeš, Lubomír; Popela, Pavel; Mauder, Tomáš; Štětina, Josef; Charvát, Pavel: Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 1047-1070
• Kůdela, Jakub; Popela, Pavel: Warm-start cuts for Generalized Benders Decomposition. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 1012-1025
• Kaňková, Vlasta; Houda, Michal: Thin and heavy tails in stochastic programming. (English). Kybernetika, vol. 51 (2015), issue 3, pp. 433-456
• Portilla-Flores, Edgar A.; Calva-Yáñez, Maria B.; Villarreal-Cervantes, Miguel G.; Niño Suárez, Paola A.; Sepúlveda-Cervantes, Gabriel: Dynamic approach to optimum synthesis of a four-bar mechanism using a swarm intelligence algorithm. (English). Kybernetika, vol. 50 (2014), issue 5, pp. 786-803
• Volf, Petr: On precision of stochastic optimization based on estimates from censored data. (English). Kybernetika, vol. 50 (2014), issue 3, pp. 297-309
• Kaut, Michal; Lium, Arnt-Gunnar: Scenario generation with distribution functions and correlations. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 1049-1064
• Ketabchi, Saeed; Behboodi-Kahoo, Malihe: Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming. (English). Kybernetika, vol. 49 (2013), issue 1, pp. 188-198
• Ge, Yue; Chen, Minghao; Ishii, Hiroaki: Chance constrained bottleneck transportation problem with preference of routes. (English). Kybernetika, vol. 48 (2012), issue 5, pp. 958-967
• Zhang, Jie; Zhang, Li-wei; Wu, Yue: A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (English). Applications of Mathematics, vol. 57 (2012), issue 5, pp. 477-502
• Ferger, Dietmar: On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies. (English). Kybernetika, vol. 47 (2011), issue 6, pp. 955-968
• Ge, Yue; Ishii, Hiroaki: Stochastic bottleneck transportation problem with flexible supply and demand quantity. (English). Kybernetika, vol. 47 (2011), issue 4, pp. 560-571
• Lachout, Petr: Approximative solutions of stochastic optimization problems. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 513-523
• Kaňková, Vlasta: Empirical estimates in stochastic optimization via distribution tails. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 459-471
• Branda, Martin: Local stability and differentiability of the Mean–Conditional Value at Risk model defined on the mixed–integer loss functions. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 362-373
• Žampachová, Eva; Popela, Pavel; Mrázek, Michal: Optimum beam design via stochastic programming. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 571-582
• Dupačová, Jitka: Stochastic geometric programming with an application. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 374-386
• Raubenheimer, Helgard; Kruger, Machiel F.: A stochastic programming approach to managing liquid asset portfolios. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 536-547
• Kuhn, Daniel; Parpas, Panos; Rustem, Berç: Bound-based decision rules in multistage stochastic programming. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 134-150
• Kaňková, Vlasta: Multistage stochastic programs via autoregressive sequences and individual probability constraints. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 151-170
• Roy, Jean-Sébastien; Lenoir, Arnaud: Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 171-184
• Hilli, Petri; Pennanen, Teemu: Numerical study of discretizations of multistage stochastic programs. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 185-204
• Dupačová, Jitka: Risk objectives in two-stage stochastic programming models. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 227-242
• Dupačová, Jitka; Pennanen, Teemu: Special issue: Stochastic Programming in EURO XXII in Prague. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 133
• Lachout, Petr: Stability of stochastic optimization problems - nonmeasurable case. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 259-276
• Maggioni, F.; Vespucci, M. T.; Allevi, E.; Bertocchi, M. I.; Innorta, M.: A two-stage stochastic optimization model for a gas sale retailer. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 277-296
• Henrion, René; Römisch, Werner: On $M$-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling. (English). Applications of Mathematics, vol. 52 (2007), issue 6, pp. 473-494
• Henclová, Alena: Notes on free lunch in the limit and pricing by conjugate duality theory. (English). Kybernetika, vol. 42 (2006), issue 1, pp. 57-76
• Kaňková, Vlasta; Šmíd, Martin: On approximation in multistage stochastic programs: Markov dependence. (English). Kybernetika, vol. 40 (2004), issue 5, pp. [625]-638
• Vogel, Silvia; Lachout, Petr: On continuous convergence and epi-convergence of random functions. Part I: Theory and relations. (English). Kybernetika, vol. 39 (2003), issue 1, pp. [75]-98
• Vogel, Silvia; Lachout, Petr: On continuous convergence and epi-convergence of random functions. Part II: Sufficient conditions and applications. (English). Kybernetika, vol. 39 (2003), issue 1, pp. [99]-118
• Kaňková, Vlasta: On the stability in stochastic programming: the case of individual probability constraints. (English). Kybernetika, vol. 33 (1997), issue 5, pp. 525-546
• Dupačová, Jitka: Multistage stochastic programs: The state-of-the-art and selected bibliography. (English). Kybernetika, vol. 31 (1995), issue 2, pp. 151-174
• Kaňková, Vlasta: Stability in stochastic programming -- The case of unknown location parameter. (English). Kybernetika, vol. 29 (1993), issue 1, pp. 80-101
• Dupačová, Jitka: On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics. (English). Kybernetika, vol. 27 (1991), issue 1, pp. 38-52
• Chien, Tran Quoc: Semistochastic decomposition scheme in mathematical programming and game theory. (English). Kybernetika, vol. 27 (1991), issue 6, pp. 535-541
• Kaňková, Vlasta: On the convergence rate of empirical estimates in chance constrained stochastic programming. (English). Kybernetika, vol. 26 (1990), issue 6, pp. 449-461
• Kaňková, Vlasta: Necessary and sufficient optimality conditions for two-stage stochastic programming problems. (English). Kybernetika, vol. 25 (1989), issue 5, pp. 375-385
• Kaňková, Vlasta: A note on the differentiability in two-stage stochastic nonlinear programming problems. (English). Kybernetika, vol. 24 (1988), issue 3, pp. 207-215
• Stancu-Minasian, I. M.; Ţigan, Şt.: A stochastic approach to some linear fractional goal programming problems. (English). Kybernetika, vol. 24 (1988), issue 2, pp. 139-149
• Lepp, Riho: Approximate solution of stochastic programming problems with recourse. (English). Kybernetika, vol. 23 (1987), issue 6, pp. 476-482
• Tamm, Ebu: Approximation of a random solution in extremum problems. (English). Kybernetika, vol. 23 (1987), issue 6, pp. 483-488
• Cipra, Tomáš: Prediction in stochastic linear programming. (English). Kybernetika, vol. 23 (1987), issue 3, pp. 214-226
• Dupačová, J.: Stability in stochastic programming with recourse. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 24 (1983), issue 1, pp. 23-34
• Žilinskas, Antanas: Algorithm. 44. MIMUN. Optimization of one-dimensional multimodal functions in the presence of noise. (English). Aplikace matematiky, vol. 25 (1980), issue 3, pp. 234-240
• Kaňková, Vlasta: Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming. (English). Kybernetika, vol. 16 (1980), issue 5, pp. (411)-425
• Kaňková, Vlasta: Stability in the stochastic programming. (English). Kybernetika, vol. 14 (1978), issue 5, pp. (339)-349
• Fritzsch, Klaus: On the acceleration of adaptation processes by two-step principles. (English). Kybernetika, vol. 13 (1977), issue 4, pp. (274)-281
• Nožička, František: Über einfache Mannigfaltigkeiten im linearen affinen Raum $A_n$ in globaler Auffassung. (German) [On simple manifolds in the linear affine space $A_n$ form the global viewpoint]. Czechoslovak Mathematical Journal, vol. 26 (1976), issue 4, pp. 541-578