Václav Kozmík

Publication Activity (10 Years)

Years Active: 2015-2022
Publications (10 Years): 2

Top Topics

Risk Management

Top Venues

Comput. Manag. Sci.

Expert Syst. Appl.

Publications

Frantisek Zapletal, Martin Smíd, Václav Kozmík
Multi-stage stochastic optimization of carbon risk management. Expert Syst. Appl. 201 (2022)
Jitka Dupacová, Václav Kozmík
SDDP for multistage stochastic programs: preprocessing via scenario reduction. Comput. Manag. Sci. 14 (1) (2017)
Václav Kozmík, David P. Morton
Evaluating policies in risk-averse multi-stage stochastic programming. Math. Program. 152 (1-2) (2015)
Jitka Dupacová, Václav Kozmík
Structure of risk-averse multistage stochastic programs. OR Spectr. 37 (3) (2015)
Václav Kozmík
On variance reduction of mean-CVaR Monte Carlo estimators. Comput. Manag. Sci. 12 (2) (2015)