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Martin Branda

  1. Branda Martin, Henrion R., Pištěk Miroslav :  Value at risk approach to producer's best response in an electricity market with uncertain demand , Optimization vol.72, 11 (2023), p. 2745-2767 [2023] Download DOI: 10.1080/02331934.2022.2076232
  2. Adam Lukáš, Branda Martin, Heitsch H., Henrion R. :  Solving joint chance constrained problems using regularization and Benders’ decomposition , Annals of Operations Research vol.292, 2 (2020), p. 683-709 [2020] Download Download DOI: 10.1007/s10479-018-3091-9
  3. Branda Martin, Bucher M., Červinka Michal, Schwartz A. :  Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization , Computational Optimization and Applications vol.70, 2 (2018), p. 503-530 [2018] Download DOI: 10.1007/s10589-018-9985-2
  4. Adam Lukáš, Branda Martin :  Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers , Journal of Optimization Theory and Applications vol.170, 2 (2016), p. 419-436 [2016] Download DOI: 10.1007/s10957-016-0943-9
  5. Branda Martin, Kopa Miloš :  DEA models equivalent to general Nth order stochastic dominance efficiency tests , Operations Research Letters vol.44, 2 (2016), p. 285-289 [2016] Download DOI: 10.1016/j.orl.2016.02.007
  6. Adam Lukáš, Branda Martin :  Sparse optimization for inverse problems in atmospheric modelling , Environmental Modelling & Software vol.79, 3 (2016), p. 256-266 [2016] Download DOI: 10.1016/j.envsoft.2016.02.002
  7. Branda Martin :  Stochastic programming problems with generalized integrated chance constraints , Optimization vol.61, 8 (2012), p. 949-968 [2012] Download DOI: 10.1080/02331934.2011.587007
  8. Branda Martin :  Chance constrained problems: penalty reformulation and performance of sample approximation technique , Kybernetika vol.48, 1 (2012), p. 105-122 [2012] Download

  1. Aussel D., Branda Martin, Henrion R., Pištěk Miroslav :  Producer's Best Response in Pay-as-clear Electricity Market with Uncertain Demand , Proceedings of the 5th World Congress on New Technologies (NewTech'19), 105 , World Congress on New Technologies (NewTech'19) /5./, (Lisabon, PT, 20190818) [2019] Download DOI: 10.11159/icert19.105
  2. Branda Martin, Červinka Michal, Schwartz A. :  Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download
  3. Branda Martin :  Day-ahead bidding on energy markets - a basic model and its extension to bidding curve , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 124-128, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  4. Branda Martin, Adam Lukáš :  A Comparison of Traditional and New Inverse Modelling Techniques for Source Term Identification in the Atmosphere , CTBT: Science and Technology 2015, CTBT: Science and Technology 2015, (Vienna, AT, 22.06.2015-26.06.2015) [2015] Download
  5. Branda Martin :  Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach , International Scientific Conference Managing and Modelling of Financial Risks, p. 97-102, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  6. Branda Martin :  Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison , Mathematical Methods in Economics 2011, p. 1-6, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
07.01.2019 - 08:39
Institute of Information Theory and Automation