Bibliografie
Martin Branda
- 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 Download DOI: 10.1080/02331934.2022.2076232
- 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
- 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
- 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
- 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
- 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
- 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
- Branda Martin : Chance constrained problems: penalty reformulation and performance of sample approximation technique , Kybernetika vol.48, 1 (2012), p. 105-122 [2012] Download
- 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), World Congress on New Technologies (NewTech'19) /5./, (Lisabon, PT, 20190818) [2019] Download DOI: 10.11159/icert19.105
- 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
- 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
- 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
- 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
- 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