Michal Houda
Michal Houda
Dept. of Applied Mathematics and Informatics (University of South Bohemia), and Inst. of Inf. Th
Verified email at ef.jcu.cz - Homepage
Title
Cited by
Cited by
Year
Comparison of approximations in stochastic and robust optimization programs
M Houda
Prague stochastics 1, 418-425, 2006
192006
Empirical estimates in economic and financial optimization problems
M Houda, V Kanková
Bulletin of the Czech Econometric Society 19 (29), 50-69, 2012
152012
A note on quantitative stability and empirical estimates in stochastic programming
V Kaňková, M Houda
Operations Research Proceedings 2002, 413-418, 2003
152003
Dependent samples in empirical estimation of stochastic programming problems
V Kaňková, M Houda
Austrian Journal of Statistics 35 (2&3), 271–279-271–279, 2006
112006
Thin and heavy tails in stochastic programming
V Kaňková, M Houda
Kybernetika 51 (3), 433-456, 2015
102015
Chance-constrained optimization
M Houda
92015
Probability metrics and the stability of stochastic programs with recourse
M Houda
Bulletin of the Czech Econometric Society 9 (17), 65-77, 2002
82002
Chance constrained 0–1 quadratic programs using copulas
J Cheng, M Houda, A Lisser
Optimization Letters 9 (7), 1283-1295, 2015
72015
Second-order cone programming approach for elliptically distributed joint probabilistic constraints with dependent rows
J Cheng, M Houda, A Lisser
Optimization Online, 2014
72014
Approximations in stochastic and robust programming problems
M Houda
Proceedings of the 24th International Conference Mathematical Methods in …, 2006
52006
Estimation in chance-constrained problem
M Houda
Proceedings of the 23rd International Conference Mathematical Methods in …, 2005
52005
On the Use of Copulas in Joint Chance-constrained Programming.
M Houda, A Lisser
ICORES, 72-79, 2014
42014
A note on the use of Copulas in chance-constrained programming
M Houda
Proceedings of 32nd international conference on mathematical methods in …, 2014
32014
Second-order cone programming approach for elliptically distributed joint probabilistic constraints with dependent rows
M Houda, A Lisser
Research Report 1566, Laboratoire de Recherche en Informatique, Université …, 2013
32013
Using indicators of ecological stability in stochastic programming
M Houda
Proceedings of the 29th International Conference Mathematical Methods in …, 2011
32011
Stability and approximations for stochastic programs
M Houda
Univerzita Karlova, Matematicko-fyzikální fakulta, 2009
32009
Role of dependence in chance-constrained and robust programming
M Houda
Acta Oeconomica Pragensia 15 (4), 111-120, 2007
32007
Convexity and dependence in chance-constrained programming
M Houda
Research Report 2190, Institute of Information Theory and Automation …, 2007
32007
Using metrics in stability of stochastic programming problems
M Houda
Acta Oeconomica Pragensia 13 (1), 128-134, 2005
32005
Wasserstein metrics and empirical distributions in stability of stochastic programs
M Houda
Quantitative Methods in Economics, 71, 2004
32004
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