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Your query: Author Sysno/Doc.kind = "^cav_un_auth 0220207 zv^"

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1.
0487415 - ÚTIA 2018 CZ eng V - Research Report
Aussel, D. - Červinka, Michal - Henrion, R. - Pištěk, Miroslav
Alternative Formulation of Pay-as-clear Auction in Electricity Markets.
Praha: ÚTIA AV ČR v.v.i, 2017. 6 s. Research Report, 2368.
R&D Projects: GA ČR GA15-00735S
Institutional support: RVO:67985556
Keywords : electricity market * Lagrange multiplier * Independent System Operator
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0282078
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0468834 - ÚTIA 2017 CZ eng V - Research Report
Branda, Martin - Červinka, Michal - Schwartz, A.
Sparse robust portfolio optimization via NLP regularizations.
Praha: ÚTIA AV ČR v. v. i., 2016. 19 s. Research Report, 2358.
R&D Projects: GA ČR GA15-00735S
Grant - others:GA ČR(CZ) GA13-01930S
Institutional support: RVO:67985556
Keywords : Conditional Value-at-Risk * Value-at-Risk * risk measure
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/E/branda-0468834.pdf
Permanent Link: http://hdl.handle.net/11104/0266849
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0468834.pdf 5 186.3 KB Other open-access
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3.
0351387 - ÚI 2011 CZ eng V - Research Report
Červinka, Michal - Matonoha, Ctirad - Outrata, Jiří
On the computation of relaxed pessimistic solutions to MPECs (revised version).
Prague: ICS AS CR, 2010. 20 s. Technical Report, V-1088.
R&D Projects: GA ČR GA201/09/1957
Institutional research plan: CEZ:AV0Z10300504; CEZ:AV0Z10750506
Keywords : MPEC * equilibrium constraints * pessimistic solution * value function * relaxed and approximate solutions
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0191153
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v1088-10.pdf 18 175.8 KB Other open-access
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0338371 - ÚI 2010 CZ eng V - Research Report
Červinka, Michal - Matonoha, Ctirad - Outrata, Jiří
On the Computation of Relaxed Pessimistic Solutions to MPECs.
Prague: ICS AS CR, 2009. 13 s. Technical Report, V-1057.
R&D Projects: GA ČR GA201/09/1957
Institutional research plan: CEZ:AV0Z10300504; CEZ:AV0Z10750506
Keywords : MPEC * pessimistic solution * value function * local convergence
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0182163
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v1057-09.pdf 18 303.6 KB Other open-access