Search results
- 1.0495435 - ÚTIA 2019 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Kozmík, Václav
Solution of Emission Management Problem.
MANAGING AND MODELLING OF FINANCIAL RISKS : proceedings of the 9th International Scienti c Conference Managing and Modelling of Financial Risks. Ostrava: VŠB-Technical University of Ostrava, 2018. ISSN 2464-6970. E-ISSN 2464-6989.
[9th International Scientific Conference Managing and Modelling of Financial Risks. Ostrava (CZ), 05.09.2018-06.09.2018]
R&D Projects: GA ČR(CZ) GA16-01298S
Institutional support: RVO:67985556
Keywords : Multi-stage stochastic programming * Emission management * SDDP * time dependence
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2018/E/smid-0495435.pdf
Permanent Link: http://hdl.handle.net/11104/0288954 - 2.0493316 - ÚTIA 2019 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Kozmík, Václav
Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems.
36th International Conference Mathematical Methods in Economics. Praha: MatfyzPress, 2018 - (Váchová, L.; Kratochvíl, V.), s. 551-554. ISBN 978-80-7378-371-6.
[36th International Conference Mathematical Methods in Economics. Jindřichův Hradec (CZ), 12.09.2018-14.09.2018]
R&D Projects: GA ČR(CZ) GA16-01298S
Institutional support: RVO:67985556
Keywords : Multi-stage stochastic programming * deterministic equivalent * multi-period CVaR * nested CVaR * optimization algorithm
OECD category: Economic Theory
http://library.utia.cas.cz/separaty/2018/E/smid-0493316.pdf
Permanent Link: http://hdl.handle.net/11104/0286991 - 3.0469137 - ÚTIA 2017 RIV CZ eng C - Conference Paper (international conference)
Zapletal, F. - Šmíd, Martin
Decision of a Steel Company Trading with Emissions.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 916-921. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR(CZ) GA16-01298S
Institutional support: RVO:67985556
Keywords : CVaR * emission trading * optimization * allowances * EU ETS
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/E/smid-0469137.pdf
Permanent Link: http://hdl.handle.net/11104/0269418