Search results
- 1.0557719 - ÚTIA 2024 RIV DE eng J - Journal Article
Branda, Martin - Henrion, R. - Pištěk, Miroslav
Value at risk approach to producer's best response in an electricity market with uncertain demand.
Optimization. Roč. 72, č. 11 (2023), s. 2745-2767. ISSN 0233-1934. E-ISSN 1029-4945
R&D Projects: GA ČR(CZ) GA18-04145S; GA ČR(CZ) GA21-07494S
Institutional support: RVO:67985556
Keywords : electricity market * multileader-common-follower game * stochastic demand * day-ahead bidding * chance constraints
OECD category: Applied mathematics
Impact factor: 2.2, year: 2022
Method of publishing: Open access
https://www.tandfonline.com/doi/full/10.1080/02331934.2022.2076232 http://library.utia.cas.cz/separaty/2022/MTR/pistek-0557719.pdf
Permanent Link: https://hdl.handle.net/11104/0346178 - 2.0547132 - ÚTIA 2023 RIV NL eng J - Journal Article
Benko, M. - Červinka, Michal - Hoheisel, T.
Sufficient Conditions for Metric Subregularity of Constraint Systems with Applications to Disjunctive and Ortho-Disjunctive Programs.
Set-Valued and Variational Analysis. Roč. 30, č. 1 (2022), s. 143-177. ISSN 1877-0533. E-ISSN 1877-0541
R&D Projects: GA ČR(CZ) GA18-04145S
Institutional support: RVO:67985556
Keywords : Metric subregularity * Error bound property * Pseudo-/quasi-normality * MPCC * MPVC * Disjunctive programs * Ortho-disjunctive programs
OECD category: Applied mathematics
Impact factor: 1.6, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2021/MTR/cervinka-0547132.pdf https://link.springer.com/article/10.1007/s11228-020-00569-7
Permanent Link: http://hdl.handle.net/11104/0324444 - 3.0501589 - ÚTIA 2021 RIV US eng J - Journal Article
Adam, Lukáš - Branda, Martin - Heitsch, H. - Henrion, R.
Solving joint chance constrained problems using regularization and Benders’ decomposition.
Annals of Operations Research. Roč. 292, č. 2 (2020), s. 683-709. ISSN 0254-5330. E-ISSN 1572-9338
R&D Projects: GA ČR(CZ) GA18-04145S
Grant - others:GA ČR(CZ) GA18-05631S
Institutional support: RVO:67985556
Keywords : Stochastic programming * Chance constrained programming * Optimality conditions * Regularization * Benders' decomposition * Gas networks
OECD category: Pure mathematics
Impact factor: 4.854, year: 2020
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/MTR/adam-0501589.pdf https://link.springer.com/article/10.1007/s10479-018-3091-9
Permanent Link: http://hdl.handle.net/11104/0294165