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: 2.200, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2022/MTR/pistek-0557719.pdf
Permanent Link: https://hdl.handle.net/11104/0346178 - 2.0501589 - 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 - 3.0474227 - ÚTIA 2019 RIV NL eng J - Journal Article
Adam, Lukáš - Henrion, R. - Outrata, Jiří
On M-stationarity conditions in MPECs and the associated qualification conditions.
Mathematical Programming. Roč. 168, 1-2 (2018), s. 229-259. ISSN 0025-5610. E-ISSN 1436-4646
R&D Projects: GA ČR GA15-00735S
Institutional support: RVO:67985556
Keywords : Mathematical programs with equilibrium constraints * Optimality conditions * Constraint qualification * Calmness * Perturbation mapping
OECD category: Pure mathematics
Impact factor: 3.785, year: 2018
http://library.utia.cas.cz/separaty/2017/MTR/adam-0474227.pdf
Permanent Link: http://hdl.handle.net/11104/0271365 - 4.0411498 - UTIA-B 20050228 RIV DE eng J - Journal Article
Outrata, Jiří - Henrion, R.
Calmness of constraint systems with applications.
[Stabilita systémů omezení a její použití.]
Mathematical Programming. Roč. 104, 2/3 (2005), s. 437-464. ISSN 0025-5610. E-ISSN 1436-4646
R&D Projects: GA AV ČR IAA1030405
Grant - others:DFG(DE) Matheon
Institutional research plan: CEZ:AV0Z10750506
Keywords : calmness * constraint sets * nonsmooth calculus
Subject RIV: BA - General Mathematics
Impact factor: 1.497, year: 2005
Permanent Link: http://hdl.handle.net/11104/0131578 - 5.0410945 - UTIA-B 20020159 RIV US eng J - Journal Article
Henrion, R. - Jourani, A. - Outrata, Jiří
On calmness of a class of multifunctions.
SIAM Journal on Optimization. Roč. 13, č. 2 (2002), s. 603-618. ISSN 1052-6234. E-ISSN 1095-7189
R&D Projects: GA AV ČR IAA1075005; GA MŠk ME 427
Institutional research plan: CEZ:AV0Z1075907
Keywords : multifunction * stability * nonsmooth calculus
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 1.513, year: 2002
Permanent Link: http://hdl.handle.net/11104/0131032 - 6.0410581 - UTIA-B 20010050 RIV US eng J - Journal Article
Henrion, R. - Outrata, Jiří
A subdifferential condition for calmness of multifunctions.
Journal of Mathematical Analysis and Applications. Roč. 258, č. 1 (2001), s. 110-130. ISSN 0022-247X. E-ISSN 1096-0813
R&D Projects: GA ČR GA201/00/0080
Institutional research plan: AV0Z1075907
Keywords : calmness * constraint qualification * multifunctions
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.444, year: 2001
Permanent Link: http://hdl.handle.net/11104/0130670 - 7.0392735 - ÚTIA 2014 RIV US eng J - Journal Article
Outrata, Jiří - Henrion, R. - Kruger, A.Y.
Some Remarks on Stability of Generalized Equations.
Journal of Optimization Theory and Applications. Roč. 159, č. 3 (2013), s. 681-697. ISSN 0022-3239. E-ISSN 1573-2878
R&D Projects: GA AV ČR IAA100750802; GA ČR(CZ) GAP201/12/0671
Institutional support: RVO:67985556
Keywords : Parameterized generalized equation * Regular and limiting coderivative * Constant rank CQ * Mathematical program with equilibrium constraints
Subject RIV: BA - General Mathematics
Impact factor: 1.406, year: 2013
http://library.utia.cas.cz/separaty/2013/MTR/outrata-some remarks on stability of generalized equations.pdf
Permanent Link: http://hdl.handle.net/11104/0221806 - 8.0384691 - ÚTIA 2013 RIV NL eng J - Journal Article
Henrion, R. - Outrata, Jiří - Surowiec, T.
On regular coderivatives in parametric equilibria with non-unique multipliers.
Mathematical Programming. Roč. 136, č. 1 (2012), s. 111-131. ISSN 0025-5610. E-ISSN 1436-4646
R&D Projects: GA AV ČR IAA100750802
Institutional research plan: CEZ:AV0Z10750506
Keywords : Parameterized generalized equation * Regular and limiting coderivative * Constant rank CQ * Mathematical program with equilibrium constraint
Subject RIV: BA - General Mathematics
Impact factor: 2.090, year: 2012
http://library.utia.cas.cz/separaty/2012/MTR/outrata-0384691.pdf
Permanent Link: http://hdl.handle.net/11104/0214254 - 9.0380368 - ÚTIA 2013 RIV FR eng J - Journal Article
Henrion, R. - Outrata, Jiří - Surowiec, T.
Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market.
ESAIM-Control Optimisation and Calculus of Variations. Roč. 18, č. 2 (2012), s. 295-317. ISSN 1292-8119. E-ISSN 1262-3377
R&D Projects: GA ČR GA201/09/1957
Institutional support: RVO:67985556
Keywords : Equilibrium problems with equilibrium constraints * EPEC * M-stationary solutions * electricity spot market * calmness
Subject RIV: BA - General Mathematics
Impact factor: 1.282, year: 2012
http://library.utia.cas.cz/separaty/2012/MTR/outrata-analysis of m-stationary points to an epec modeling oligopolistic competition in an electricity spot market.pdf
Permanent Link: http://hdl.handle.net/11104/0211094 - 10.0343961 - ÚTIA 2011 RIV CZ eng J - Journal Article
Outrata, Jiří - Henrion, R. - Surowiec, T.
A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints.
Kybernetika. Roč. 46, č. 3 (2010), s. 423-434. ISSN 0023-5954
R&D Projects: GA AV ČR IAA100750802
Institutional research plan: CEZ:AV0Z10750506
Keywords : mathematical programs with equilibrium constraints * S-stationary points * M-stationary points * Frechet normal cone * limiting normal cone
Subject RIV: BA - General Mathematics
Impact factor: 0.461, year: 2010
http://library.utia.cas.cz/separaty/2010/MTR/outrata-a note on the relation between strong and m-stationarity for a class of mathematical programs with equilibrium constraints.pdf
Permanent Link: http://hdl.handle.net/11104/0186313File Download Size Commentary Version Access 0343961.pdf 0 167.2 KB Publisher’s postprint open-access