1. * Martin Šmíd, Václav Kozmík: Approximation of multistage stochastic programming problems by smoothed quantization. Review of Managerial Science 18:1 (2024), 2079-2114. Springer. Download |
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2. * F. Zapletal, Martin Šmíd, Václav Kozmík: Multi-stage stochastic optimization of carbon risk management. Expert Systems With Applications 201. Elsevier. Download |
1. * Martin Šmíd, Václav Kozmík: 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. VŠB-Technical University of Ostrava, Ostrava 2018. Download |
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2. * Martin Šmíd, Václav Kozmík: Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems. 36th International Conference Mathematical Methods in Economics, 551-554. MatfyzPress, Praha 2018. Download |
1. * V. Kozmík, Jan Šindelář: External information in prediction of commodity prices. Research Report 2233. ÚTIA AV ČR, Praha 2008. Download |