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Special Issue: Topics in Stochastic Programming.

Authors :
Homem-de-Mello, Tito
Kopa, Miloš
Morton, David P.
Source :
Mathematical Programming. Jan2022, Vol. 191 Issue 1, p1-5. 5p.
Publication Year :
2022

Abstract

Dupacová's early work in minimax solutions of stochastic programs [[6], [24]] predated by half a century a recent surge of work in distributionally robust optimization. Two others major lines of Dupacová's research contributions concern scenario generation and scenario reduction [[15]], with precursor work including [[5], [21]], and her work on asymptotics [[10], [23]]. Jitka Dupacová was the first woman vice dean at the Faculty of Mathematics and Physics at Charles University in 1979. Stochastic programming has seen recent advances with far-reaching impact involving risk measures, distributionally robust optimization, and applications in areas ranging from energy and natural resources to economics and finance to statistics and machine learning. [Extracted from the article]

Details

Language :
English
ISSN :
00255610
Volume :
191
Issue :
1
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
155180750
Full Text :
https://doi.org/10.1007/s10107-021-01747-7