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Special Issue: Topics in Stochastic Programming.
- 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]
- Subjects :
- *STOCHASTIC programming
*MATHEMATICAL programming
*ROBUST optimization
Subjects
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