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- Stochastic Programming Software: A Comparison for Investment Problem2011 | Matematicko-fyzikální fakulta
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Matematicko-fyzikální fakulta
- Lokální stabilita a diferencovatelnost "mean-CVaR" modelu definovaného na dvoustupnové mixed-celočíselné funkci2010 | Matematicko-fyzikální fakulta
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints2014 | Matematicko-fyzikální fakulta
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization2018 | Matematicko-fyzikální fakulta
- Pension fund management with investment certificates and stochastic dominance2021 | Matematicko-fyzikální fakulta