Issue contents

Volume 45 (2009)
Volume 46 (2010)
Volume 47 (2011)

Special issue: Mathematical Methods in Economy and Industry 2009

361 M. Kopa and P. Lachout Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference
362-373 M. Branda Local stability and differentiability of the Mean-Conditional Value at Risk model defined on the mixed-integer loss functions
374-386 J. Dupačová Stochastic geometric programming with an application
387-396 M. Gavalec and J. Plavka Monotone interval eigenproblem in max-min algebra
397-404 M. Gavalec and H. Tomášková Eigenspace of a circulant max-min matrix
405-414 M. Gavalec and K. Zimmermann Solving Systems of Two-Sided (Max, Min)-Linear Equations
415-422 K. Haugen, A. Olstad, K. Bakhrankova and E. Van Eikenhorst The Single (and Multi) Item profit maximizing capacitated lot-size (PCLSP) problem with fixed prices and no set-up
423-434 R. Henrion, J. Outrata and T. Surowiec A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints
435-446 M. Hladík Interval valued bimatrix games
447-458 M. Holčapek and T. Tichý A probability density function estimation using F-transform
459-471 V. Kaňková Empirical Estimates in Stochastic Optimization via Distribution Tails
472-487 S. Bütikofer, D. Klatte and B. Kummer On second-order Taylor expansion of critical values
488-500 M. Kopa Measuring of second-order stochastic dominance portfolio efficiency
501-512 P. Krbálek and A. Pozdílková Maximal solutions of two-sided linear systems in max-min algebra
513-523 P. Lachout Approximative solutions of stochastic optimization problems
524-535 J. López and H. Ramírez C. On the Central Paths and Cauchy Trajectories in Semidefinite Programming
536-547 H. Raubenheimer and M. Kruger A stochastic programming approach to managing liquid asset portfolios
548-557 V. Nitica and S. Sergeev On hyperplanes and semispaces in max-min convex geometry
558-570 K. Sladký Identification of optimal policies in Markov decision processes
571-582 E. Žampachová, P. Popela and M. Mrázek Optimum beam design via stochastic programming