Teaching / Výuka
Research interest
Stochastic programming and optimization under uncertainty: stability,
approximations, applications.
Affiliation
Department of Applied Mathematics and Informatics,
Faculty of Economics, University of South Bohemia in České Budějovice
Studentská 13, CZ-37005 České Budějovice, Czech Republic
Phone: +420 389 032 845
E-mail: houda@ef.jcu.cz
Curriculum vitae
since 2004: lecturer (full-time), University of South Bohemia (see above).
2013–2014: post-doc, Laboratoire de Recherche en Informatique, Université Paris-Sud XI, Orsay, France
2004–2013 and 2014–2015: research fellow (part-time), Institute of Information Theory, Czech Academy of Sciences.
2009: Ph.D. in Econometrics and Operation Research,
Faculty of Mathematics and Physics, Charles University in Prague, Czech Republic.
Ph.D. thesis: Stability and approximations
for stochastic programs (abstract).
2001: Mgr. (M.Sc.) in Probability, Mathematical Statistics and Econometrics,
Faculty of Mathematics and Physics, Charles University in Prague, Czech Republic.
Diploma thesis: Stability and approximations
in stochastic programming problems (special cases) (in Czech, errata).
Memberships
List of publications
Journal articles
Conference proceedings
- Archimedean Copulas
in Joint Chance-Constrained Programming (with Abdel Lisser).
In: Operations Research and Enterprise Systems, Communications in Computer and Information Science, Volume 509
(Pinson, E., Valente, F. and Begona, V., eds.), Springer, 2015, pp. 126–139.
- A note on
the use of copulas in chance-constrained programming.
In: Proceedings of the 32th International Conference Mathematical Methods
in Economics 2014 (Talašová, J., Stoklasa, J., Talášek, T., eds.),
Palacký University, Olomouc, 2014, pp. 327–332.
- On the Use of
Copulas in Joint Chance-Constrained Programming (with Abdel Lisser).
In Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems ICORES 2014.
SCITEPRESS, 2014, pp. 72–79.
- On
the use of copulas in joint chance-constrained programming
(with Abdel Lisser). In: Proceedings of International Conference on Operations Research and Enterprise Systems (ICORES 2014),
SCITEPRESS, 2014, pp. 72–79.
- Convexity in stochastic
programming model with indicators of ecological stability.
In: Proceedings of the 30th International Conference Mathematical Methods of Economics 2012
(Ramík, J., and Stavárek, D., eds.).
Silesian University, School of Business Administration, Karviná, 2012, pp. 314–319.
- Using indicators of ecological
stability in stochastic programming.
In: Proceedings of the 29th International Conference on Mathematical Methods of Economics
2011 (Dlouhý, M., and Skočdopolová, V., eds.). Professional Publishing, Praha, 2011, pp. 279–283.
- Environmental factors in optimization of
traffic line construction expenses. In: Proceedings of the 28th International Conference
on Mathematical Methods in Economics 2010 (Houda, M., and Friebelová, J., eds.).
University of South Bohemia, České Budějovice, 2010, pp. 262–267.
- Weak Structural Dependence in Chance-Constrained
Programming. In: Proceedings of the 26th International Conference
on Mathematical Methods in Economics 2008. Technical University of
Liberec, 2008, pp. 198–203.
- Comparison of approximations
in stochastic and robust optimization programs.
In: Proceedings of the 7th Prague Symposium on Asymptotic Statistics and 15th Prague
Conference on Information Theory, Statistical Decision Functions and Random
Processes Prague Stochastics 2006 (Hušková, M., and Janžura, M., eds.).
Matfyzpress, Prague, 2006, pp. 418--425.
- Empirical processes in stochastic programming
(with Vlasta Kaňková). In: Proceedings of the 7th Prague Symposium on Asymptotic Statistics and 15th Prague
Conference on Information Theory, Statistical Decision Functions and Random
Processes Prague Stochastics 2006 (Hušková, M. and Janžura, M., eds.).
MatfyzPress, Prague, 2006, pp. 426–436.
- Approximations in stochastic and robust programming problems.
In: Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 (Lukáš, L., ed.).
University of West Bohemia, Pilsen, 2006, pp. 249–254.
- Estimation in chance-constrained problem.
In: Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005 (Skalská, H., ed.).
Gaudeamus, Hradec Králové, 2005, pp. 134–139.
- Wasserstein metrics and empirical distributions in stability of
stochastic programs. In: Proceedings of the International
Conference Quantitative Methods in Economics (Multiple Criteria Decision
Making XII) (Lukáčik, ed.). University of Economics, Bratislava, 2004, pp. 71–77.
- On quantitative stability in stochastic programming problems with
recourse. In: Proceedings of the 21st
International Conference Mathematical Methods in Economics 2003 (Houška, M., ed.).
Czech University of Agriculture, Prague, 2003, pp. 117–121.
- A note on quantitative stability and empirical estimates in
stochastic programming (with Vlasta Kaňková).
In: Operations Research Proceedings 2002
(Leopold-Wildburger, U., Rendl, F., and Wascher, G., eds.).
Springer, Berlin, 2003, pp. 413–418.
- Stability and metrics in stochastic programming problems. In:
Proceedings of Week of Doctoral Studies 2002, Part I -- Mathematics and Computer Sciences (Šafránková, J., ed.).
Charles University, Faculty of Mathematics and Physics, Prague, 2002, pp. 204–209.
Other publications