| 361 | -- | 0 | Milos Kopa, Petr Lachout. Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference |
| 362 | -- | 373 | Martin Branda. Local stability and differentiability of the Mean-Conditional Value at Risk model defined on the mixed-integer loss functions |
| 374 | -- | 386 | Jitka Dupacová. Stochastic geometric programming with an application |
| 387 | -- | 396 | Martin Gavalec, Ján Plávka. Monotone interval eigenproblem in max-min algebra |
| 397 | -- | 404 | Martin Gavalec, Hana Tomásková. Eigenspace of a circulant max-min matrix |
| 405 | -- | 414 | Martin Gavalec, Karel Zimmermann. Solving Systems of Two-Sided (Max, Min)-Linear Equations |
| 415 | -- | 422 | Kjetil K. Haugen, Asmund Olstad, Krystsina Bakhrankova, Erik van Eikenhorst. The Single (and Multi) Item profit maximizing capacitated lot-size (PCLSP) problem with fixed prices and no set-up |
| 423 | -- | 434 | René Henrion, Jirí V. Outrata, Thomas M. Surowiec. A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints |
| 435 | -- | 446 | Milan Hladík. Interval valued bimatrix games |
| 447 | -- | 458 | Michal Holcapek, Tomás Tichý. A probability density function estimation using F-transform |
| 459 | -- | 471 | Vlasta Kanková. Empirical Estimates in Stochastic Optimization via Distribution Tails |
| 472 | -- | 487 | Stephan Bütikofer, Diethard Klatte, Bernd Kummer. On second-order Taylor expansion of critical values |
| 488 | -- | 500 | Milos Kopa. Measuring of second-order stochastic dominance portfolio efficiency |
| 501 | -- | 512 | Pavel Krbálek, Alena Pozdílková. Maximal solutions of two-sided linear systems in max-min algebra |
| 513 | -- | 523 | Petr Lachout. Approximative solutions of stochastic optimization problems |
| 524 | -- | 535 | Julio López, Héctor Ramírez Cabrera. On the Central Paths and Cauchy Trajectories in Semidefinite Programming |
| 536 | -- | 547 | Helgard Raubenheimer, Machiel F. Kruger. A stochastic programming approach to managing liquid asset portfolios |
| 548 | -- | 557 | Viorel Nitica, Sergei Sergeev. On hyperplanes and semispaces in max-min convex geometry |
| 558 | -- | 570 | Karel Sladký. Identification of optimal policies in Markov decision processes |
| 571 | -- | 582 | Eva Zampachová, Pavel Popela, Michal Mrázek. Optimum beam design via stochastic programming |
| 583 | -- | 0 | Martin Janzura, Milan Mares. Ing. Igor Vajda, DrSc |