Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective von Homem-de-Mello, Tito, Pagnoncelli, Bernardo K.

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Solving constrained consumption–investment problems by decomposition algorithms von Pagnoncelli, Bernardo K., Homem-de-Mello, Tito, Lagos, Guido, Castañeda, Pablo, García, Javier

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A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty von Delgado, Felipe, Trincado, Ricardo, Pagnoncelli, Bernardo K.

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Lane’s Algorithm Revisited von Goycoolea, Marcos, Lamas, Patricio, Pagnoncelli, Bernardo K., Piazza, Adriana

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Underground mine scheduling under uncertainty von Nesbitt, Peter, Blake, Lewis R., Lamas, Patricio, Goycoolea, Marcos, Pagnoncelli, Bernardo K., Newman, Alexandra, Brickey, Andrea

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A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization von Pagnoncelli, Bernardo K., Ramírez, Domingo, Rahimian, Hamed, Cifuentes, Arturo

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The optimal harvesting problem under price uncertainty: the risk averse case von Pagnoncelli, Bernardo K., Piazza, Adriana

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A risk averse approach to the capacity allocation problem in the airline cargo industry von Wada, Masato, Delgado, Felipe, Pagnoncelli, Bernardo K.

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The risk-averse ultimate pit problem von Canessa, Gianpiero, Moreno, Eduardo, Pagnoncelli, Bernardo K.

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Partially observable multistage stochastic programming von Dowson, Oscar, Morton, David P., Pagnoncelli, Bernardo K.

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An ADMM algorithm for two-stage stochastic programming problems von Arpón, Sebastián, Homem-de-Mello, Tito, Pagnoncelli, Bernardo K.

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Chance-constrained problems and rare events: an importance sampling approach von Barrera, Javiera, Homem-de-Mello, Tito, Moreno, Eduardo, Pagnoncelli, Bernardo K., Canessa, Gianpiero

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The optimal harvesting problem under price uncertainty von Piazza, Adriana, Pagnoncelli, Bernardo K.

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How good are default investment policies in defined contribution pension plans? von Duque, Daniel, Morton, David P., Pagnoncelli, Bernardo K.

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An algorithm for binary linear chance-constrained problems using IIS von Canessa, Gianpiero, Gallego, Julian A., Ntaimo, Lewis, Pagnoncelli, Bernardo K.

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A two-step hybrid investment strategy for pension funds von Pagnoncelli, Bernardo K., Cifuentes, Arturo, Denis, Gabriela

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A provisioning problem with stochastic payments von Pagnoncelli, Bernardo K., Vanduffel, Steven

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The effect of regularization in portfolio selection problems von Pagnoncelli, Bernardo K., del Canto, Felipe, Cifuentes, Arturo

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Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs von Rahimian, Hamed, Pagnoncelli, Bernardo

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The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases von Piazza, Adriana, Pagnoncelli, Bernardo K.

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