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2020 – today
- 2024
[i2]Andrew W. Rosemberg, Alexandre Street, Davi Michel Valladão, Pascal Van Hentenryck:
Two-Stage ML-Guided Decision Rules for Sequential Decision Making under Uncertainty. CoRR abs/2405.14973 (2024)- 2022
- [j8]Carlos Andrés Gamboa
, Davi Michel Valladão, Alexandre Street:
On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems. Optim. Lett. 16(9): 2607-2644 (2022) - 2021
- [j7]Thuener Silva, Davi Michel Valladão, Tito Homem-de-Mello:
A data-driven approach for a class of stochastic dynamic optimization problems. Comput. Optim. Appl. 80(3): 687-729 (2021) - [j6]Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello:
Decomposition methods for Wasserstein-based data-driven distributionally robust problems. Oper. Res. Lett. 49(5): 696-702 (2021) - [i1]Andrew W. Rosemberg, Alexandre Street, Joaquim Dias Garcia, Davi Michel Valladão, Thuener Silva, Oscar Dowson:
Assessing the Cost of Network Simplifications in Long-Term Hydrothermal Dispatch Planning Models. CoRR abs/2107.09755 (2021)
2010 – 2019
- 2019
- [j5]Davi Michel Valladão, Thuener Silva, Marcus Poggi:
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns. Ann. Oper. Res. 282(1-2): 379-405 (2019) - 2017
- [j4]Murilo Pereira Soares, Alexandre Street, Davi Michel Valladão:
On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning. Eur. J. Oper. Res. 258(2): 743-760 (2017) - 2016
- [j3]Betina Fernandes, Alexandre Street, Davi Michel Valladão, Cristiano Fernandes:
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. Eur. J. Oper. Res. 255(3): 961-970 (2016) - 2014
- [j2]Birgit Rudloff, Alexandre Street, Davi Michel Valladão:
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences. Eur. J. Oper. Res. 234(3): 743-750 (2014) - [j1]Davi Michel Valladão, Álvaro Veiga, Geraldo Veiga:
A multistage linear stochastic programming model for optimal corporate debt management. Eur. J. Oper. Res. 237(1): 303-311 (2014)
Coauthor Index
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