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Sebastián Arpón

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2020 – today

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2020
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Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli:
An ADMM algorithm for two-stage stochastic programming problems. Ann. Oper. Res. 286(1): 559-582 (2020)

2010 – 2019

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2018
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Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli:
Scenario reduction for stochastic programs with Conditional Value-at-Risk. Math. Program. 170(1): 327-356 (2018)

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