Davi Michel Valladão

Available identifiers

Publication	Date of Publication	Type
On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems	2022-11-01	Paper
Decomposition methods for Wasserstein-based data-driven distributionally robust problems	2021-12-13	Paper
A data-driven approach for a class of stochastic dynamic optimization problems	2021-12-08	Paper
Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming	2021-05-05	Paper
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns	2020-01-20	Paper
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?	2019-05-23	Paper
On the solution variability reduction of stochastic dual dynamic programming applied to energy planning	2018-05-25	Paper
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets	2018-05-24	Paper
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints	2017-11-23	Paper
A multistage linear stochastic programming model for optimal corporate debt management	2015-02-04	Paper
Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences	2015-02-03	Paper

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