Bernardo K. Pagnoncelli

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Person:291052

Available identifiers

zbMath Open pagnoncelli.bernardo-kMaRDI QIDQ291052

List of research outcomes





PublicationDate of PublicationType
Stochastic decomposition for risk-averse two-stage stochastic linear programs2025-01-20Paper
A target-time-windows technique for project scheduling under uncertainty2024-04-16Paper
Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs2023-09-06Paper
What is the optimal cutoff surface for ore bodies with more than one mineral?2022-03-11Paper
Underground mine scheduling under uncertainty2021-06-08Paper
The effect of regularization in portfolio selection problems2021-05-05Paper
Partially observable multistage stochastic programming2021-04-07Paper
An ADMM algorithm for two-stage stochastic programming problems2020-05-11Paper
An algorithm for binary linear chance-constrained problems using IIS2019-06-13Paper
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?2019-05-23Paper
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices2018-10-30Paper
The stochastic mitra-wan forestry model: risk neutral and risk averse cases2018-07-16Paper
Scenario reduction for stochastic programs with conditional value-at-risk2018-07-13Paper
The optimal harvesting problem under price uncertainty: the risk averse case2017-12-15Paper
Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective2016-10-07Paper
Chance-constrained problems and rare events: an importance sampling approach2016-06-06Paper
The optimal harvesting problem under price uncertainty2015-01-22Paper
A provisioning problem with stochastic payments2012-12-29Paper
https://portal.mardi4nfdi.de/entity/Q30685102011-01-15Paper
Sample average approximation method for chance constrained programming: Theory and applications2009-11-04Paper
Cournot equilibrium: modern techniques applied to an old problem2009-02-24Paper

Research outcomes over time

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