Bernardo K. Pagnoncelli

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic decomposition for risk-averse two-stage stochastic linear programs Journal of Global Optimization	2025-01-20	Paper
A target-time-windows technique for project scheduling under uncertainty European Journal of Operational Research	2024-04-16	Paper
Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs SIAM Journal on Optimization	2023-09-06	Paper
What is the optimal cutoff surface for ore bodies with more than one mineral? Operations Research Letters	2022-03-11	Paper
Underground mine scheduling under uncertainty European Journal of Operational Research	2021-06-08	Paper
The effect of regularization in portfolio selection problems Top	2021-05-05	Paper
Partially observable multistage stochastic programming Operations Research Letters	2021-04-07	Paper
An ADMM algorithm for two-stage stochastic programming problems Annals of Operations Research	2020-05-11	Paper
An algorithm for binary linear chance-constrained problems using IIS Computational Optimization and Applications	2019-06-13	Paper
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? Insurance Mathematics & Economics	2019-05-23	Paper
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices European Journal of Operational Research	2018-10-30	Paper
The stochastic mitra-wan forestry model: risk neutral and risk averse cases Journal of Economics	2018-07-16	Paper
Scenario reduction for stochastic programs with conditional value-at-risk Mathematical Programming. Series A. Series B	2018-07-13	Paper
The optimal harvesting problem under price uncertainty: the risk averse case Annals of Operations Research	2017-12-15	Paper
Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective European Journal of Operational Research	2016-10-07	Paper
Chance-constrained problems and rare events: an importance sampling approach Mathematical Programming. Series A. Series B	2016-06-06	Paper
The optimal harvesting problem under price uncertainty Annals of Operations Research	2015-01-22	Paper
A provisioning problem with stochastic payments European Journal of Operational Research	2012-12-29	Paper
scientific article; zbMATH DE number 5837258 (Why is no real title available?)	2011-01-15	Paper
Sample average approximation method for chance constrained programming: Theory and applications Journal of Optimization Theory and Applications	2009-11-04	Paper
Cournot equilibrium: modern techniques applied to an old problem Journal of Interdisciplinary Mathematics	2009-02-24	Paper

Research outcomes over time

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