V. L. De Matos

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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!

PublicationDate of PublicationType
Distributionally robust SDDP
Computational Management Science
2018-10-29Paper
Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling
Annals of Operations Research
2018-02-08Paper
Improving the performance of stochastic dual dynamic programming
Journal of Computational and Applied Mathematics
2015-08-19Paper
On solving multistage stochastic programs with coherent risk measures
Operations Research
2014-06-26Paper
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
European Journal of Operational Research
2012-08-16Paper


Research outcomes over time


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