The following pages link to Bernardo K. Pagnoncelli (Q291052):
Displaying 22 items.
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- The optimal harvesting problem under price uncertainty (Q490173) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- (Q1035924) (redirect page) (← links)
- Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
- (Q1650781) (redirect page) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices (Q1991130) (← links)
- Underground mine scheduling under uncertainty (Q2031110) (← links)
- An ADMM algorithm for two-stage stochastic programming problems (Q2178363) (← links)
- Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (Q2415973) (← links)
- An algorithm for binary linear chance-constrained problems using IIS (Q2419523) (← links)
- Partially observable multistage stochastic programming (Q2661508) (← links)
- What is the optimal cutoff surface for ore bodies with more than one mineral? (Q2670488) (← links)
- (Q3068510) (← links)
- Cournot equilibrium: modern techniques applied to an old problem (Q3604026) (← links)
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs (Q6046828) (← links)
- A target-time-windows technique for project scheduling under uncertainty (Q6128967) (← links)
