Stochastic Lipschitz dynamic programming. - Shabbir Ahmed 001; Filipe Goulart Cabral; Bernardo Freitas Paulo da Costa (Math. Program., 2022)

Dual SDDP for risk-averse multistage stochastic programs. - Bernardo Freitas Paulo da Costa; Vincent Leclère (Oper. Res. Lett., 2023)

Risk budgeting portfolios from simulations. - Bernardo Freitas Paulo da Costa; Silvana M. Pesenti; Rodrigo S. Targino (Eur. J. Oper. Res., 2023)

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems. - Lucas Merabet; Bernardo Freitas Paulo da Costa; Vincent Leclère (Comput. Manag. Sci., 2024)

Get rid of your constraints and reparametrize: A study in NNLS and implicit bias. - Hung-Hsu Chou; Johannes Maly; Claudio Mayrink Verdun; Bernardo Freitas Paulo da Costa; Heudson Mirandola (AISTATS, 2025)