Bernardo K. Pagnoncelli

According to our database, Bernardo K. Pagnoncelli authored at least 19 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

A target-time-windows technique for project scheduling under uncertainty.

Patricio Lamas, Marcos Goycoolea, Bernardo K. Pagnoncelli, Alexandra M. Newman

Eur. J. Oper. Res., April, 2024

2023

Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs.

Hamed Rahimian, Bernardo K. Pagnoncelli

SIAM J. Optim., September, 2023

2022

What is the optimal cutoff surface for ore bodies with more than one mineral?

Adriana Piazza, Bernardo K. Pagnoncelli, Lewis Ntaimo

Oper. Res. Lett., 2022

A Classification Method for Ranking and Selection with Covariates.

Gregory Keslin, Barry L. Nelson, Matthew Plumlee, Bernardo K. Pagnoncelli, Hamed Rahimian

Proceedings of the Winter Simulation Conference, 2022

2021

Lane's Algorithm Revisited.

Marcos Goycoolea, Patricio Lamas, Bernardo K. Pagnoncelli, Adriana Piazza

Manag. Sci., 2021

Underground mine scheduling under uncertainty.

Peter Nesbitt, Lewis R. Blake, Patricio Lamas, Marcos Goycoolea, Bernardo K. Pagnoncelli, Alexandra M. Newman, Andrea Brickey

Eur. J. Oper. Res., 2021

2020

Partially observable multistage stochastic programming.

Oscar Dowson, David P. Morton, Bernardo K. Pagnoncelli

Oper. Res. Lett., 2020

An ADMM algorithm for two-stage stochastic programming problems.

Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli

Ann. Oper. Res., 2020

2019

Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices.

Hélène Le Cadre, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Olivier Beaude

Eur. J. Oper. Res., 2019

An algorithm for binary linear chance-constrained problems using IIS.

Gianpiero Canessa, Julian A. Gallego, Lewis Ntaimo, Bernardo K. Pagnoncelli

Comput. Optim. Appl., 2019

2018

Scenario reduction for stochastic programs with Conditional Value-at-Risk.

Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli

Math. Program., 2018

2017

A risk averse approach to the capacity allocation problem in the airline cargo industry.

Masato Wada, Felipe Delgado, Bernardo K. Pagnoncelli

J. Oper. Res. Soc., 2017

The optimal harvesting problem under price uncertainty: the risk averse case.

Bernardo K. Pagnoncelli, Adriana Piazza

Ann. Oper. Res., 2017

2016

Chance-constrained problems and rare events: an importance sampling approach.

Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa

Math. Program., 2016

Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective.

Tito Homem-de-Mello, Bernardo K. Pagnoncelli

Eur. J. Oper. Res., 2016

2014

The optimal harvesting problem under price uncertainty.

Adriana Piazza, Bernardo K. Pagnoncelli

Ann. Oper. Res., 2014

2012

Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection.

Bernardo K. Pagnoncelli, Daniel Reich, Marco C. Campi

J. Optim. Theory Appl., 2012

A provisioning problem with stochastic payments.

Bernardo K. Pagnoncelli, Steven Vanduffel

Eur. J. Oper. Res., 2012

2009

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications.

Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro

J. Optimization Theory and Applications, 2009