Bernardo K. Pagnoncelli

According to our database1, Bernardo K. Pagnoncelli authored at least 15 papers between 2009 and 2021.

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Bibliography

2021
Lane's Algorithm Revisited.
Manag. Sci., 2021

Underground mine scheduling under uncertainty.
Eur. J. Oper. Res., 2021

2020
Partially observable multistage stochastic programming.
Oper. Res. Lett., 2020

An ADMM algorithm for two-stage stochastic programming problems.
Ann. Oper. Res., 2020

2019
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices.
Eur. J. Oper. Res., 2019

An algorithm for binary linear chance-constrained problems using IIS.
Comput. Optim. Appl., 2019

2018
Scenario reduction for stochastic programs with Conditional Value-at-Risk.
Math. Program., 2018

2017
A risk averse approach to the capacity allocation problem in the airline cargo industry.
J. Oper. Res. Soc., 2017

The optimal harvesting problem under price uncertainty: the risk averse case.
Ann. Oper. Res., 2017

2016
Chance-constrained problems and rare events: an importance sampling approach.
Math. Program., 2016

Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective.
Eur. J. Oper. Res., 2016

2014
The optimal harvesting problem under price uncertainty.
Ann. Oper. Res., 2014

2012
Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection.
J. Optim. Theory Appl., 2012

A provisioning problem with stochastic payments.
Eur. J. Oper. Res., 2012

2009
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications.
J. Optimization Theory and Applications, 2009


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