Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences. - Birgit Rudloff; Alexandre Street; Davi Michel Valladão (Eur. J. Oper. Res., 2014)

A multistage linear stochastic programming model for optimal corporate debt management. - Davi Michel Valladão; Álvaro Veiga; Geraldo Veiga (Eur. J. Oper. Res., 2014)

An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. - Betina Fernandes; Alexandre Street; Davi Michel Valladão; Cristiano Fernandes (Eur. J. Oper. Res., 2016)

On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning. - Murilo Pereira Soares; Alexandre Street; Davi Michel Valladão (Eur. J. Oper. Res., 2017)

Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns. - Davi Michel Valladão; Thuener Silva; Marcus Poggi (Ann. Oper. Res., 2019)

A data-driven approach for a class of stochastic dynamic optimization problems. - Thuener Silva; Davi Michel Valladão; Tito Homem-de-Mello (Comput. Optim. Appl., 2021)

Assessing the Cost of Network Simplifications in Long-Term Hydrothermal Dispatch Planning Models. - Andrew W. Rosemberg; Alexandre Street; Joaquim Dias Garcia; Davi Michel Valladão; Thuener Silva; Oscar Dowson (CoRR, 2021)

Decomposition methods for Wasserstein-based data-driven distributionally robust problems. - Carlos Andrés Gamboa; Davi Michel Valladão; Alexandre Street; Tito Homem-de-Mello (Oper. Res. Lett., 2021)

Data for A Novel Semiparametric Structural Model for Electricity Forward Curves. - Marina Dietze; Iago Chávarry; Ana Carolina Freire; Davi Michel Valladão; Alexandre Street; Stein-Erik Fleten (IEEE DataPort, 2021)

On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems. - Carlos Andrés Gamboa; Davi Michel Valladão; Alexandre Street (Optim. Lett., 2022)

Two-Stage ML-Guided Decision Rules for Sequential Decision Making under Uncertainty. - Andrew W. Rosemberg; Alexandre Street; Davi Michel Valladão; Pascal Van Hentenryck (CoRR, 2024)

Time Series Analysis by State Space Learning. - André Ramos; Davi Michel Valladão; Alexandre Street (CoRR, 2024)

Assessing the Optimistic Bias in the Natural Inflow Forecasts: A Call for Model Monitoring in Brazil. - Arthur Brigatto; Alexandre Street; Cristiano Fernandes; Davi Michel Valladão; Guilherme Bodin; Joaquim Dias Garcia (CoRR, 2024)

PolieDRO: a novel classification and regression framework with non-parametric data-driven regularization. - Tomás Gutierrez; Davi Michel Valladão; Bernardo K. Pagnoncelli (Mach. Learn., 2024)

Robust portfolio optimization meets Arbitrage Pricing Theory. - Mateus Waga; Davi Michel Valladão; Alexandre Street (Eur. J. Oper. Res., 2025)