Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion. - Andrew B. Philpott; Vitor L. de Matos (Eur. J. Oper. Res., 2012)

On Solving Multistage Stochastic Programs with Coherent Risk Measures. - Andy Philpott; Vitor L. de Matos; Erlon Cristian Finardi (Oper. Res., 2013)

Assessment of the Long-Term Hydrothermal Scheduling operation polices with alternative inflow modeling. - Vitor L. de Matos; Paulo Vitor Larroyd; Erlon Cristian Finardi (PSCC, 2014)

Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market. - Vitor L. de Matos; Mauro A. G. Sierra; Erlon Cristian Finardi; Brigida U. Decker; André A. S. Milanezi (Comput. Manag. Sci., 2015)

Improving the performance of Stochastic Dual Dynamic Programming. - Vitor L. de Matos; Andrew B. Philpott; Erlon Cristian Finardi (J. Comput. Appl. Math., 2015)

Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling. - Vitor L. de Matos; David P. Morton; Erlon Cristian Finardi (Ann. Oper. Res., 2017)

Distributionally robust SDDP. - Andrew B. Philpott; Vitor L. de Matos; Lea Kapelevich (Comput. Manag. Sci., 2018)