Bernardo K. Pagnoncelli

27 papers Misc 1Journal 26
YearRankTypeTitle / Venue / Authors
2025 J jnl
Incorporating convex risk measures into multistage stochastic programming algorithms.
Ann. Oper. Res.
Oscar Dowson, David P. Morton, Bernardo K. Pagnoncelli
2025 J jnl
MDP modeling for multi-stage stochastic programs.
CoRR
David P. Morton, Oscar Dowson, Bernardo K. Pagnoncelli
2025 J jnl
Pessimistic bilevel optimization approach for decision-focused learning.
CoRR
Diego Jiménez, Bernardo K. Pagnoncelli, Hande Yaman
2025 J jnl
Ranking and Contextual Selection.
Oper. Res.
Gregory Keslin, Barry L. Nelson, Bernardo K. Pagnoncelli, Matthew Plumlee, Hamed Rahimian
2025 J jnl
Stochastic decomposition for risk-averse two-stage stochastic linear programs.
J. Glob. Optim.
Prasad Parab, Lewis Ntaimo, Bernardo K. Pagnoncelli
2024 J jnl
A target-time-windows technique for project scheduling under uncertainty.
Eur. J. Oper. Res.
Patricio Lamas, Marcos Goycoolea, Bernardo K. Pagnoncelli, Alexandra M. Newman
2024 J jnl
PolieDRO: a novel classification and regression framework with non-parametric data-driven regularization.
Mach. Learn.
Tomás Gutierrez, Davi Michel Valladão, Bernardo K. Pagnoncelli
2024 J jnl
Risk-averse multistage stochastic programs with expected conditional risk measures.
Comput. Oper. Res.
Maryam Khatami, Thuener Silva, Bernardo K. Pagnoncelli, Lewis Ntaimo
2024 J jnl
Solving constrained consumption-investment problems by decomposition algorithms.
Eur. J. Oper. Res.
Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Guido Lagos, Pablo Castañeda, Javier García
2023 J jnl
Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs.
SIAM J. Optim.
Hamed Rahimian, Bernardo K. Pagnoncelli
2022 Misc conf
A Classification Method for Ranking and Selection with Covariates.
WSC
Gregory Keslin, Barry L. Nelson, Matthew Plumlee, Bernardo K. Pagnoncelli, Hamed Rahimian
2022 J jnl
What is the optimal cutoff surface for ore bodies with more than one mineral?
Oper. Res. Lett.
Adriana Piazza, Bernardo K. Pagnoncelli, Lewis Ntaimo
2021 J jnl
Lane's Algorithm Revisited.
Manag. Sci.
Marcos Goycoolea, Patricio Lamas, Bernardo K. Pagnoncelli, Adriana Piazza
2021 J jnl
Underground mine scheduling under uncertainty.
Eur. J. Oper. Res.
Peter Nesbitt, Lewis R. Blake, Patricio Lamas, Marcos Goycoolea, Bernardo K. Pagnoncelli, Alexandra M. Newman, Andrea J. Brickey
2020 J jnl
An ADMM algorithm for two-stage stochastic programming problems.
Ann. Oper. Res.
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
2020 J jnl
Partially observable multistage stochastic programming.
Oper. Res. Lett.
Oscar Dowson, David P. Morton, Bernardo K. Pagnoncelli
2019 J jnl
An algorithm for binary linear chance-constrained problems using IIS.
Comput. Optim. Appl.
Gianpiero Canessa, Julian A. Gallego, Lewis Ntaimo, Bernardo K. Pagnoncelli
2019 J jnl
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices.
Eur. J. Oper. Res.
Hélène Le Cadre, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Olivier Beaude
2018 J jnl
Scenario reduction for stochastic programs with Conditional Value-at-Risk.
Math. Program.
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
2017 J jnl
A risk averse approach to the capacity allocation problem in the airline cargo industry.
J. Oper. Res. Soc.
Masato Wada, Felipe Delgado, Bernardo K. Pagnoncelli
2017 J jnl
The optimal harvesting problem under price uncertainty: the risk averse case.
Ann. Oper. Res.
Bernardo K. Pagnoncelli, Adriana Piazza
2016 J jnl
Chance-constrained problems and rare events: an importance sampling approach.
Math. Program.
Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa
2016 J jnl
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective.
Eur. J. Oper. Res.
Tito Homem-de-Mello, Bernardo K. Pagnoncelli
2014 J jnl
The optimal harvesting problem under price uncertainty.
Ann. Oper. Res.
Adriana Piazza, Bernardo K. Pagnoncelli
2012 J jnl
A provisioning problem with stochastic payments.
Eur. J. Oper. Res.
Bernardo K. Pagnoncelli, Steven Vanduffel
2012 J jnl
Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection.
J. Optim. Theory Appl.
Bernardo K. Pagnoncelli, Daniel Reich, Marco C. Campi
2009 J jnl
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications.
J. Optimization Theory and Applications
Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro