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Decomposition methods for Wasserstein-based data-driven distributionally robust problems

Cano Gamboa, Carlos Andrés; Valladão, Davi Michel; … - In: Operations research letters 49 (2021) 5, pp. 696-702

Persistent link: https://www.econbiz.de/10013207430

On the solution variability reduction of stochastic dual dynamic programming applied to energy planning

Soares, Murilo Pereira; Street, Alexandre; Valladão, … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 743-760

Persistent link: https://www.econbiz.de/10011644466

On the conditional value-at-risk probability-dependent utility function

Street, Alexandre - In: Theory and decision : an international journal for … 68 (2010) 1/2, pp. 49-68

Persistent link: https://www.econbiz.de/10008905001

Short-term Covid-19 forecast for latecomers

Medeiros, Marcelo C.; Street, Alexandre; Valladão, Davi; … - 2021

The number of Covid-19 cases is increasing dramatically worldwide, with several countries experiencing a second and worse wave. Therefore, the availability of reliable forecasts for the number of cases and deaths in the coming days is of fundamental importance. We propose a simple statistical...

Persistent link: https://www.econbiz.de/10012817060

Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming

Ribas, Gabriela P.; Hamacher, Silvio; Street, Alexandre - In: International transactions in operational research : … 17 (2010) 6, pp. 777-796

Persistent link: https://www.econbiz.de/10008736670

Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences

Rudloff, Birgit; Street, Alexandre; Valladão, Davi M. - In: European journal of operational research : EJOR 234 (2014) 3, pp. 743-750

Persistent link: https://www.econbiz.de/10010360424

Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty

Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989

Persistent link: https://www.econbiz.de/10011445359

An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets

Fernandes, Betina; Street, Alexandre; Valladão, Davi; … - In: European journal of operational research : EJOR 255 (2016) 3, pp. 961-970

Persistent link: https://www.econbiz.de/10011556541

Climate‐aware generation and transmission expansion planning : a three‐stage robust optimization approach

Moreira, Alexandre; Pozo, David; Street, Alexandre; … - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1099-1118

Persistent link: https://www.econbiz.de/10012622440

On an adaptive Black-Litterman investment strategy using conditional fundamentalist information : a Brazilian case study

Fernandes, Betina; Street, Alexandre; Fernandes, … - In: Finance research letters 27 (2018), pp. 201-207

Persistent link: https://www.econbiz.de/10012006856