Underground mine scheduling under uncertainty
Nesbitt, Peter, Blake, Lewis R., Lamas, Patricio, Goycoolea, Marcos, Pagnoncelli, Bernardo K., Newman, Alexandra, Brickey, Andrea
Published in European journal of operational research (01.10.2021)
Published in European journal of operational research (01.10.2021)
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Journal Article
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization
Pagnoncelli, Bernardo K., Ramírez, Domingo, Rahimian, Hamed, Cifuentes, Arturo
Published in Computational economics (01.06.2023)
Published in Computational economics (01.06.2023)
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Journal Article
An ADMM algorithm for two-stage stochastic programming problems
Arpón, Sebastián, Homem-de-Mello, Tito, Pagnoncelli, Bernardo K.
Published in Annals of operations research (01.03.2020)
Published in Annals of operations research (01.03.2020)
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Journal Article
Chance-constrained problems and rare events: an importance sampling approach
Barrera, Javiera, Homem-de-Mello, Tito, Moreno, Eduardo, Pagnoncelli, Bernardo K., Canessa, Gianpiero
Published in Mathematical programming (01.05.2016)
Published in Mathematical programming (01.05.2016)
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Journal Article
The risk-averse ultimate pit problem
Canessa, Gianpiero, Moreno, Eduardo, Pagnoncelli, Bernardo K.
Published in Optimization and engineering (01.12.2021)
Published in Optimization and engineering (01.12.2021)
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Journal Article
How good are default investment policies in defined contribution pension plans?
Duque, Daniel, Morton, David P., Pagnoncelli, Bernardo K.
Published in Journal of pension economics & finance (01.04.2021)
Published in Journal of pension economics & finance (01.04.2021)
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Journal Article
A Classification Method for Ranking and Selection with Covariates
Keslin, Gregory, Nelson, Barry L., Plumlee, Matthew, Pagnoncelli, Bernardo K., Rahimian, Hamed
Published in 2022 Winter Simulation Conference (WSC) (11.12.2022)
Published in 2022 Winter Simulation Conference (WSC) (11.12.2022)
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Conference Proceeding
A two-step hybrid investment strategy for pension funds
Pagnoncelli, Bernardo K., Cifuentes, Arturo, Denis, Gabriela
Published in The North American journal of economics and finance (01.11.2017)
Published in The North American journal of economics and finance (01.11.2017)
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Journal Article
An algorithm for binary linear chance-constrained problems using IIS
Canessa, Gianpiero, Gallego, Julian A., Ntaimo, Lewis, Pagnoncelli, Bernardo K.
Published in Computational optimization and applications (01.04.2019)
Published in Computational optimization and applications (01.04.2019)
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Journal Article
A provisioning problem with stochastic payments
Pagnoncelli, Bernardo K., Vanduffel, Steven
Published in European journal of operational research (01.09.2012)
Published in European journal of operational research (01.09.2012)
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Journal Article
A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift
Gamboa, Carlos, Silva, Thuener, Valladão, Davi, Pagnoncelli, Bernardo K., Homem-de-Mello, Tito, Vieira, Bruno, Teixeira, Alex
Published in TOP (01.10.2020)
Published in TOP (01.10.2020)
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Journal Article
The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases
Piazza, Adriana, Pagnoncelli, Bernardo K.
Published in Journal of economics (Vienna, Austria) (01.06.2015)
Published in Journal of economics (Vienna, Austria) (01.06.2015)
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Journal Article