Bernardo Freitas Paulo da Costa

Publication Activity (10 Years)

Years Active: 2022-2023
Publications (10 Years): 3

Top Topics

Stochastic Optimization

Dynamic Programming

Top Venues

Oper. Res. Lett.

Eur. J. Oper. Res.

Publications

Bernardo Freitas Paulo da Costa, Silvana M. Pesenti, Rodrigo S. Targino
Risk budgeting portfolios from simulations. Eur. J. Oper. Res. 311 (3) (2023)
Bernardo Freitas Paulo da Costa, Vincent Leclère
Dual SDDP for risk-averse multistage stochastic programs. Oper. Res. Lett. 51 (3) (2023)
Shabbir Ahmed, Filipe Goulart Cabral, Bernardo Freitas Paulo da Costa
Stochastic Lipschitz dynamic programming. Math. Program. 191 (2) (2022)