Bernardo K. Pagnoncelli

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 17

Top Topics

Private Information

Project Scheduling

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Oper. Res. Lett.

Publications

Tomás Gutierrez, Davi Valladão, Bernardo K. Pagnoncelli
PolieDRO: a novel classification and regression framework with non-parametric data-driven regularization. Mach. Learn. 113 (8) (2024)
Maryam Khatami, Thuener Silva, Bernardo K. Pagnoncelli, Lewis Ntaimo
Risk-averse multistage stochastic programs with expected conditional risk measures. Comput. Oper. Res. 172 (2024)
Patricio Lamas, Marcos Goycoolea, Bernardo K. Pagnoncelli, Alexandra M. Newman
A target-time-windows technique for project scheduling under uncertainty. Eur. J. Oper. Res. 314 (2) (2024)
Hamed Rahimian, Bernardo K. Pagnoncelli
Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs. SIAM J. Optim. 33 (3) (2023)
Adriana Piazza, Bernardo K. Pagnoncelli, Lewis Ntaimo
What is the optimal cutoff surface for ore bodies with more than one mineral? Oper. Res. Lett. 50 (2) (2022)
Gregory Keslin, Barry L. Nelson, Matthew Plumlee, Bernardo K. Pagnoncelli, Hamed Rahimian
A Classification Method for Ranking and Selection with Covariates. WSC (2022)
Peter Nesbitt, Lewis R. Blake, Patricio Lamas, Marcos Goycoolea, Bernardo K. Pagnoncelli, Alexandra M. Newman, Andrea Brickey
Underground mine scheduling under uncertainty. Eur. J. Oper. Res. 294 (1) (2021)
Marcos Goycoolea, Patricio Lamas, Bernardo K. Pagnoncelli, Adriana Piazza
Lane's Algorithm Revisited. Manag. Sci. 67 (5) (2021)
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
An ADMM algorithm for two-stage stochastic programming problems. Ann. Oper. Res. 286 (1) (2020)
Oscar Dowson, David P. Morton, Bernardo K. Pagnoncelli
Partially observable multistage stochastic programming. Oper. Res. Lett. 48 (4) (2020)
Gianpiero Canessa, Julian A. Gallego, Lewis Ntaimo, Bernardo K. Pagnoncelli
An algorithm for binary linear chance-constrained problems using IIS. Comput. Optim. Appl. 72 (3) (2019)
Hélène Le Cadre, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Olivier Beaude
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices. Eur. J. Oper. Res. 272 (1) (2019)
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
Scenario reduction for stochastic programs with Conditional Value-at-Risk. Math. Program. 170 (1) (2018)
Bernardo K. Pagnoncelli, Adriana Piazza
The optimal harvesting problem under price uncertainty: the risk averse case. Ann. Oper. Res. 258 (2) (2017)
Masato Wada, Felipe Delgado, Bernardo K. Pagnoncelli
A risk averse approach to the capacity allocation problem in the airline cargo industry. J. Oper. Res. Soc. 68 (6) (2017)
Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa
Chance-constrained problems and rare events: an importance sampling approach. Math. Program. 157 (1) (2016)
Tito Homem-de-Mello, Bernardo K. Pagnoncelli
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective. Eur. J. Oper. Res. 249 (1) (2016)
Adriana Piazza, Bernardo K. Pagnoncelli
The optimal harvesting problem under price uncertainty. Ann. Oper. Res. 217 (1) (2014)
Bernardo K. Pagnoncelli, Steven Vanduffel
A provisioning problem with stochastic payments. Eur. J. Oper. Res. 221 (2) (2012)
Bernardo K. Pagnoncelli, Daniel Reich, Marco C. Campi
Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection. J. Optim. Theory Appl. 155 (2) (2012)
Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications. J. Optimization Theory and Applications 142 (2) (2009)