Davi Michel Valladão

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 7

Top Topics

Decision Models

Portfolio Optimization

Top Venues

Eur. J. Oper. Res.

Oper. Res. Lett.

Ann. Oper. Res.

Publications

Andrew W. Rosemberg, Alexandre Street, Davi Michel Valladão, Pascal Van Hentenryck
Two-Stage ML-Guided Decision Rules for Sequential Decision Making under Uncertainty. CoRR (2024)
Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street
On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems. Optim. Lett. 16 (9) (2022)
Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello
Decomposition methods for Wasserstein-based data-driven distributionally robust problems. Oper. Res. Lett. 49 (5) (2021)
Thuener Silva, Davi Michel Valladão, Tito Homem-de-Mello
A data-driven approach for a class of stochastic dynamic optimization problems. Comput. Optim. Appl. 80 (3) (2021)
Davi Michel Valladão, Thuener Silva, Marcus Poggi
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns. Ann. Oper. Res. 282 (1-2) (2019)
Murilo Pereira Soares, Alexandre Street, Davi Michel Valladão
On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning. Eur. J. Oper. Res. 258 (2) (2017)
Betina Fernandes, Alexandre Street, Davi Michel Valladão, Cristiano Fernandes
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. Eur. J. Oper. Res. 255 (3) (2016)
Birgit Rudloff, Alexandre Street, Davi Michel Valladão
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences. Eur. J. Oper. Res. 234 (3) (2014)
Davi Michel Valladão, Álvaro Veiga, Geraldo Veiga
A multistage linear stochastic programming model for optimal corporate debt management. Eur. J. Oper. Res. 237 (1) (2014)