Vitor L. de Matos

Publication Activity (10 Years)

Years Active: 2012-2018
Publications (10 Years): 4

Top Topics

Stochastic Model

Top Venues

Comput. Manag. Sci.

Ann. Oper. Res.

J. Comput. Appl. Math.

Publications

Andrew B. Philpott, Vitor L. de Matos, Lea Kapelevich
Distributionally robust SDDP. Comput. Manag. Sci. 15 (3-4) (2018)
Vitor L. de Matos, David P. Morton, Erlon Cristian Finardi
Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling. Ann. Oper. Res. 253 (2) (2017)
Vitor L. de Matos, Mauro A. G. Sierra, Erlon Cristian Finardi, Brigida U. Decker, André A. S. Milanezi
Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market. Comput. Manag. Sci. 12 (1) (2015)
Vitor L. de Matos, Andrew B. Philpott, Erlon Cristian Finardi
Improving the performance of Stochastic Dual Dynamic Programming. J. Comput. Appl. Math. 290 (2015)
Vitor L. de Matos, Paulo Vitor Larroyd, Erlon Cristian Finardi
Assessment of the Long-Term Hydrothermal Scheduling operation polices with alternative inflow modeling. PSCC (2014)
Andy Philpott, Vitor L. de Matos, Erlon Cristian Finardi
On Solving Multistage Stochastic Programs with Coherent Risk Measures. Oper. Res. 61 (4) (2013)
Andrew B. Philpott, Vitor L. de Matos
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion. Eur. J. Oper. Res. 218 (2) (2012)