Davi Michel Valladão

On the solution variability reduction of stochastic dual dynamic programming applied to energy planning

Alexandre Street, Murilo Pereira Soares, Davi Michel Valladão, 2014 .

A multistage linear stochastic programming model for optimal corporate debt management

Alvaro Veiga, Geraldo Veiga, Davi Michel Valladão, 2014, Eur. J. Oper. Res..

On the solution variability reduction of stochastic dual dynamic programming applied to energy planning

Alexandre Street, Murilo Pereira Soares, Davi Michel Valladão, 2014, 2014 IEEE PES General Meeting | Conference & Exposition.

An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets

Cristiano Fernandes, Alexandre Street, Davi Michel Valladão, 2016, Eur. J. Oper. Res..

Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences

Alexandre Street, Davi Michel Valladão, Birgit Rudloff, 2014, Eur. J. Oper. Res..

Decomposition methods for Wasserstein-based data-driven distributionally robust problems

Tito Homem-de-Mello, Alexandre Street, Davi Michel Valladão, 2021, Oper. Res. Lett..

A data-driven approach for a class of stochastic dynamic optimization problems

Thuener Silva, Tito Homem-de-Mello, Davi Michel Valladão, 2021, Computational Optimization and Applications.

Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints

Davi Michel Valladão, Alvaro Veiga, Álvaro Veiga, 2017 .