Bernardo Pagnoncelli
Bernardo Pagnoncelli
Associate Professor, SKEMA Business School
Verified email at
Cited by
Cited by
Sample average approximation method for chance constrained programming: theory and applications
BK Pagnoncelli, S Ahmed, A Shapiro
Journal of optimization theory and applications 142 (2), 399-416, 2009
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective
T Homem-de-Mello, BK Pagnoncelli
European Journal of Operational Research 249 (1), 188-199, 2016
Chance-constrained problems and rare events: an importance sampling approach
J Barrera, T Homem-de-Mello, E Moreno, BK Pagnoncelli, G Canessa
Mathematical Programming 157, 153-189, 2016
Scenario reduction for stochastic programs with conditional value-at-risk
S Arpón, T Homem-de-Mello, B Pagnoncelli
Mathematical Programming 170 (1), 327-356, 2018
Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
BK Pagnoncelli, D Reich, MC Campi
Journal of Optimization Theory and Applications 155, 707-722, 2012
Underground mine scheduling under uncertainty
P Nesbitt, LR Blake, P Lamas, M Goycoolea, BK Pagnoncelli, A Newman, ...
European Journal of Operational Research 294 (1), 340-352, 2021
The optimal harvesting problem under price uncertainty
A Piazza, BK Pagnoncelli
Annals of Operations Research, 2014
Partially observable multistage stochastic programming
O Dowson, DP Morton, BK Pagnoncelli
Operations Research Letters 48 (4), 505-512, 2020
A risk averse approach to the capacity allocation problem in the airline cargo industry
M Wada, F Delgado, BK Pagnoncelli
Journal of the Operational Research Society 68, 643-651, 2017
A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty
F Delgado, R Trincado, BK Pagnoncelli
Transportation Research Part E: Logistics and Transportation Review 131, 292-307, 2019
Better management of production incidents in mining using multistage stochastic optimization
L Reus, B Pagnoncelli, M Armstrong
Resources Policy 63, 101404, 2019
Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?
T Gutierrez, B Pagnoncelli, D Valladão, A Cifuentes
Insurance: Mathematics and Economics 86, 134-144, 2019
Designing coalition-based fair and stable pricing mechanisms under private information on consumers’ reservation prices
H Le Cadre, B Pagnoncelli, T Homem-De-Mello, O Beaude
European Journal of Operational Research 272 (1), 270-291, 2019
The optimal harvesting problem under price uncertainty: the risk averse case
BK Pagnoncelli, A Piazza
Annals of Operations Research 258, 479-502, 2017
Uma Introduçaoa Otimizaçao sob Incerteza
HJ Bortolossi, BK Pagnoncelli
III Bienal da Sociedade Brasileira de Matemática, 2006
Incorporating convex risk measures into multistage stochastic programming algorithms
BK Dowson, O., Morton, D. and Pagnoncelli
Annals of Operations Research, 2022
The risk-averse ultimate pit problem
G Canessa, E Moreno, BK Pagnoncelli
Optimization and Engineering 22, 2655-2678, 2021
Pension Funds in Mexico and Chile: A Risk-Reward Comparison
H Schlechter, B Pagnoncelli, A Cifuentes
Available at SSRN 3359920, 2019
The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases
A Piazza, BK Pagnoncelli
Journal of Economics 115, 175-194, 2015
A synthetic data-plus-features driven approach for portfolio optimization
BK Pagnoncelli, D Ramírez, H Rahimian, A Cifuentes
Computational Economics 62 (1), 187-204, 2023
The system can't perform the operation now. Try again later.
Articles 1–20