Davi Michel Valladão

According to our database, Davi Michel Valladão authored at least 10 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Two-Stage ML-Guided Decision Rules for Sequential Decision Making under Uncertainty.

Andrew W. Rosemberg, Alexandre Street, Davi Michel Valladão, Pascal Van Hentenryck

CoRR, 2024

2022

On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems.

Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street

Optim. Lett., 2022

2021

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

Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello

Oper. Res. Lett., 2021

Assessing the Cost of Network Simplifications in Long-Term Hydrothermal Dispatch Planning Models.

Andrew W. Rosemberg, Alexandre Street, Joaquim Dias Garcia, Davi Michel Valladão, Thuener Silva, Oscar Dowson

CoRR, 2021

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

Thuener Silva, Davi Michel Valladão, Tito Homem-de-Mello

Comput. Optim. Appl., 2021

2019

Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns.

Davi Michel Valladão, Thuener Silva, Marcus Poggi

Ann. Oper. Res., 2019

2017

On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning.

Murilo Pereira Soares, Alexandre Street, Davi Michel Valladão

Eur. J. Oper. Res., 2017

2016

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

Betina Fernandes, Alexandre Street, Davi Michel Valladão, Cristiano Fernandes

Eur. J. Oper. Res., 2016

2014

A multistage linear stochastic programming model for optimal corporate debt management.

Davi Michel Valladão, Álvaro Veiga, Geraldo Veiga

Eur. J. Oper. Res., 2014

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

Birgit Rudloff, Alexandre Street, Davi Michel Valladão

Eur. J. Oper. Res., 2014