Stochastic Lipschitz dynamic programming S Ahmed, FG Cabral, BFP da Costa
Mathematical Programming, 1-39, 2020
26 2020 Deux exemples sur la dimension moyenne d’un espace de courbes de Brody B Freitas Paulo da Costa
Annales de l'Institut Fourier 63 (6), 2223-2237, 2013
11 2013 Dual SDDP for risk-averse multistage stochastic programs BFP da Costa, V Leclere
Operations Research Letters 51 (3), 332-337, 2023
8 2023 Sur les courbes de Brody dans BFP Da Costa, J Duval
Mathematische Annalen 355 (4), 1593-1600, 2013
8 2013 Risk budgeting portfolios from simulations BFP da Costa, SM Pesenti, RS Targino
European Journal of Operational Research, 2023
6 2023 Reaction–Diffusion models: From particle systems to SDE’s C da Costa, BFP da Costa, M Jara
Stochastic Processes and their Applications 129 (11), 4411-4430, 2019
2 2019 The role of extreme points for convex hull operations FG Cabral
MA thesis. Rio de Janeiro, Brazil: UFRJ, Instituto de Matemática. Advisor …, 2018
2 2018 Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations C da Costa, B Freitas Paulo da Costa, D Valesin
Journal of Theoretical Probability 36 (2), 1059-1087, 2023
1 2023 Nested distance for stagewise-independent processes FG Cabral, BFP da Costa
arXiv preprint arXiv:1711.10633, 2017
1 2017 Duality of upper bounds in stochastic dynamic programming BFP da Costa, V Leclere
2023 Problemas de otimização estocástica em horizonte periódico BFP da Costa, RT Figueiredo, A de Oliveira Calixto, DDJ Penna, ...
2022 Aceleração de Convergência para problemas de Otimização estocástica multiestágio BFP da Costa, IL de Freitas, RB Klausner, FG Cabral, JP da Costa, ...
2019 Courbes de Brody: dimension moyenne et distribution des valeurs B Freitas Paulo da Costa
Paris 11, 2012
2012 Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems L Merabet, BFP da Costa, V Leclère