| 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 | 688 | 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 | 139 | 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 | 60 | 2018 |
| 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 | 60 | 2016 |
| 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 | 41 | 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 | 36 | 2021 |
| 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 | 24 | 2019 |
| The optimal harvesting problem under price uncertainty A Piazza, BK Pagnoncelli Annals of Operations Research, 2014 | 21* | 2014 |
| 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 (6), 643-651, 2017 | 19 | 2017 |
| Partially observable multistage stochastic programming O Dowson, DP Morton, BK Pagnoncelli Operations Research Letters 48 (4), 505-512, 2020 | 18 | 2020 |
| 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 | 18 | 2019 |
| Incorporating convex risk measures into multistage stochastic programming algorithms BK Dowson, O., Morton, D. and Pagnoncelli Annals of Operations Research, 2022 | 17* | 2022 |
| The risk-averse ultimate pit problem G Canessa, E Moreno, BK Pagnoncelli Optimization and Engineering 22, 2655-2678, 2021 | 15 | 2021 |
| 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 | 14 | 2023 |
| Better management of production incidents in mining using multistage stochastic optimization L Reus, B Pagnoncelli, M Armstrong Resources Policy 63, 101404, 2019 | 14 | 2019 |
| The optimal harvesting problem under price uncertainty: the risk averse case BK Pagnoncelli, A Piazza Annals of Operations Research 258, 479-502, 2017 | 14* | 2017 |
| 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 | 13 | 2019 |
| Uma Introduçaoa Otimizaçao sob Incerteza HJ Bortolossi, BK Pagnoncelli III Bienal da Sociedade Brasileira de Matemática, 2006 | 13 | 2006 |
| Pension Funds in Mexico and Chile: A Risk-Reward Comparison H Schlechter, B Pagnoncelli, A Cifuentes Available at SSRN 3359920, 2019 | 11 | 2019 |
| An ADMM algorithm for two-stage stochastic programming problems S Arpón, T Homem-de-Mello, BK Pagnoncelli Annals of Operations Research 286 (1), 559-582, 2020 | 10 | 2020 |
Tito Homem-de-MelloProfessor. School of Business. Universidad Adolfo Ibañez.Adresse e-mail validée de uai.cl