| 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 | | |
Filipe CabralGeorgia Institute of TechnologyVerified email at gatech.edu
