Main Publications

Maryam Khatami, Thuener Silva, Bernardo K. Pagnoncelli, Lewis Ntaimo, Risk-Averse Multistage Stochastic Programs with Expected Conditional Risk Measures, Submitted, under review.

Thuener Silva, Davi Valladão and Tito Homem-de-Mello, A Data-Driven Approach for a Class of Stochastic Dynamic Optimization Problems, Computational Optimization and Applications, Sep. 2021.

Mateus Waga, Davi Valladão, Alexandre Street and Thuener Silva, Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies, Computational Economics, Sep. 2021.

Carlos Gamboa, Thuener Silva, Davi Valladão, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Bruno Vieira & Alex Teixeira, A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift, TOP, Feb. 2020.

Carlos E. Andrade, Thuener Silva and Luciana S. Pessoa Minimizing flowtime in a flowshop scheduling problem with a biased random-key genetic algorithm, Expert Systems with Applications, Aug. 2019.

Davi Valladão, Thuener Silva and Marcus Poggi, Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns, Annals of Operations Research, Aug. 2018.

Thuener Silva, Plácido R. Pinheiro and Marcus Poggi, A More Human-like Portfolio Optimization, European Journal of Operational Research, Jan. 2017.