Vitor Luiz de Matos

Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion

Andy Philpott, Vitor Luiz de Matos · European Journal of Operational Research · 2011 · 207 citations

Mathematical Programming, Engineering, Stochastic Optimization +7

Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling

Tito Homem‐de‐Mello, Vitor Luiz de Matos, Erlon Cristian Finardi · Energy Systems · 2011 · 142 citations

Mathematical Programming, Engineering, Stochastic Optimization +8

Improving the performance of Stochastic Dual Dynamic Programming

Vitor Luiz de Matos, Andy Philpott, Erlon Cristian Finardi · Journal of Computational and Applied Mathematics · 2015 · 102 citations

Mathematical Programming, Engineering, Dynamic Programming +4

A computational study of a stochastic optimization model for long term hydrothermal scheduling

Vitor Luiz de Matos, Erlon Cristian Finardi · International Journal of Electrical Power & Energy Systems · 2012 · 60 citations

Mathematical Programming, Stochastic Optimization Model, Computational Study +10

Performance evaluation and energy production optimization in the real-time operation of hydropower plants

Marina Machado Córdova, Erlon Cristian Finardi, F.A.C. Ribas et al. · Electric Power Systems Research · 2014 · 46 citations

Engineering, Water Energy, Energy Efficiency +8