Murilo Pereira Soares

Publications

374

Citations

H-Index

2010

Active since

Affiliations

Pontifícia Universidade Católica do Rio de Janeiro(Current)

Georgia Institute of Technology

Murilo Pereira Soares is an author at Pontifícia Universidade Católica do Rio de Janeiro specializing in mathematical programming, dynamic programming, and systems engineering.

Top concepts

EngineeringDynamic ProgrammingSystems EngineeringMathematical ProgrammingEnergy ManagementOperations ResearchStochastic OptimizationSmart GridData SciencePower Systems

Publications per year

2010–2016

Publications

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa et al. · European Journal of Operational Research · 2012 · 252 citations

Mathematical Programming, Engineering, Dynamic Optimization +8

Worst-Case-Expectation Approach to Optimization Under Uncertainty

Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares et al. · Operations Research · 2013 · 45 citations

Mathematical Programming, Engineering, Operations Research +18

On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning

Murilo Pereira Soares, Alexandre Street, Davi Valladão · European Journal of Operational Research · 2016 · 40 citations

Mathematical Programming, Engineering, Energy Efficiency +9

Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm

Bruno H. Dias, André Luís Marques Marcato, Reinaldo Castro Souza et al. · Mathematical Problems in Engineering · 2010 · 37 citations · Full text

Mathematical Programming, State Space Discretization, Engineering +14

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