On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning. - Soares, Murilo Pereira; Street, Alexandre; Valladão, Davi Michel (Eur. J. Oper. Res., 2017)

Risk neutral and risk averse Stochastic Dual Dynamic Programming method. - Shapiro, Alexander; Tekaya, Wajdi; Costa, Joari Paulo da; Soares, Murilo Pereira (Eur. J. Oper. Res., 2013)

Worst-Case-Expectation Approach to Optimization Under Uncertainty. - Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Costa, Joari Paulo da (Oper. Res., 2013)