- Constant Depth Decision Rules, LACIAM, Rio de Janeiro, Brazil, 2023.
- Constant Depth Decision Rules, SICO 2022, Autrans, France, 2022.
- Semi-plenary talk "Some recent advances on solution methods for stochastic dynamic programming equations" at the Internation Conference on Stochastic Programming, Trondheim, Norway, 2019.
- Some recent advances on solution methods for stochastic dynamic programming equations, Workshop on algorithms for stochastic optimization programs applied in the energy sector, FGV, Rio de Janeiro, Brazil, 2019.
- Multistage Stochastic Convex Programs with a Random Number of Stages: Modelling and Solution Methods. XIV International Conference on Stochastic Programming, Buzios, Brazil, 2016.
- Convergence of risk-averse decomposition methods for multistage stochastic convex programs. 22nd International Symposium on Mathematical Programming, Pittsburgh, USA, 2015.
- Risk-averse mirror descent for convex and uniformly convex stochastic programs with applications to hypotheses testing of risk measures. X Brazilian Workshop on Continuous Optimization, Florionopolis, Brazil, 2014.
- Joint dynamic chance constraints with projected linear decision rules. XIII International Conference on Stochastic Programming, Bergamo, Italy, 2013.
- Joint dynamic chance constraints with linear decision rules. Workshop on Stochastic Optimization organized by B. Pagnoncelli and T. Homem-de-Mello, Vina del Mar, 2013.
- SDDP for multistage stochastic programs based on extended polyhedral risk measures. 21st International Symposium on Mathematical Programming, Berlin, Germany, 2012.
- The value of rolling horizon policies for risk-averse hydro thermal planning. Siam Conference on Optimization, Darmsdtadt, Germany, 2011.
- A Robust Approach to Handle Risk Contraints in Long and Mid-term Energy Planning of Hydro-thermal Systems, Mathematics and Finance: Research in Options, Buzios, Brazil, 2007.
- SDDP for stochastic programs based on extended polyhedral risk measures. XII International Conference on Stochastic Programming, Halifax, Canada, 2010.
- Robust electricity generation management. International workshop on optimization frameworks for industrial applications, Paris, France, 2005.
- Large-scale resource allocation problem: when dimension does not spell disaster. 25th European Meeting of Statisticians, Oslo, Norway, 2005.
- Operation of an ambulance fleet under uncertainty. 2023 IISE Annual Conference, New Orleans, USA, 2023.
- Joint dynamic chance constraints with linear decision rules for some multistage stochastic programs. IX Brazilian Workshop on Continuous Optimization, Luis Correia, Brazil, 2012.
- Pricing of LNG contracts with cancellation options. International Conference on Computational Management Science, Vienna, Austria, 2010.
- SDDP for stochastic programs based on extended polyhedral risk measures. International Conference on Continuous Optimization (ICCOPT), Santiago, Chile, 2010.
- Risk-averse adaptive strategies for large-scale multistage stochastic linear programming, VIII Brazilian Workshop on Continuous Optimization, Mambucaba, Brazil, 2009.
- A Robust Approach to Handle Risk Contraints in Long and Mid-term Energy Planning of Hydro-thermal Systems. International Conference on Engineering Optimization, Rio de Janeiro, Brazil, 2008.
- Statistical inference for stochastic optimization. Journ'ees de statistique math'ematique de Luminy, France, 2005.
- Application of Robust Counterpart Techniques to Production Management. 18th International Symposium on Mathematical Programming, Copenhagen, Denmark, 2003.
- Application of Robust Counterpart Techniques to Production Management. Annual International Conference of the German Operations Research Society, University of Heidelberg, 2003.
- Calibration of the covariance matrix in finance for stable and robust portfolio selection. Aegean Conferences, 4th International Conference on Frontiers on Global Optimization, Santorini, Greece, 2003.
- Constant Depth Decision Rules, Optimization seminar, LMA, Avignon, France, 2022.
- Constant Depth Decision Rules, Online Brazilian seminar of continuous optimization, 2020.
- Some recent advances on solution methods for stochastic dynamic programming equations, workshop Stochastic Programming models and algorithms for energy planning, Rio de Janeiro, FGV, 2019.
- Inexact cuts for value functions of convex optimization problems, optimization seminar, Georges Washington University, Washington DC, USA, 2018.
- Inexact cuts for value functions of convex optimization problems, FGV-EMAp seminar, FGV, Rio de Janeiro, Brazil, 2018.
- Multistage stochastic programs with a random number of stages: dynamic programming equations and solution methods, Optimization workshop (department of mathematics), UFRJ, Rio de Janeiro, Brazil, 2018.
- Modelling in Applied Mathematics: steps and examples. Divulgation seminar for high school students, Pedro II high school (Humaita campus), Rio de Janeiro, Brazil, 2017.
- Modelling in Applied Mathematics: steps and examples. Divulgation seminar for high school students, CEFET high school, Rio de Janeiro (Maracana Campus), Brazil, 2017.
- Hypothesis testing using Euclidean separation. Statistics seminar, department of statistics, UFRJ, Rio de Janeiro, Brazil, 2017.
- Hypothesis testing via Euclidean separation. Optimization seminar, WIAS, Berlin, Germany, 2017.
- Inexact Dual Dynamic Programming. Optimization seminar, UFSC, Florian'opolis, Brazil, 2016.
- Modelling in Applied Mathematics. Divulgation seminar for high school students, Pedro II high school (Humaita campus), Rio de Janeiro, Brazil, 2015.
- Hypotheses testing on the optimal values of several risk-neutral or risk-averse convex stochastic programs and application to hypotheses testing on several risk measure values. Statistics seminar, University of Vienna, Austria, 2015.
- Convergence analysis of sampling-based decomposition methods for risk-averse multi-stage stochastic convex programs. Optimization seminar, Humboldt University, Berlin, Germany, 2015.
- Risk-averse stochastic optimization and applications to hypothesis testing. Optimization seminar, UFBA, Salvador, Bahia, 2013.
- Joint dynamic chance constraints with projected linear decision rules. Workshop on Optimization and Statistics, School of Applied Mathematics/FGV, Rio de Janeiro, Brazil, 2013.
- Risk-averse multistage stochastic optimization. Seminar of the School of Applied Mathematics/FGV, Rio de Janeiro, Brazil, 2012.
- Risk-averse modellings for multistage stochastic optimization. Optimization seminar, Humboldt University, Berlin, Germany, 2010.
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection. Optimization seminar, Humboldt University, Berlin, Germany, 2010.
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection. IMPA, Rio de Janeiro, Brazil, 2009.
- Risk-averse stochastic dual dynamic programming. IMPA optimization seminar, Rio de Janeiro, Brazil, 2008.
- Stable portfolio selection. IMPA analysis seminar, Rio de Janeiro, Brazil, 2007.
- Stochastic optimization with spectral risk measures. IMPA optimization seminar, Rio de Janeiro, Brazil, 2007.
- Robust adaptive strategies for stochastic linear optimization problems. IMPA optimization seminar, Rio de Janeiro, Brazil, 2007.
- Adjustable robust counterparts and application to electricity production management. IMPA optimization seminar, Rio de Janeiro, Brazil, 2007.
- Short course (3 days) on robust optimization. Lectures given to PhD students in Pergamino, Argentina, 2007.
- Statistical inference for stochastic optimization. Seminar of Statistics, LJK, Grenoble, France, 2003.
- Calibration of the covariance matrix. Statistics seminar, INRIA, Grenoble, France, 2001.
- Lectures on stochastic and robust optimization at GDF R&D Department, France, 2001.