Vincent Guigues

Post docs

Benoit Tran, Framework for SDDP, bundle methods, 2021-2022.
Alan Delgado, Algorithms for chance constrained problems and application to ambulance localization, 2018-2019.
Wajdi Tekaya, Algorithms for multistage stochastic optimization, FGV, 2015-2018.
Elivelton Bueno, localization problems and hypothesis testing using convex optimization, FGV, 2015-2017.

Pablo Barros, 2024-. Advisor. Theory and applications in Convex Optimization.
Adriana Washington, FGV, 2024-. QCC method and Trust region SDDP. Advisor.
Victor Hugo do Nascimento, FGV, 2022-2025. Advisor. Allocation of ambulances to emergency calls under uncertainty and GPU implementation of a new method for solving SDP problems.

Lucas Rafael de Andrade, Models for spatiotemporal data with some missing locations and application to emergency calls models calibration, FGV, 2023, Advisor.
Andre Mazall Krauss, Models and algorithms for the allocation of ambulances to calls, FGV-PUC-Rio, 2022, co-advisor.
Michelle Bandarra. Essays in applied mathematics: estimation and bootstrap trajectories of blood offer models and extensions of Stochastic Dual Dynamic Programming, Mathematical Modelling of Information, FGV, 2017, Advisor. Recipient of the award best dissertation in Applied Mathematics defended in Brazil in 2017 by SBMAC.
Vinicius Neves Motta. Optimization model for the scheduling of the electric system including alternative energy fonts, Computer Science, UFRJ, 2017, Advisor.
Adriano Duarte da Silva. Forecasting comercial flights in four Brazilian airports, Mathematical Modelling of Information, FGV, 2016, Advisor.
Matheus Secco. Central limit theorems for risk averse optimization problems, Mathematical Modelling of Information, FGV, 2016, Advisor.
Marlon Pirchiner Moreira. Smoothing techniques applied to probabilistic seismic hazard analysis, Mathematical Modelling of Information, FGV, 2014, Advisor.
Luciano Varanis. Stochastic programming for pension fund, Mathematical Modelling of Information, FGV, 2014, Advisor.

Ari Guilherme Oliveira, Visualization tools for emergency calls management, FGV, 2020-2021.
Rodrigo Ribeiro, Visualization tools for emergency calls management, FGV, 2020-2021.
Bettina d'Avila Barros. Simulation and optimization of a blood bank, Applied Mathematics, FGV, 2015.
Carlos Alberto Correa Lopez. Pricing LNG contracts, Industrial Engineering, PUC-Rio, 2010.
Sergio Romani. Management of LNG contracts with cancellation option, Industrial Engineering, PUC-Rio, 2010.

Joao Victor Pereira, Routing problems for maximizing the number of deliveries per day, FGV-EMAP, 2025.
Fidel luis Como, Routing problems with time windows, FGV-EMAP, 2025.
Ramyro Correa, Ellipcenter Method for convex functions, FGV-EMAP, 2025.
Pablo Barros, Parallelizing the Circumcenter Reflection Method, FGV-EMAP, 2022.
Laura Chaves Miranda, Heuristics for the capacitated ambulance allocation problem, FGV-EMAP, 2022.
Carolina Monteiro Carneiro da Silva, Electricity pricing for interconnected agents, FGV- EMAp, 2022.
Group of 4 students, Adaptive estimation of mean and covariance matrices for portfolio selection, Applied Mathematics and Computer Science, ENSIMAG, 2004.
Group of 2 students, Portfolio selection using genetic algorithms, Applied Mathematics and Computer Science, ENSIMAG, 2004.