Man

Bernardo Pagnoncelli Kulnig

Associate Professor

Universidad Adolfo Ibáñez

Santiago, Chile

Líneas de Investigación


My research is in the field of decision making under uncertainty. I study theory and algorithms of optimization problems in which some of the parameters are unknown. Applications: pension funds, natural resources, energy and transportation

Educación

  •  Mathematics, Pontifícia Universidade Católica do Rio de Janeiro. Brasil, 2009
  •  Mathematics, Pontifícia Universidade Católica do Rio de Janeiro. Brasil, 2004
  •  Mathematics, Pontifícia Universidade Católica do Rio de Janeiro. Brasil, 2002

Experiencia Académica

  •   Assistant Professor Full Time

    Universidad Adolfo Ibáñez

    Santiago, Chile

    2009 - 2015

  •   Associate Professor Full Time

    UNIVERSIDAD ADOLFO IBANEZ

    Santiago, Chile

    2015 - A la fecha

Experiencia Profesional

  •   Assistant Professor Full Time

    Universidad Adolfo Ibáñez

    Santiago, Chile

    2009 - A la fecha

Formación de Capital Humano


Current students:

Patricio Lamas, Ph.D. in Industrial Engineering and Operations Research. UAI, Chile. Expected graduation: 2020 (co-guided with Marcos Goycoolea).
Tomás Gutierrez, Ph.D. in Industrial Engineering. PUC-Rio, Brazil. Expected graduation: 2022 (co-guided with Davi Valladão).
Domingo Ramírez, collaborator in the project "Pension fund calculator''

Past Students

Gianpiero Canessa, Ph.D. in Industrial Engineering and Operations Research. ``Static risk-averse models with applications to mining''. UAI, Chile. 2019. First position: Post-doc at KTH Sweden, Mathematics Department.
Hans Schlechter. Research Assistant in my Fondecyt Grant 1170178, 2018-2019. First position: Ministry of Labor, Chile.
Tomás Gutierrez, M.Sc. in Industrial Engineering. "Can Asset Allocation Limits Determine Portfolio Risk-Return Profiles in DC Pension Schemes?'' PUC-Rio, Brazil. 2019 (co-guided with Davi Valladão). First position: Ph.D. Student at PUC-Rio, Brazil.
Sebastian Arpon, Ph.D. in Management. "Tractable Scenario Approximations and Decomposition Techniques to Solve Two Stage Stochastic Programming Problems and Applications in Energy'', 2018 (co-directed with Tito Homem-de-Mello). First position: Chief Data Scientist, Matrix, Santiago, Chile.
Javier García. M.Sc. in Financial Engineering. "Life-cycle problems solved using Stochastic Dual Dynamic Programming (SDDP)'', 2016
(co-directed with Tito Homem-de-Mello and Pablo Castañeda). First position: Financial Business Analyst, Soprole, Santiago, Chile.
Ricardo Trincado. External collaborator in his master thesis, 2016 (Advisor: Felipe Delgado). First position: Senior Associate Consultant, Bain \& Company, Chile.
Masato Wada. External collaborator in his master thesis, 2015 (Advisor: Felipe Delgado). First position: Senior project engineer, Miebach Consulting, Santiago, Chile.
Felipe Del Canto. Research Assistant in my Fondecyt Grant 1170178, 2018. First position: Master's in Economics, PUC-Chile, Santiago, Chile.
Francisco Hawas - Research Assistant at UAI


Premios y Distinciones

  •   Patrick and Amy McCarter Fellow in Residence

    NORTHWESTERN UNIVERSITY

    Estados Unidos, 2018

    I was selected as the Patrick and Amy McCarter Fellow in Residence and spent one year as a visiting Associate Professor at the IEMS Department, at Northwestern University

  •   Best Researcher Award

    UNIVERSIDAD ADOLFO IBANEZ

    Chile, 2015

    I was selected as the best researcher of the Business School in the year of 2015


 

Article (29)

A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift
An ADMM algorithm for two-stage stochastic programming problems
Lane's Algorithm Revisited
Partially observable multistage stochastic optimization
PERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are Needed
A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty
An algorithm for binary linear chance-constrained problems using IIS
Better management of production incidents in mining using multistage stochastic optimization
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices
Scenario reduction for stochastic programs with Conditional Value-at-Risk
A risk averse approach to the capacity allocation problem in the airline cargo industry
A two-step hybrid investment strategy for pension funds
Chance-constrained problems and rare events: an importance sampling approach
Credit-Risk Behavior of Homogeneous Portfolios: A Theoretical Result with Surprising Practical Implications
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective
The optimal harvesting problem under price uncertainty: the risk averse case
The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases
Credit risk assessment of fixed income portfolios using explicit expressions
Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions
Demistifying credit risk derivatives and securitization: introducing the basic ideas to undergraduates
Demystifying Credit Risk Derivatives and Securitization: Introducing the Basic Ideas to Undergraduates
The optimal harvesting problem under price uncertainty
The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases
The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases
A provisioning problem with stochastic payments
Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection
Sample Average Approximation method for chance constrained programming: theory and applications
How good are default investment policies in defined contribution pension plans?

Proyecto (7)

Production maximization of oil in off-shore platforms that use gas-lift.
Large scale optimization and uncertainty=> Challenges in strategic mine planning. An interdisciplinary approach
Centralized versus Decentralized Energy Management in a Stochastic Setting
MULTISTAGE STOCHASTIC OPTIMIZACION APPLIED TO FINANCE AND MINING
Latin America Stochastic Optimization Network (LASON)
MODELS AND STRATEGIES FOR MULTI-STAGE STOCHASTIC PROGRAMS WITH RISK CONTROL
Industrial and Management Science Applications
28
Bernardo Pagnoncelli

Associate Professor

Business School

Universidad Adolfo Ibáñez

Santiago, Chile

4
Tito Brelaz

Professor

School of Business

Universidad Adolfo Ibanez

Santiago, Chile

3
Adriana Piazza

Profesora Asociada

Escuela de Negocios

Universidad de Chile

Santiago, Chile

2
Felipe Delgado

Assistant Professor

Transport Engineering and Logistics

Pontificia Universidad Católica de Chile

Santiago, Chile

1
Eduardo Moreno

Full Professor

Faculty of Engineering and Sciences

Universidad Adolfo Ibañez

Peñalolen, Chile

1
Javiera Barrera

Profesora Asociada

FACULTAD DE INGENIERÍA Y CIENCIAS

Universidad Adolfo Ibañez

Santiago, Chile

1
Lorenzo Reus

Profesor Asociado

UNIVERSIDAD ADOLFO IBANEZ

Santiago, Chile