Mi investigación desarrolla técnicas de aproximación y algoritmos para optimización estocástica y análisis variacional, con aplicaciones a modelamiento de equilibrio, sistemas de energía y matemáticas financieras.
Colaboradores: R.T. Rockafellar · Roger J-B Wets · Alejandro Jofré · Johannes Royset · Luis Briceño-Arias · Zhaomiao Guo · David Woodruff · Yueyue Fan · Robert Bassett
Publicaciones
(2026) Subgradient evolution of value functions in discrete-time optimal control Deride, J., Hermosilla, C., Solla, M. — Journal of Convex Analysis (aceptado)
(2025) Approximations of Rockafellians, Lagrangians, and Dual Functions Deride, J., Royset, J. — SIAM Journal on Optimization
(2024) A variational approach to a CDF estimation problem under stochastic ambiguity Deride, J., Royset, J., Urrea, F. — Set-Valued and Variational Analysis · Código
(2023) Intermediate Service Facility Planning in a Stochastic and Competitive Market Baghali, S., Guo, Z., Deride, J., Fan, Y. — Transportation Research Part C
(2023) A Primal-Dual Partial Inverse Splitting for Constrained Monotone Inclusions Briceño-Arias, L., Deride, J., López-Rivera, S., Silva, F.J. — Applied Mathematics and Optimization
(2021) One step estimation with scaled proximal methods Bassett, R., Deride, J. — Mathematics of Operations Research
(2021) Random Activations in Primal-Dual Splittings for Monotone Inclusions Briceño-Arias, L., Deride, J., Vega, C. — Journal of Optimization Theory and Applications
(2018) Maximum a Posteriori Estimators as a Limit of Bayes Estimators Bassett, R., Deride, J. — Mathematical Programming Series B
(2018) Constructing Probabilistic Scenarios for Wide-Area Solar Power Generation Woodruff, D.L., Deride, J. et al. — Solar Energy
(2017) Solving deterministic and stochastic equilibrium problems via augmented Walrasian Deride, J., Jofré, A., Wets, R.J-B. — Computational Economics
(2016) Infrastructure Planning for Fast Charging Stations in a Competitive Market Deride, J., Fan, Y., Guo, Z. — Transportation Research Part C
En revisión
Reaching an equilibrium of prices and holdings through direct buying and selling — Deride, J., Jofré, A., Rockafellar, R.T.
Solving equilibrium problems in economies with incomplete financial markets — Deride, J.
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations — Álvarez, S., Deride, J., Hermosilla, C.