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Tito Homem-de-Mello
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2020 – today
- 2024
- [j35]Esnil Guevara, Frédéric Babonneau, Tito Homem-de-Mello:
Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach. Comput. Ind. Eng. 191: 110084 (2024) - [j34]Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Guido Lagos, Pablo Castañeda, Javier García:
Solving constrained consumption-investment problems by decomposition algorithms. Eur. J. Oper. Res. 319(1): 292-302 (2024) - 2022
- [j33]Tito Homem-de-Mello, Qingxia Kong, Rodrigo Godoy-Barba:
A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties. INFORMS J. Comput. 34(5): 2845-2865 (2022) - [j32]Tito Homem-de-Mello, Milos Kopa, David P. Morton:
Special Issue: Topics in Stochastic Programming. Math. Program. 191(1): 1-5 (2022) - [j31]Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello:
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance. SIAM J. Optim. 32(3): 1698-1727 (2022) - 2021
- [j30]Thuener Silva, Davi Michel Valladão, Tito Homem-de-Mello:
A data-driven approach for a class of stochastic dynamic optimization problems. Comput. Optim. Appl. 80(3): 687-729 (2021) - [j29]Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello:
Decomposition methods for Wasserstein-based data-driven distributionally robust problems. Oper. Res. Lett. 49(5): 696-702 (2021) - [i1]Joaquim Dias Garcia, Alexandre Street, Tito Homem-de-Mello, Francisco D. Muñoz:
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting. CoRR abs/2102.13273 (2021) - 2020
- [j28]Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli:
An ADMM algorithm for two-stage stochastic programming problems. Ann. Oper. Res. 286(1): 559-582 (2020)
2010 – 2019
- 2019
- [j27]Hélène Le Cadre, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Olivier Beaude:
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices. Eur. J. Oper. Res. 272(1): 270-291 (2019) - [j26]Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello:
Controlling risk and demand ambiguity in newsvendor models. Eur. J. Oper. Res. 279(3): 854-868 (2019) - [j25]Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello:
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. Math. Program. 173(1-2): 393-430 (2019) - 2018
- [j24]Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli:
Scenario reduction for stochastic programs with Conditional Value-at-Risk. Math. Program. 170(1): 327-356 (2018) - 2017
- [j23]Leilei Zhang, Tito Homem-de-Mello:
An Optimal Path Model for the Risk-Averse Traveler. Transp. Sci. 51(2): 518-535 (2017) - 2016
- [j22]Tito Homem-de-Mello, Bernardo K. Pagnoncelli:
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective. Eur. J. Oper. Res. 249(1): 188-199 (2016) - [j21]Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa:
Chance-constrained problems and rare events: an importance sampling approach. Math. Program. 157(1): 153-189 (2016) - 2015
- [j20]William L. Cooper, Tito Homem-de-Mello, Anton J. Kleywegt:
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition. Oper. Res. 63(1): 86-103 (2015) - 2014
- [j19]Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra:
Stochastically weighted stochastic dominance concepts with an application in capital budgeting. Eur. J. Oper. Res. 232(3): 572-583 (2014) - 2012
- [j18]Jonathan P. Turner, Soonhui Lee, Mark S. Daskin, Tito Homem-de-Mello, Karen R. Smilowitz:
Dynamic fleet scheduling with uncertain demand and customer flexibility. Comput. Manag. Sci. 9(4): 459-481 (2012) - [j17]Soonhui Lee, Jonathan P. Turner, Mark S. Daskin, Tito Homem-de-Mello, Karen R. Smilowitz:
Improving fleet utilization for carriers by interval scheduling. Eur. J. Oper. Res. 218(1): 261-269 (2012) - [j16]Soonhui Lee, Tito Homem-de-Mello, Anton J. Kleywegt:
Newsvendor-type models with decision-dependent uncertainty. Math. Methods Oper. Res. 76(2): 189-221 (2012) - [j15]Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra:
Sample average approximation of stochastic dominance constrained programs. Math. Program. 133(1-2): 171-201 (2012) - 2010
- [j14]Lijian Chen, Tito Homem-de-Mello:
Re-solving stochastic programming models for airline revenue management. Ann. Oper. Res. 177(1): 91-114 (2010) - [j13]Lijian Chen, Tito Homem-de-Mello:
Mathematical programming models for revenue management under customer choice. Eur. J. Oper. Res. 203(2): 294-305 (2010)
2000 – 2009
- 2009
- [j12]Tito Homem-de-Mello, Sanjay Mehrotra:
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints. SIAM J. Optim. 20(3): 1250-1273 (2009) - 2008
- [j11]Tito Homem-de-Mello:
On Rates of Convergence for Stochastic Optimization Problems Under Non--Independent and Identically Distributed Sampling. SIAM J. Optim. 19(2): 524-551 (2008) - 2007
- [j10]Tito Homem-de-Mello:
A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS J. Comput. 19(3): 381-394 (2007) - [j9]William L. Cooper, Tito Homem-de-Mello:
Some Decomposition Methods for Revenue Management. Transp. Sci. 41(3): 332-353 (2007) - 2006
- [j8]William L. Cooper, Tito Homem-de-Mello, Anton J. Kleywegt:
Models of the Spiral-Down Effect in Revenue Management. Oper. Res. 54(5): 968-987 (2006) - [c3]Shane S. Drew, Tito Homem-de-Mello:
Quasi-Monte Carlo strategies for stochastic optimization. WSC 2006: 774-782 - 2005
- [j7]Krishna Chepuri, Tito Homem-de-Mello:
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method. Ann. Oper. Res. 134(1): 153-181 (2005) - [c2]Shane S. Drew, Tito Homem-de-Mello:
Some large deviations results for Latin hypercube sampling. WSC 2005: 673-681 - 2003
- [j6]Tito Homem-de-Mello:
Variable-sample methods for stochastic optimization. ACM Trans. Model. Comput. Simul. 13(2): 108-133 (2003) - 2002
- [j5]Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim:
Conditioning of convex piecewise linear stochastic programs. Math. Program. 94(1): 1-19 (2002) - [j4]Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello:
The Sample Average Approximation Method for Stochastic Discrete Optimization. SIAM J. Optim. 12(2): 479-502 (2002) - [c1]Tito Homem-de-Mello, Reuven Y. Rubinstein:
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy. WSC 2002: 310-319 - 2001
- [j3]Tito Homem-de-Mello:
Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems. Math. Oper. Res. 26(4): 741-768 (2001) - 2000
- [j2]Alexander Shapiro, Tito Homem-de-Mello:
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. SIAM J. Optim. 11(1): 70-86 (2000)
1990 – 1999
- 1998
- [j1]Alexander Shapiro, Tito Homem-de-Mello:
A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81: 301-325 (1998)
Coauthor Index
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