default search action
Tito Homem-de-Mello
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
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
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-09-10 02:09 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint