Tito Homem-de-Mello

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 16

Top Topics

Capital Budgeting

Robust Optimization

Stochastic Programming

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

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 (2024)
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) (2022)
Tito Homem-de-Mello, Milos Kopa, David P. Morton
Special Issue: Topics in Stochastic Programming. Math. Program. 191 (1) (2022)
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) (2022)
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 (2021)
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) (2021)
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) (2021)
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
An ADMM algorithm for two-stage stochastic programming problems. Ann. Oper. Res. 286 (1) (2020)
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) (2019)
Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello
Controlling risk and demand ambiguity in newsvendor models. Eur. J. Oper. Res. 279 (3) (2019)
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) (2019)
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
Scenario reduction for stochastic programs with Conditional Value-at-Risk. Math. Program. 170 (1) (2018)
Leilei Zhang, Tito Homem-de-Mello
An Optimal Path Model for the Risk-Averse Traveler. Transp. Sci. 51 (2) (2017)
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) (2016)
Tito Homem-de-Mello, Bernardo K. Pagnoncelli
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective. Eur. J. Oper. Res. 249 (1) (2016)
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) (2015)
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) (2014)
Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra
Sample average approximation of stochastic dominance constrained programs. Math. Program. 133 (1-2) (2012)
Soonhui Lee, Tito Homem-de-Mello, Anton J. Kleywegt
Newsvendor-type models with decision-dependent uncertainty. Math. Methods Oper. Res. 76 (2) (2012)
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) (2012)
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) (2012)
Lijian Chen, Tito Homem-de-Mello
Mathematical programming models for revenue management under customer choice. Eur. J. Oper. Res. 203 (2) (2010)
Lijian Chen, Tito Homem-de-Mello
Re-solving stochastic programming models for airline revenue management. Ann. Oper. Res. 177 (1) (2010)
Tito Homem-de-Mello, Sanjay Mehrotra
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints. SIAM J. Optim. 20 (3) (2009)
Tito Homem-de-Mello
On Rates of Convergence for Stochastic Optimization Problems Under Non--Independent and Identically Distributed Sampling. SIAM J. Optim. 19 (2) (2008)
William L. Cooper, Tito Homem-de-Mello
Some Decomposition Methods for Revenue Management. Transp. Sci. 41 (3) (2007)
Tito Homem-de-Mello
A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS J. Comput. 19 (3) (2007)
Shane S. Drew, Tito Homem-de-Mello
Quasi-Monte Carlo strategies for stochastic optimization. WSC (2006)
William L. Cooper, Tito Homem-de-Mello, Anton J. Kleywegt
Models of the Spiral-Down Effect in Revenue Management. Oper. Res. 54 (5) (2006)
Krishna Chepuri, Tito Homem-de-Mello
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method. Ann. Oper. Res. 134 (1) (2005)
Shane S. Drew, Tito Homem-de-Mello
Some large deviations results for Latin hypercube sampling. WSC (2005)
Tito Homem-de-Mello
Variable-sample methods for stochastic optimization. ACM Trans. Model. Comput. Simul. 13 (2) (2003)
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello
The Sample Average Approximation Method for Stochastic Discrete Optimization. SIAM J. Optim. 12 (2) (2002)
Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim
Conditioning of convex piecewise linear stochastic programs. Math. Program. 94 (1) (2002)
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)
Tito Homem-de-Mello
Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems. Math. Oper. Res. 26 (4) (2001)
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) (2000)
Alexander Shapiro, Tito Homem-de-Mello
A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81 (1998)