Tito Homem-de-Mello

41 papers Misc 3Journal 38
YearRankTypeTitle / Venue / Authors
2025 J jnl
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting.
Oper. Res.
Joaquim Dias Garcia, Alexandre Street, Tito Homem-de-Mello, Francisco D. Muñoz
2024 J jnl
Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization.
CoRR
Tito Homem-de-Mello, Juan Valencia, Felipe Lagos, Guido Lagos
2024 J jnl
Solving constrained consumption-investment problems by decomposition algorithms.
Eur. J. Oper. Res.
Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Guido Lagos, Pablo Castañeda, Javier García
2024 J jnl
Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach.
Comput. Ind. Eng.
Esnil Guevara, Frédéric Babonneau, Tito Homem-de-Mello
2022 J jnl
A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties.
INFORMS J. Comput.
Tito Homem-de-Mello, Qingxia Kong, Rodrigo Godoy-Barba
2022 J jnl
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance.
SIAM J. Optim.
Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello
2022 J jnl
Special Issue: Topics in Stochastic Programming.
Math. Program.
Tito Homem-de-Mello, Milos Kopa, David P. Morton
2021 J jnl
A data-driven approach for a class of stochastic dynamic optimization problems.
Comput. Optim. Appl.
Thuener Silva, Davi Michel Valladão, Tito Homem-de-Mello
2021 J jnl
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting.
CoRR
Joaquim Dias Garcia, Alexandre Street, Tito Homem-de-Mello, Francisco D. Muñoz
2021 J jnl
Decomposition methods for Wasserstein-based data-driven distributionally robust problems.
Oper. Res. Lett.
Carlos Andrés Gamboa, Davi Michel Valladão, Alexandre Street, Tito Homem-de-Mello
2020 J jnl
An ADMM algorithm for two-stage stochastic programming problems.
Ann. Oper. Res.
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
2019 J jnl
Controlling risk and demand ambiguity in newsvendor models.
Eur. J. Oper. Res.
Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello
2019 J jnl
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices.
Eur. J. Oper. Res.
Hélène Le Cadre, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Olivier Beaude
2019 J jnl
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance.
Math. Program.
Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello
2018 J jnl
Scenario reduction for stochastic programs with Conditional Value-at-Risk.
Math. Program.
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
2017 J jnl
An Optimal Path Model for the Risk-Averse Traveler.
Transp. Sci.
Leilei Zhang, Tito Homem-de-Mello
2016 J jnl
Chance-constrained problems and rare events: an importance sampling approach.
Math. Program.
Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa
2016 J jnl
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective.
Eur. J. Oper. Res.
Tito Homem-de-Mello, Bernardo K. Pagnoncelli
2015 J jnl
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition.
Oper. Res.
William L. Cooper, Tito Homem-de-Mello, Anton J. Kleywegt
2014 J jnl
Stochastically weighted stochastic dominance concepts with an application in capital budgeting.
Eur. J. Oper. Res.
Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra
2012 J jnl
Dynamic fleet scheduling with uncertain demand and customer flexibility.
Comput. Manag. Sci.
Jonathan P. Turner, Soonhui Lee, Mark S. Daskin, Tito Homem-de-Mello, Karen R. Smilowitz
2012 J jnl
Improving fleet utilization for carriers by interval scheduling.
Eur. J. Oper. Res.
Soonhui Lee, Jonathan P. Turner, Mark S. Daskin, Tito Homem-de-Mello, Karen R. Smilowitz
2012 J jnl
Newsvendor-type models with decision-dependent uncertainty.
Math. Methods Oper. Res.
Soonhui Lee, Tito Homem-de-Mello, Anton J. Kleywegt
2012 J jnl
Sample average approximation of stochastic dominance constrained programs.
Math. Program.
Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra
2010 J jnl
Mathematical programming models for revenue management under customer choice.
Eur. J. Oper. Res.
Lijian Chen, Tito Homem-de-Mello
2010 J jnl
Re-solving stochastic programming models for airline revenue management.
Ann. Oper. Res.
Lijian Chen, Tito Homem-de-Mello
2009 J jnl
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints.
SIAM J. Optim.
Tito Homem-de-Mello, Sanjay Mehrotra
2008 J jnl
On Rates of Convergence for Stochastic Optimization Problems Under Non--Independent and Identically Distributed Sampling.
SIAM J. Optim.
Tito Homem-de-Mello
2007 J jnl
A Study on the Cross-Entropy Method for Rare-Event Probability Estimation.
INFORMS J. Comput.
Tito Homem-de-Mello
2007 J jnl
Some Decomposition Methods for Revenue Management.
Transp. Sci.
William L. Cooper, Tito Homem-de-Mello
2006 J jnl
Models of the Spiral-Down Effect in Revenue Management.
Oper. Res.
William L. Cooper, Tito Homem-de-Mello, Anton J. Kleywegt
2006 Misc conf
Quasi-Monte Carlo strategies for stochastic optimization.
WSC
Shane S. Drew, Tito Homem-de-Mello
2005 J jnl
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method.
Ann. Oper. Res.
Krishna Chepuri, Tito Homem-de-Mello
2005 Misc conf
Some large deviations results for Latin hypercube sampling.
WSC
Shane S. Drew, Tito Homem-de-Mello
2003 J jnl
Variable-sample methods for stochastic optimization.
ACM Trans. Model. Comput. Simul.
Tito Homem-de-Mello
2002 J jnl
Conditioning of convex piecewise linear stochastic programs.
Math. Program.
Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim
2002 Misc conf
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy.
WSC
Tito Homem-de-Mello, Reuven Y. Rubinstein
2002 J jnl
The Sample Average Approximation Method for Stochastic Discrete Optimization.
SIAM J. Optim.
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello
2001 J jnl
Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems.
Math. Oper. Res.
Tito Homem-de-Mello
2000 J jnl
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs.
SIAM J. Optim.
Alexander Shapiro, Tito Homem-de-Mello
1998 J jnl
A simulation-based approach to two-stage stochastic programming with recourse.
Math. Program.
Alexander Shapiro, Tito Homem-de-Mello