Tito Homem-de-Mello

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Alexander ShapiroProfessor, Georgia TechVerified email at isye.gatech.edu
Güzin BayraksanProfessor, the Ohio State UniversityVerified email at osu.edu
Bernardo PagnoncelliFull Professor, SKEMA Business SchoolVerified email at skema.edu
Sanjay MehrotraProfessor of Industrial Engineering, Northwestern UniversityVerified email at northwestern.edu
William L. CooperUniversity of MinnesotaVerified email at umn.edu
Frederic BabonneauFull Professor and Head of the Center of Excellence for Supply Chain (CESIT) KEDGE Business SchoolVerified email at kedgebs.com
Jian HuAssociate Professor of Industrial & Manufacturing Systems Engineering, University of Michigan - DearbornVerified email at umich.edu
Yu Marco NieProfessor of Civil and Environmental Engineering, Northwestern UniversityVerified email at northwestern.edu
Hamed RahimianAssistant Professor at Clemson UniversityVerified email at clemson.edu
Davi Michel ValladãoLAMPS PUC-Rio, Industrial Engineering - PUC-RioVerified email at puc-rio.br
Erlon FinardiUniversidade Federal de Santa Catarina, LabPlanVerified email at ufsc.br
Guido LagosAssistant Professor, Universidad Adolfo IbáñezVerified email at uai.cl
Karen SmilowitzNorthwestern UniversityVerified email at northwestern.edu
Stefano MoretPrincipal Investigator & Group Leader, ETH ZurichVerified email at ethz.ch
Mark DaskinProfessor of Industrial and Operations Engineering, University of MichiganVerified email at umich.edu
Javiera BarreraUniversidad Adolfo IbáñezVerified email at uai.cl
Thuener Armando da SilvaPUC-RioVerified email at inf.puc-rio.br
Denis SaureUniversity of ChileVerified email at dii.uchile.cl
Jonathan TurnerSenior Manager, Client Services, LeanTaaSVerified email at leantaas.com
Xing WuAssociate Professor of Civil Engineering, Lamar UniversityVerified email at lamar.edu

Tito Homem-de-Mello

Professor. School of Business. Universidad Adolfo Ibañez.

Verified email at uai.cl

Optimization under uncertainty.


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The sample average approximation method for stochastic discrete optimization AJ Kleywegt, A Shapiro, T Homem-de-Mello SIAM Journal on optimization 12 (2), 479-502, 2002	2526	2002
A simulation-based approach to two-stage stochastic programming with recourse A Shapiro, T Homem-de-Mello Mathematical Programming 81 (3), 301-325, 1998	416	1998
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs A Shapiro, T Homem-de-Mello SIAM journal on optimization 11 (1), 70-86, 2000	414	2000
Monte Carlo sampling-based methods for stochastic optimization T Homem-de-Mello, G Bayraksan Surveys in Operations Research and Management Science 19 (1), 56-85, 2014	390	2014
Models of the spiral-down effect in revenue management WL Cooper, T Homem-de-Mello, AJ Kleywegt Operations research 54 (5), 968-987, 2006	298	2006
Solving the vehicle routing problem with stochastic demands using the cross-entropy method K Chepuri, T Homem-De-Mello Annals of Operations Research 134, 153-181, 2005	225	2005
Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling T Homem-de-Mello, VL De Matos, EC Finardi Energy Systems 2 (1), 1-31, 2011	187	2011
Variable-sample methods for stochastic optimization T Homem-De-Mello ACM Transactions on Modeling and Computer Simulation (TOMACS) 13 (2), 108-133, 2003	172	2003
On rates of convergence for stochastic optimization problems under non–independent and identically distributed sampling T Homem-de-Mello SIAM Journal on Optimization 19 (2), 524-551, 2008	146	2008
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective T Homem-de-Mello, BK Pagnoncelli European Journal of Operational Research 249 (1), 188-199, 2016	139	2016
Sample average approximation of stochastic dominance constrained programs J Hu, T Homem-de-Mello, S Mehrotra Mathematical programming 133 (1), 171-201, 2012	108	2012
Learning and pricing with models that do not explicitly incorporate competition WL Cooper, T Homem-de-Mello, AJ Kleywegt Operations research 63 (1), 86-103, 2015	104	2015
Conditioning of convex piecewise linear stochastic programs A Shapiro, T Homem-de-Mello, J Kim Mathematical Programming 94 (1), 1-19, 2002	103	2002
Finding optimal material release times using simulation-based optimization T Homem-de-Mello, A Shapiro, ML Spearman Management Science 45 (1), 86-102, 1999	98	1999
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance H Rahimian, G Bayraksan, T Homem-de-Mello Mathematical Programming 173 (1), 393-430, 2019	94	2019
A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints T Homem-de-Mello, S Mehrotra SIAM Journal on Optimization 20 (3), 1250-1273, 2010	87	2010
Re-solving stochastic programming models for airline revenue management L Chen, T Homem-de-Mello Annals of Operations Research 177 (1), 91-114, 2010	81	2010
A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty E Guevara, F Babonneau, T Homem-de-Mello, S Moret Applied energy 271, 115005, 2020	77	2020
Optimal path problems with second-order stochastic dominance constraints Y Nie, X Wu, T Homem-de-Mello Networks and Spatial Economics 12, 561-587, 2012	75	2012
A study on the cross-entropy method for rare-event probability estimation T Homem-de-Mello INFORMS Journal on Computing 19 (3), 381-394, 2007	70	2007

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