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Tito Homem-de-Mello
Tito Homem-de-Mello
Professor. School of Business. Universidad Adolfo Ibañez.
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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
23282002
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
4072000
A simulation-based approach to two-stage stochastic programming with recourse
A Shapiro, T Homem-de-Mello
Mathematical Programming 81 (3), 301-325, 1998
4071998
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
3482014
Models of the spiral-down effect in revenue management
WL Cooper, T Homem-de-Mello, AJ Kleywegt
Operations research 54 (5), 968-987, 2006
2812006
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
2202005
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
1702011
Variable-sample methods for stochastic optimization
T Homem-De-Mello
ACM Transactions on Modeling and Computer Simulation (TOMACS) 13 (2), 108-133, 2003
1682003
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
1392008
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
1202016
Sample average approximation of stochastic dominance constrained programs
J Hu, T Homem-de-Mello, S Mehrotra
Mathematical programming 133 (1), 171-201, 2012
1012012
Conditioning of convex piecewise linear stochastic programs
A Shapiro, T Homem-de-Mello, J Kim
Mathematical Programming 94 (1), 1-19, 2002
1002002
Finding optimal material release times using simulation-based optimization
T Homem-de-Mello, A Shapiro, ML Spearman
Management Science 45 (1), 86-102, 1999
991999
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
962015
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
842010
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
762012
Re-solving stochastic programming models for airline revenue management
L Chen, T Homem-de-Mello
Annals of Operations Research 177 (1), 91-114, 2010
752010
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
742019
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
692007
Estimation of rare event probabilities using cross-entropy
T Homem-de-Mello, RY Rubinstein
Proceedings of the winter simulation conference 1, 310-319, 2002
632002
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