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Tito Homem-de-Mello - Publications

Affiliations: 
Industrial Engineering and Management Sciences Northwestern University, Evanston, IL 
Area:
Operations Research, Industrial Engineering
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43 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2021 Silva T, Valladão D, Homem-de-Mello T. A data-driven approach for a class of stochastic dynamic optimization problems. Computational Optimization and Applications. 1-43. PMID 34602750 DOI: 10.1007/s10589-021-00320-4  0.363
2020 Guevara E, Babonneau F, Homem-de-Mello T, Moret S. A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty Applied Energy. 271: 115005. DOI: 10.1016/J.Apenergy.2020.115005  0.441
2020 Gamboa C, Silva T, Valladão D, Pagnoncelli BK, Homem-de-Mello T, Vieira B, Teixeira A. A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift Top. 1-26. DOI: 10.1007/S11750-020-00547-0  0.425
2020 Lagos T, Armstrong M, Homem-de-Mello T, Lagos G, Sauré D. A framework for adaptive open-pit mining planning under geological uncertainty Optimization and Engineering. 1-36. DOI: 10.1007/S11081-020-09557-0  0.519
2020 Arpón S, Homem-de-Mello T, Pagnoncelli BK. An ADMM algorithm for two-stage stochastic programming problems Annals of Operations Research. 286: 559-582. DOI: 10.1007/S10479-019-03471-0  0.436
2019 Rahimian H, Bayraksan G, Homem-de-Mello T. Controlling risk and demand ambiguity in newsvendor models European Journal of Operational Research. 279: 854-868. DOI: 10.1016/J.Ejor.2019.06.036  0.485
2019 Cadre HL, Pagnoncelli BK, Homem-de-Mello T, Beaude O. Designing coalition-based fair and stable pricing mechanisms under private information on consumers’ reservation prices European Journal of Operational Research. 272: 270-291. DOI: 10.1016/J.Ejor.2018.06.026  0.344
2019 Rahimian H, Bayraksan G, Homem-de-Mello T. Identifying effective scenarios in distributionally robust stochastic programs with total variation distance Mathematical Programming. 173: 393-430. DOI: 10.1007/S10107-017-1224-6  0.487
2018 Arpón S, Homem-de-Mello T, Pagnoncelli BK. Scenario reduction for stochastic programs with Conditional Value-at-Risk Mathematical Programming. 170: 327-356. DOI: 10.1007/S10107-018-1298-9  0.513
2017 Zhang L, Homem-de-Mello T. An Optimal Path Model for the Risk-Averse Traveler Transportation Science. 51: 518-535. DOI: 10.1287/Trsc.2016.0685  0.515
2016 Homem-De-Mello T, Pagnoncelli BK. Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective European Journal of Operational Research. 249: 188-199. DOI: 10.1016/J.Ejor.2015.05.048  0.341
2016 Li Q, Nie Y(, Vallamsundar S, Lin J, Homem-de-Mello T. Finding Efficient and Environmentally Friendly Paths for Risk-Averse Freight Carriers Networks and Spatial Economics. 16: 255-275. DOI: 10.1007/S11067-013-9220-8  0.397
2015 Cooper WL, Homem-de-Mello T, Kleywegt AJ. Learning and pricing with models that do not explicitly incorporate competition Operations Research. 63: 86-103. DOI: 10.1287/Opre.2014.1341  0.323
2015 Barrera J, Homem-de-Mello T, Moreno E, Pagnoncelli BK, Canessa G. Chance-constrained problems and rare events: an importance sampling approach Mathematical Programming. DOI: 10.1007/S10107-015-0942-X  0.616
2015 Homem-De-Mello T, Bayraksan G. Stochastic constraints and variance reduction techniques International Series in Operations Research and Management Science. 216: 245-276. DOI: 10.1007/978-1-4939-1384-8_9  0.516
2014 Homem-de-Mello T, Bayraksan G. Monte Carlo sampling-based methods for stochastic optimization Surveys in Operations Research and Management Science. 19: 56-85. DOI: 10.1016/J.Sorms.2014.05.001  0.628
2014 Hu J, Homem-De-Mello T, Mehrotra S. Stochastically weighted stochastic dominance concepts with an application in capital budgeting European Journal of Operational Research. 232: 572-583. DOI: 10.1016/J.Ejor.2013.08.007  0.523
2012 Lee S, Turner J, Daskin MS, Homem-De-Mello T, Smilowitz K. Improving fleet utilization for carriers by interval scheduling European Journal of Operational Research. 218: 261-269. DOI: 10.1016/J.Ejor.2011.10.019  0.367
2012 Nie YM, Wu X, Homem-de-Mello T. Optimal Path Problems with Second-Order Stochastic Dominance Constraints Networks and Spatial Economics. 12: 561-587. DOI: 10.1007/S11067-011-9167-6  0.511
2012 Drew SS, Homem-de-Mello T. Some Large Deviations Results for Latin Hypercube Sampling Methodology and Computing in Applied Probability. 14: 203-232. DOI: 10.1007/s11009-010-9200-0  0.626
2012 Turner JP, Lee S, Daskin MS, Homem-de-Mello T, Smilowitz K. Dynamic fleet scheduling with uncertain demand and customer flexibility Computational Management Science. 9: 459-481. DOI: 10.1007/S10287-012-0145-3  0.404
2012 Hu J, Homem-De-Mello T, Mehrotra S. Sample average approximation of stochastic dominance constrained programs Mathematical Programming. 133: 171-201. DOI: 10.1007/S10107-010-0428-9  0.683
2012 Lee S, Homem-De-Mello T, Kleywegt AJ. Newsvendor-type models with decision-dependent uncertainty Mathematical Methods of Operations Research. 76: 189-221. DOI: 10.1007/S00186-012-0396-3  0.325
2011 Hu J, Homem-De-Mello T, Mehrotra S. Risk-adjusted budget allocation models with application in homeland security Iie Transactions (Institute of Industrial Engineers). 43: 819-839. DOI: 10.1080/0740817X.2011.578610  0.504
2011 Homem-De-Mello T, De Matos VL, Finardi EC. Sampling strategies and stopping criteria for stochastic dual dynamic programming: A case study in long-term hydrothermal scheduling Energy Systems. 2: 1-31. DOI: 10.1007/S12667-011-0024-Y  0.581
2010 Chen L, Homem-de-Mello T. Mathematical programming models for revenue management under customer choice European Journal of Operational Research. 203: 294-305. DOI: 10.1016/J.Ejor.2009.07.029  0.414
2010 Chen L, Homem-de-Mello T. Re-solving stochastic programming models for airline revenue management Annals of Operations Research. 177: 91-114. DOI: 10.1007/S10479-009-0603-7  0.418
2009 Homem-De-mello T, Mehrotra S. A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints Siam Journal On Optimization. 20: 1250-1273. DOI: 10.1137/08074009X  0.489
2008 Homem-De-Mello T. On rates of convergence for stochastic optimization problems under non-independent and identically distributed sampling* Siam Journal On Optimization. 19: 524-551. DOI: 10.1137/060657418  0.662
2007 Cooper WL, Homem-De-mello T. Some decomposition methods for revenue management Transportation Science. 41: 332-353. DOI: 10.1287/Trsc.1060.0184  0.449
2007 Homem-de-Mello T. A study on the cross-entropy method for rare-event probability estimation Informs Journal On Computing. 19: 381-394. DOI: 10.1287/Ijoc.1060.0176  0.453
2006 Cooper WL, Homem-de-Mello T, Kleywegt AJ. Models of the spiral-down effect in revenue management Operations Research. 54: 968-987. DOI: 10.1287/Opre.1060.0304  0.301
2006 Drew SS, Homem-de-Mello T. Quasi-Monte Carlo strategies for stochastic optimization Proceedings - Winter Simulation Conference. 774-782. DOI: 10.1109/WSC.2006.323158  0.634
2006 Haerian L, Homem-de-Mello T, Mount-Campbell CA. Modeling revenue yield of reservation systems that use nested capacity protection strategies International Journal of Production Economics. 104: 340-353. DOI: 10.1016/J.Ijpe.2006.02.006  0.322
2005 Chepuri K, Homem-De-Mello T. Solving the vehicle routing problem with stochastic demands using the cross-entropy method Annals of Operations Research. 134: 153-181. DOI: 10.1007/S10479-005-5729-7  0.58
2003 Homem-de-Mello T. Variable-Sample Methods for Stochastic Optimization Acm Transactions On Modeling and Computer Simulation. 13: 108-133. DOI: 10.1145/858481.858483  0.643
2002 Kleywegt AJ, Shapiro A, Homem-de-Mello T. The Sample Average Approximation Method for Stochastic Discrete Optimization Siam Journal On Optimization. 12: 479-502. DOI: 10.1137/S1052623499363220  0.68
2002 Shapiro A, Homem-De-Mello T, Kim J. Conditioning of convex piecewise linear stochastic programs Mathematical Programming, Series B. 94: 1-19. DOI: 10.1007/S10107-002-0313-2  0.536
2002 Homem-de-Mello T, Rubinstein RY. Estimation of rare event probabilities using cross-entropy Winter Simulation Conference Proceedings. 1: 310-319.  0.36
2001 Homem-De-Mello T. Estimation of derivatives of nonsmooth performance measures in regenerative systems Mathematics of Operations Research. 26: 741-768. DOI: 10.1287/Moor.26.4.741.10010  0.339
2000 Shapiro A, Homem-De-Mello T. On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs Siam Journal On Optimization. 11: 70-86. DOI: 10.1137/S1052623498349541  0.601
1999 Homem-de-Mello T, Shapiro A, Spearman ML. Finding optimal material release times using simulation-based optimization Management Science. 45: 86-102. DOI: 10.1287/Mnsc.45.1.86  0.45
1998 Shapiro A, Homem-de-Mello T. A simulation-based approach to two-stage stochastic programming with recourse Mathematical Programming, Series B. 81: 301-325. DOI: 10.1007/Bf01580086  0.488
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