Tito Homem-De-Mello

Available identifiers

zbMath Open homem-de-mello.titoMaRDI QIDQ264232

List of research outcomes

Publication	Date of Publication	Type
A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties	2022-12-01	Paper
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	2022-07-29	Paper
A framework for adaptive open-pit mining planning under geological uncertainty	2022-05-11	Paper
Decomposition methods for Wasserstein-based data-driven distributionally robust problems	2021-12-13	Paper
A data-driven approach for a class of stochastic dynamic optimization problems	2021-12-08	Paper
An ADMM algorithm for two-stage stochastic programming problems	2020-05-11	Paper
Controlling risk and demand ambiguity in newsvendor models	2019-07-25	Paper
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance	2019-02-07	Paper
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices	2018-10-30	Paper
Scenario reduction for stochastic programs with conditional value-at-risk	2018-07-13	Paper
Variable-sample methods for stochastic optimization	2018-06-12	Paper
Finding efficient and environmentally friendly paths for risk-averse freight carriers	2017-06-20	Paper
Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective	2016-10-07	Paper
Chance-constrained problems and rare events: an importance sampling approach	2016-06-06	Paper
Optimal path problems with second-order stochastic dominance constraints	2016-03-31	Paper
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition	2015-10-22	Paper
Stochastically weighted stochastic dominance concepts with an application in capital budgeting	2015-02-18	Paper
Dynamic fleet scheduling with uncertain demand and customer flexibility	2014-01-30	Paper
Newsvendor-type models with decision-dependent uncertainty	2013-02-20	Paper
Some large deviations results for Latin hypercube sampling	2012-11-05	Paper
Improving fleet utilization for carriers by interval scheduling	2012-08-16	Paper
Sample average approximation of stochastic dominance constrained programs	2012-06-26	Paper
A study on the cross-entropy method for rare-event probability estimation	2012-06-18	Paper
Finding Optimal Material Release Times Using Simulation-Based Optimization	2012-02-12	Paper
Re-solving stochastic programming models for airline revenue management	2010-10-04	Paper
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints	2010-09-06	Paper
Mathematical programming models for revenue management under customer choice	2009-12-21	Paper
Models of the Spiral-Down Effect in Revenue Management	2009-08-13	Paper
On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling	2009-05-27	Paper
Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems	2005-11-11	Paper
Solving the vehicle routing problem with stochastic demands using the cross-entropy method	2005-08-05	Paper
Conditioning of convex piecewise linear stochastic programs	2003-07-13	Paper
Monte Carlo methods for discrete stochastic optimization	2002-05-14	Paper
The sample average approximation method for stochastic discrete optimization	2002-04-23	Paper
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs	2001-03-19	Paper
A simulation-based approach to two-stage stochastic programming with recourse	1999-06-03	Paper

Research outcomes over time

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