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Tito Homem‐de‐Mello

27 works· latest 2019· 5 institutionscluster: provisionalORCID 0000-0002-2044-3306

h-index25

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Citations4,273

Works here27

Most cited in this library

The Sample Average Approximation Method for Stochastic Discrete Optimization2002 · 1,989 citations
A simulation-based approach to two-stage stochastic programming with recourse1998 · 290 citations
Monte Carlo sampling-based methods for stochastic optimization2014 · 286 citations
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs2000 · 253 citations
Models of the Spiral-Down Effect in Revenue Management2006 · 191 citations

Works

27 shown

Controlling risk and demand ambiguity in newsvendor models

European Journal of Operational Research·2019·3 authors·Open access

52citations

Scenario reduction for stochastic programs with Conditional Value-at-Risk

Mathematical Programming·2018·3 authors

41citations

Identifying effective scenarios in distributionally robust stochastic programs with total variation distance

Mathematical Programming·2018·3 authors

63citations

An Optimal Path Model for the Risk-Averse Traveler

Transportation Science·2016·2 authors

14citations

Chance-constrained problems and rare events: an importance sampling approach

Mathematical Programming·2015·5 authors

45citations

Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective

European Journal of Operational Research·2015·2 authors

103citations

Operations Research·2015·3 authors

Monte Carlo sampling-based methods for stochastic optimization

Surveys in Operations Research and Management Science·2014·2 authors

286citations

Newsvendor-type models with decision-dependent uncertainty

Mathematical Methods of Operations Research·2012·3 authors

25citations

Optimal Path Problems with Second-Order Stochastic Dominance Constraints

Networks and Spatial Economics·2011·3 authors

53citations

Sample average approximation of stochastic dominance constrained programs

Mathematical Programming·2010·3 authors

80citations

Re-solving stochastic programming models for airline revenue management

Annals of Operations Research·2009·1 author

54citations

Mathematical programming models for revenue management under customer choice

European Journal of Operational Research·2009·1 author

46citations

A Study on the Cross-Entropy Method for Rare-Event Probability Estimation

INFORMS journal on computing·2007·1 author

52citations

Some Decomposition Methods for Revenue Management

Transportation Science·2007·2 authors

29citations

Models of the Spiral-Down Effect in Revenue Management

Operations Research·2006·3 authors

191citations

Modeling revenue yield of reservation systems that use nested capacity protection strategies

International Journal of Production Economics·2006·3 authors

19citations

Estimation of rare event probabilities using cross-entropy

Winter Simulation Conference·2003·2 authors·other

44citations

Variable-sample methods for stochastic optimization

ACM Transactions on Modeling and Computer Simulation·2003·1 author

128citations

Conditioning of convex piecewise linear stochastic programs

Mathematical Programming·2002·2 authors

67citations

The Sample Average Approximation Method for Stochastic Discrete Optimization

SIAM Journal on Optimization·2002·3 authors·Open access

1,989citations

On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs

SIAM Journal on Optimization·2000·2 authors·Open access

253citations

A simulation-based approach to two-stage stochastic programming with recourse

Mathematical Programming·1998·2 authors

290citations