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The role of hydrogen for deep decarbonization of energy systems: A Chilean case study

Article
F. Ferrada, F. Babonneau, T. Homem-de-Mello and F. Jalil-Vega
Energy Policy 177, 2023, 113536
Publication year: 2023

Energy planning policies for residential and commercial sectors under ambitious global and local emissions objectives: A Chilean case study

Article
F. Ferrada, F. Babonneau, T. Homem-de-Mello and F. Jalil-Vega
Journal of Cleaner Production 350 (2022) 131299
Publication year: 2022

Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance

Article
H. Rahimian, G. Bayraksan, and Tito Homem-de-Mello
SIAM Journal on Optimization Vol. 32, Iss. 3 (2022)
Publication year: 2022

A Simulation Optimization Approach for Appointment Scheduling Problem with Decision-Dependent Uncertainties

Article
T. Homem-de-Mello, Q. Kong and R. Godoy-Barba
INFORMS Journal on Computing, Vol. 34, No. 5, 2845-2865
Publication year: 2022

A Robust Short-Term Oil Production under a Bow-Tie Uncertainty Set for the Gas Lift Performance Curve

Article
A. Ramos, C. Gamboa, D. Valladão, B. Pagnoncelli, T. Homem-de-Mello, B. Vieira, T. Gutierrez and A. Teixeira
SPE J. 27 (01): 519–531
Publication year: 2022

A Framework for Adaptive Open-Pit Mining Planning under Geological Uncertainty

Article
T. Lagos, M. Armstrong, T. Homem-de-Mello, G. Lagos and D. Sauré
Optimization and Engineering 23, 111–146 (2022)
Publication year: 2022

Decomposition methods for Wasserstein-based data-driven distributionally robust problems

Article
C. Gamboa, and D. Valladão, A. Street and T. Homem-de-Mello
Operations Research Letters 49, Issue 5, 696-702, 2021
Publication year: 2021

Adaptive open-pit mining planning under geological uncertainty

Article
M. Armstrong, T. Lagos, X. Emery, T. Homem-de-Mello, G. Lagos and D. Sauré
Resources Policy 72, 2021, 102086
Publication year: 2021

A Data-Driven Approach for a Class of Stochastic Dynamic Optimization Problems

Article
T. Silva, D. Valladão and T. Homem-de-Mello
Computational Optimization and Applications 80, 687–729 (2021)
Publication year: 2021

An ADMM Algorithm for Two-Stage Stochastic Programming Problems

Article
S. Arpón, T. Homem-de-Mello and B. K. Pagnoncelli
Annals of Operations Research, 286(1): 559—582, 2020
Publication year: 2020

A Stochastic Optimization Model for Short-Term Production of Offshore Oil Platforms with Satellite Wells Using Gas Lift

Article
C. Gamboa, T. Silva, D. Valladão, B. K Pagnoncelli, T. Homem-de-Mello, B. Vieira, and A. Teixeira
TOP: 1—26, 2020
Publication year: 2020

A Machine Learning and Distributionally Robust Optimization Framework for Strategic Energy Planning under Uncertainty

Article
E. Guevara, F. Babonneau, T. Homem-de-Mello and S. Moret
Applied Energy 271 (2020) 115005
Publication year: 2020

Identifying Effective Scenarios in Distributionally Robust Stochastic Programs with Variation Distance

Article
H. Rahimian, G. Bayraksan and T. Homem-de-Mello
Mathematical Programming, 173: 393—430, 2019
Publication year: 2019

Designing Coalition-Based Fair and Stable Pricing Mechanisms under Private Information on Consumers' Reservation Prices

Article
H. Le Cadre, B. Pagnoncelli, T. Homem-de-Mello, and O. Beaude
European Journal of Operational Research, 272(1): 270—291, 2019
Publication year: 2019

Controlling Risk and Demand Ambiguity in Newsvendor Models

Article
H. Rahimian, G. Bayraksan and T. Homem-de-Mello
European Journal of Operational Research, 279: 854—868, 2019
Publication year: 2019

Scenario Reduction for Stochastic Programs with Conditional Value-at-Risk

Article
S. Arpón, T. Homem-de-Mello and B. K. Pagnoncelli
Mathematical Programming, 170: 327—356, 2018
Publication year: 2018

An Optimal Path Model for the Risk-Averse Traveler

Article
L. Zhang and T. Homem-de-Mello
Transportation Science, 51(2): 518—535, 2017
Publication year: 2017

Risk-Aversion in Multistage Stochastic Programming: A Modeling and Algorithmic Perspective

Article
T. Homem-de-Mello and B. K. Pagnoncelli
European Journal of Operational Research, 249: 188—199, 2016
Publication year: 2016

Finding Efficient and Environmentally Friendly Paths for Risk-Averse Freight Carriers

Article
Q. Li, Y. Nie, S. Vallamsundar, J. Lin and T. Homem-de-Mello
Networks & Spatial Economics, 16: 255—275, 2016
Publication year: 2016

Chance-Constrained Problems and Rare Events: An Importance Sampling Approach

Article
J. Barrera, T. Homem-de-Mello, E. Moreno, B. Pagnoncelli and G. Canessa
Mathematical Programming, 157(1): 153—189, 2016
Publication year: 2016

Learning and Pricing with Models that Do Not Explicitly Incorporate Competition

Article
W. L. Cooper, T. Homem-de-Mello and A. J. Kleywegt
Operations Research, 63(1): 86—103, 2015
Publication year: 2015

Stochastically Weighted Stochastic Dominance Concepts with an Application in Capital Budgeting

Article
J. Hu, T. Homem-de-Mello and S. Mehrotra
European Journal of Operational Research, 232: 572—583, 2014
Publication year: 2014

Monte Carlo Sampling-Based Methods for Stochastic Optimization

Article
T. Homem-de-Mello and G. Bayraksan
Surveys in Operations Research and Management Science, 19: 56—85, 2014
Publication year: 2014

Some Large Deviations Results for Latin Hypercube Sampling

Article
S. Drew and T. Homem-de-Mello
Methodology and Computing in Applied Probability, 14(2): 203—232, 2012
Publication year: 2012

Optimal Path Problems with Second-Order Stochastic Dominance Constraints

Article
Y. Nie, X. Wu and T. Homem-de-Mello
Networks and Spatial Economics, 12: 561—587, 2012
Publication year: 2012

Newsvendor-Type Models with Decision-Dependent Uncertainty

Article
S. Lee,T. Homem-de-Mello and A. Kleywegt
Mathematical Methods in Operations Research, 76: 189—221, 2012
Publication year: 2012

Improving Fleet Utilization for Carriers by Interval Scheduling

Article
S. Lee, J. Turner, M. Daskin, T. Homem-de-Mello and K. Smilowitz
European Journal of Operational Research, 218(1): 261—269, 2012
Publication year: 2012

Dynamic Fleet Scheduling with Uncertain Demand and Customer Flexibility

Article
J. P. Turner, S. Lee, M. Daskin, T. Homem-de-Mello and K. Smilowitz
Computational Management Science, 9: 459—481, 2012
Publication year: 2012

Supply Chain Broker Operations: A Network Perspective

Article
M.l Huang, T. Homem-de-Mello, K. Smilowitz and W. Driegert
Transportation Research Record, 2224(1): 1—7, 2011
Publication year: 2011

Sampling Strategies and Stopping Criteria for Stochastic Dual Dynamic Programming: A Case Study in Long-Term Hydrothermal Scheduling

Article
T. Homem-de-Mello, V. L. de Matos and E. C. Finardi
Energy Systems, 2: 1—31, 2011
Publication year: 2011

Sample Average Approximation of Stochastic Dominance Constrained Programs

Article
J. Hu, T. Homem-de-Mello and S. Mehrotra
Mathematical Programming, Ser. A, 133: 171—201, 2011
Publication year: 2011

Risk Adjusted Budget Allocation Models with Application in Homeland Security

Article
J. Hu, T. Homem-de-Mello and S. Mehrotra
IIE Transactions, 43: 819—839, 2011
Publication year: 2011

Re-Solving Stochastic Programming Models for Airline Revenue Management

Article
L. Chen and T. Homem-de-Mello
Annals of Operations Research, 177(1): 91—114, 2010
Publication year: 2010

Mathematical Programming Models for Revenue Management under Customer Choice

Article
L. Chen and T. Homem-de-Mello
European Journal of Operational Research, 203(2): 294—305, 2010
Publication year: 2010

A Cutting Surface Method for Linear Programs with Polyhedral Stochastic Dominance Constraints

Article
T. Homem-de-Mello and S. Mehrotra
SIAM Journal on Optimization, 20(3): 1250—1273, 2009
Publication year: 2009

On Rates of Convergence for Stochastic Optimization Problems under Non-I.I.D. Sampling

Article
T. Homem-de-Mello
SIAM Journal on Optimization, 19(2): 524—551, 2008
Publication year: 2008

Some Decomposition Methods for Revenue Management

Article
W. L. Cooper and T. Homem-de-Mello
Transportation Science, 41(3): 332—353, 2007
Publication year: 2007

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

Article
T. Homem-de-Mello
Informs Journal on Computing, 19(3): 381—394, 2007
Publication year: 2007

Models of the Spiral-Down Effect in Revenue Management

Article
W. L. Cooper, T. Homem-de-Mello and A. J. Kleywegt
Operations Research, 54(5): 968—987, 2006
Publication year: 2006

Modeling Revenue Yield of Reservation Systems that Use Nested Capacity Protection Strategies

Article
L. Haerian, T. Homem-de-Mello and C. Mount-Campbell
International Journal of Production Economics, 104: 340—353, 2006
Publication year: 2006

Solving the Vehicle Routing Problem with Stochastic Demands using the Cross Entropy Method

Article
K. Chepuri and T. Homem-de-Mello
Annals of Operations Research, 134: 153—181, 2005
Publication year: 2005

Variable-Sample Methods for Stochastic Optimization

Article
T. Homem-de-Mello
ACM Transactions on Modeling and Computer Simulation, 13: 108—133, 2003
Publication year: 2003

The Sample Average Approximation Method for Stochastic Discrete Optimization

Article
A. J. Kleywegt, A. Shapiro, and T. Homem-de-Mello
SIAM Journal on Optimization, 12(2): 479—502, 2002
Publication year: 2002

Conditioning of Convex Piecewise Linear Stochastic Programs

Article
A. Shapiro, T. Homem-de-Mello and J. C. Kim
Mathematical Programming, 94: 1—19, 2002
Publication year: 2002

Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems

Article
T. Homem-de-Mello
Mathematics of Operations Research, 26(4): 741—768, 2001
Publication year: 2001

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

Article
A. Shapiro and T. Homem-de-Mello
Siam Journal on Optimization, 11: 70—86, 2000
Publication year: 2000

Finding Optimal Material Release Times Using Simulation-Based Optimization

Article
T. Homem-de-Mello, A. Shapiro and M. L. Spearman
Management Science, 45: 86—102, 1999
Publication year: 1999

A Simulation-Based Approach to Two-Stage Stochastic Programming with Recourse

Article
A. Shapiro and T. Homem-de-Mello
Mathematical Programming, 81: 301—325, 1998
Publication year: 1998