Research output per year
Research output per year
- 1 - 50 out of 51 results
Search results
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2024
Solving constrained consumption–investment problems by decomposition algorithms
Pagnoncelli, B. K., Homem-de-Mello, T., Lagos, G., Castañeda, P. & García, J., 16 Nov 2024, In: European Journal of Operational Research. 319, 1, p. 292-302 11 p.Research output: Contribution to journal › Article › peer-review
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Synthetic Simulation of Spatially-Correlated Streamflows: Weighted-Modified Fractional Gaussian Noise
Chadwick, C., Babonneau, F., Homem-de-Mello, T. & Letelier, A., Feb 2024, In: Water Resources Research. 60, 2, e2023WR035371.Research output: Contribution to journal › Article › peer-review
Open Access -
Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach
Guevara, E., Babonneau, F. & Homem-de-Mello, T., May 2024, In: Computers and Industrial Engineering. 191, 110084.Research output: Contribution to journal › Article › peer-review
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2023
Measuring the impact of regional climate change on heating and cooling demand for the Chilean energy transition
Zavala, C., Babonneau, F. & Homem-de-Mello, T., 20 Nov 2023, In: Journal of Cleaner Production. 428, 139390.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
The role of hydrogen for deep decarbonization of energy systems: A Chilean case study
Ferrada, F., Babonneau, F., Homem-de-Mello, T. & Jalil-Vega, F., Jun 2023, In: Energy Policy. 177, 113536.Research output: Contribution to journal › Article › peer-review
Open Access10 Scopus citations -
2022
A framework for adaptive open-pit mining planning under geological uncertainty
Lagos, T., Armstrong, M., Homem-de-Mello, T., Lagos, G. & Sauré, D., Mar 2022, In: Optimization and Engineering. 23, 1, p. 111-146 36 p.Research output: Contribution to journal › Article › peer-review
6 Scopus citations -
A Robust Short-Term Oil Production under a Bow-Tie Uncertainty Set for the Gas Lift Performance Curve
Ramos, A., Gamboa, C., Valladão, D., Pagnoncelli, B. K., Homem-De-Mello, T., Vieira, B., Gutierrez, T. & Teixeira, A., Feb 2022, In: SPE Journal. 27, 1, p. 519-531 13 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties
Homem-De-Mello, T., Kong, Q. & Godoy-Barba, R., Sep 2022, In: INFORMS Journal on Computing. 34, 5, p. 2845-2865 21 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
EFFECTIVE SCENARIOS IN MULTISTAGE DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH A FOCUS ON TOTAL VARIATION DISTANCE
Rahimian, H., Bayraksan, G. & De-Mello, T. H., 2022, In: SIAM Journal on Optimization. 32, 3, p. 1698-1727 30 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
Energy planning policies for residential and commercial sectors under ambitious global and local emissions objectives: A Chilean case study
Ferrada, F., Babonneau, F., Homem-de-Mello, T. & Jalil-Vega, F., 20 May 2022, In: Journal of Cleaner Production. 350, 131299.Research output: Contribution to journal › Article › peer-review
8 Scopus citations -
2021
Adaptive open-pit mining planning under geological uncertainty
Armstrong, M., Lagos, T., Emery, X., Homem-de-Mello, T., Lagos, G. & Sauré, D., Aug 2021, In: Resources Policy. 72, 102086.Research output: Contribution to journal › Article › peer-review
Open Access13 Scopus citations -
A data-driven approach for a class of stochastic dynamic optimization problems
Silva, T., Valladão, D. & Homem-de-Mello, T., Dec 2021, In: Computational Optimization and Applications. 80, 3, p. 687-729 43 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Gamboa, C. A., Valladão, D. M., Street, A. & Homem-de-Mello, T., Sep 2021, In: Operations Research Letters. 49, 5, p. 696-702 7 p.Research output: Contribution to journal › Article › peer-review
9 Scopus citations -
2020
A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty
Guevara, E., Babonneau, F., Homem-de-Mello, T. & Moret, S., 1 Aug 2020, In: Applied Energy. 271, 115005.Research output: Contribution to journal › Article › peer-review
Open Access55 Scopus citations -
An ADMM algorithm for two-stage stochastic programming problems
Arpón, S., Homem-de-Mello, T. & Pagnoncelli, B. K., 1 Mar 2020, In: Annals of Operations Research. 286, 1-2, p. 559-582 24 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift
Gamboa, C., Silva, T., Valladão, D., Pagnoncelli, B. K., Homem-de-Mello, T., Vieira, B. & Teixeira, A., 1 Oct 2020, In: TOP. 28, 3, p. 549-574 26 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
2019
Controlling risk and demand ambiguity in newsvendor models
Rahimian, H., Bayraksan, G. & Homem-de-Mello, T., 16 Dec 2019, In: European Journal of Operational Research. 279, 3, p. 854-868 15 p.Research output: Contribution to journal › Article › peer-review
Open Access31 Scopus citations -
Designing coalition-based fair and stable pricing mechanisms under private information on consumers’ reservation prices
Le Cadre, H., Pagnoncelli, B., Homem-de-Mello, T. & Beaude, O., 1 Jan 2019, In: European Journal of Operational Research. 272, 1, p. 270-291 22 p.Research output: Contribution to journal › Article › peer-review
Open Access9 Scopus citations -
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
Rahimian, H., Bayraksan, G. & Homem-de-Mello, T., 23 Jan 2019, In: Mathematical Programming. 173, 1-2, p. 393-430 38 p.Research output: Contribution to journal › Article › peer-review
37 Scopus citations -
2018
Scenario reduction for stochastic programs with Conditional Value-at-Risk
Arpón, S., Homem-de-Mello, T. & Pagnoncelli, B., 1 Jul 2018, In: Mathematical Programming. 170, 1, p. 327-356 30 p.Research output: Contribution to journal › Article › peer-review
26 Scopus citations -
2017
An optimal path model for the risk-averse traveler
Zhang, L. & Homem-De-Mellob, T., 2017, In: Transportation Science. 51, 2, p. 518-535 18 p.Research output: Contribution to journal › Article › peer-review
8 Scopus citations -
2016
Chance-constrained problems and rare events: an importance sampling approach
Barrera, J., Homem-de-Mello, T., Moreno, E., Pagnoncelli, B. K. & Canessa, G., 1 May 2016, In: Mathematical Programming. 157, 1, p. 153-189 37 p.Research output: Contribution to journal › Article › peer-review
25 Scopus citations -
Finding Efficient and Environmentally Friendly Paths for Risk-Averse Freight Carriers
Li, Q., Nie, Y., Vallamsundar, S., Lin, J. & Homem-de-Mello, T., 1 Mar 2016, In: Networks and Spatial Economics. 16, 1, p. 255-275 21 p.Research output: Contribution to journal › Article › peer-review
17 Scopus citations -
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective
Homem-De-Mello, T. & Pagnoncelli, B. K., 16 Feb 2016, In: European Journal of Operational Research. 249, 1, p. 188-199 12 p.Research output: Contribution to journal › Article › peer-review
80 Scopus citations -
2015
Learning and pricing with models that do not explicitly incorporate competition
Cooper, W. L., Homem-de-Mello, T. & Kleywegt, A. J., 1 Jan 2015, In: Operations Research. 63, 1, p. 86-103 18 p.Research output: Contribution to journal › Article › peer-review
30 Scopus citations -
2014
Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Hu, J., Homem-De-Mello, T. & Mehrotra, S., 1 Feb 2014, In: European Journal of Operational Research. 232, 3, p. 572-583 12 p.Research output: Contribution to journal › Article › peer-review
9 Scopus citations -
2012
Dynamic fleet scheduling with uncertain demand and customer flexibility
Turner, J. P., Lee, S., Daskin, M. S., Homem-de-Mello, T. & Smilowitz, K., Nov 2012, In: Computational Management Science. 9, 4, p. 459-481 23 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
Improving fleet utilization for carriers by interval scheduling
Lee, S., Turner, J., Daskin, M. S., Homem-De-Mello, T. & Smilowitz, K., 1 Apr 2012, In: European Journal of Operational Research. 218, 1, p. 261-269 9 p.Research output: Contribution to journal › Article › peer-review
15 Scopus citations -
Newsvendor-type models with decision-dependent uncertainty
Lee, S., Homem-De-Mello, T. & Kleywegt, A. J., Oct 2012, In: Mathematical Methods of Operations Research. 76, 2, p. 189-221 33 p.Research output: Contribution to journal › Article › peer-review
17 Scopus citations -
Optimal Path Problems with Second-Order Stochastic Dominance Constraints
Nie, Y. M., Wu, X. & Homem-de-Mello, T., Dec 2012, In: Networks and Spatial Economics. 12, 4, p. 561-587 27 p.Research output: Contribution to journal › Article › peer-review
43 Scopus citations -
Sample average approximation of stochastic dominance constrained programs
Hu, J., Homem-De-Mello, T. & Mehrotra, S., Jun 2012, In: Mathematical Programming. 133, 1-2, p. 171-201 31 p.Research output: Contribution to journal › Article › peer-review
58 Scopus citations -
Some Large Deviations Results for Latin Hypercube Sampling
Drew, S. S. & Homem-de-Mello, T., Jun 2012, In: Methodology and Computing in Applied Probability. 14, 2, p. 203-232 30 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
2011
Risk-adjusted budget allocation models with application in homeland security
Hu, J., Homem-De-Mello, T. & Mehrotra, S., Dec 2011, In: IIE Transactions (Institute of Industrial Engineers). 43, 12, p. 819-839 21 p.Research output: Contribution to journal › Article › peer-review
30 Scopus citations -
Sampling strategies and stopping criteria for stochastic dual dynamic programming: A case study in long-term hydrothermal scheduling
Homem-De-Mello, T., De Matos, V. L. & Finardi, E. C., Mar 2011, In: Energy Systems. 2, 1, p. 1-31 31 p.Research output: Contribution to journal › Article › peer-review
106 Scopus citations -
Supply Chain broker operations
Huang, M., Homem-De-Mello, T., Smilowitz, K. & Driegert, B., 1 Dec 2011, In: Transportation Research Record. 2224, p. 1-7 7 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
2010
Mathematical programming models for revenue management under customer choice
Chen, L. & Homem-de-Mello, T., 1 Jun 2010, In: European Journal of Operational Research. 203, 2, p. 294-305 12 p.Research output: Contribution to journal › Article › peer-review
Open Access34 Scopus citations -
Re-solving stochastic programming models for airline revenue management
Chen, L. & Homem-de-Mello, T., 2010, In: Annals of Operations Research. 177, 1, p. 91-114 24 p.Research output: Contribution to journal › Article › peer-review
33 Scopus citations -
2009
A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
Homem-De-mello, T. & Mehrotra, S., 2009, In: SIAM Journal on Optimization. 20, 3, p. 1250-1273 24 p.Research output: Contribution to journal › Article › peer-review
49 Scopus citations -
2008
On rates of convergence for stochastic optimization problems under non-independent and identically distributed sampling*
Homem-De-Mello, T., Jun 2008, In: SIAM Journal on Optimization. 19, 2, p. 524-551 28 p.Research output: Contribution to journal › Article › peer-review
64 Scopus citations -
2007
A study on the cross-entropy method for rare-event probability estimation
Homem-de-Mello, T., 2007, In: INFORMS Journal on Computing. 19, 3, p. 381-394 14 p.Research output: Contribution to journal › Article › peer-review
Open Access42 Scopus citations -
Some decomposition methods for revenue management
Cooper, W. L. & Homem-De-mello, T., Aug 2007, In: Transportation Science. 41, 3, p. 332-353 22 p.Research output: Contribution to journal › Article › peer-review
22 Scopus citations -
2006
Modeling revenue yield of reservation systems that use nested capacity protection strategies
Haerian, L., Homem-de-Mello, T. & Mount-Campbell, C. A., Dec 2006, In: International Journal of Production Economics. 104, 2, p. 340-353 14 p.Research output: Contribution to journal › Article › peer-review
18 Scopus citations -
Models of the spiral-down effect in revenue management
Cooper, W. L., Homem-de-Mello, T. & Kleywegt, A. J., Sep 2006, In: Operations Research. 54, 5, p. 968-987 20 p.Research output: Contribution to journal › Article › peer-review
128 Scopus citations -
2005
Solving the vehicle routing problem with stochastic demands using the cross-entropy method
Chepuri, K. & Homem-De-Mello, T., Jan 2005, In: Annals of Operations Research. 134, 1, p. 153-181 29 p.Research output: Contribution to journal › Article › peer-review
134 Scopus citations -
2003
Variable-Sample Methods for Stochastic Optimization
Homem-de-Mello, T., Apr 2003, In: ACM Transactions on Modeling and Computer Simulation. 13, 2, p. 108-133 26 p.Research output: Contribution to journal › Article › peer-review
96 Scopus citations -
2002
Conditioning of convex piecewise linear stochastic programs
Shapiro, A., Homem-De-Mello, T. & Kim, J., Dec 2002, In: Mathematical Programming. 94, 1, p. 1-19 19 p.Research output: Contribution to journal › Article › peer-review
49 Scopus citations -
The sample average approximation method for stochastic discrete optimization
Kleywegt, A. J., Shapiro, A. & Homem-De-Mello, T., 2002, In: SIAM Journal on Optimization. 12, 2, p. 479-502 24 p.Research output: Contribution to journal › Article › peer-review
Open Access1318 Scopus citations -
2001
Estimation of derivatives of nonsmooth performance measures in regenerative systems
Homem-De-Mello, T., Nov 2001, In: Mathematics of Operations Research. 26, 4, p. 741-768 28 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
2000
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
Shapiro, A. & Homem-De-Mello, T., 2000, In: SIAM Journal on Optimization. 11, 1, p. 70-86 17 p.Research output: Contribution to journal › Article › peer-review
188 Scopus citations -
1999
Finding optimal material release times using simulation-based optimization
Homem-de-Mello, T., Shapiro, A. & Spearman, M. L., Jan 1999, In: Management Science. 45, 1, p. 86-102 17 p.Research output: Contribution to journal › Article › peer-review
61 Scopus citations