 | 2012 |
| 19 |  | Soonhui Lee,
Jonathan Turner,
Mark S. Daskin,
Tito Homem-de-Mello,
Karen R. Smilowitz:
Improving fleet utilization for carriers by interval scheduling.
European Journal of Operational Research 218(1): 261-269 (2012) |
| 18 |  | Jian Hu,
Tito Homem-de-Mello,
Sanjay Mehrotra:
Sample average approximation of stochastic dominance constrained programs.
Math. Program. 133(1-2): 171-201 (2012) |
| 2010 |
| 17 |  | Lijian Chen,
Tito Homem-de-Mello:
Re-solving stochastic programming models for airline revenue management.
Annals OR 177(1): 91-114 (2010) |
| 16 |  | Lijian Chen,
Tito Homem-de-Mello:
Mathematical programming models for revenue management under customer choice.
European Journal of Operational Research 203(2): 294-305 (2010) |
| 2009 |
| 15 |  | Tito Homem-de-Mello,
Sanjay Mehrotra:
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints.
SIAM Journal on Optimization 20(3): 1250-1273 (2009) |
| 2008 |
| 14 |  | Tito Homem-de-Mello:
On Rates of Convergence for Stochastic Optimization Problems Under Non--Independent and Identically Distributed Sampling.
SIAM Journal on Optimization 19(2): 524-551 (2008) |
| 2007 |
| 13 |  | Tito Homem-de-Mello:
A Study on the Cross-Entropy Method for Rare-Event Probability Estimation.
INFORMS Journal on Computing 19(3): 381-394 (2007) |
| 12 |  | William L. Cooper,
Tito Homem-de-Mello:
Some Decomposition Methods for Revenue Management.
Transportation Science 41(3): 332-353 (2007) |
| 2006 |
| 11 |  | Shane S. Drew,
Tito Homem-de-Mello:
Quasi-Monte Carlo strategies for stochastic optimization.
Winter Simulation Conference 2006: 774-782 |
| 10 |  | William L. Cooper,
Tito Homem-de-Mello,
Anton J. Kleywegt:
Models of the Spiral-Down Effect in Revenue Management.
Operations Research 54(5): 968-987 (2006) |
| 2005 |
| 9 |  | Shane S. Drew,
Tito Homem-de-Mello:
Some large deviations results for Latin hypercube sampling.
Winter Simulation Conference 2005: 673-681 |
| 8 |  | Krishna Chepuri,
Tito Homem-de-Mello:
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method.
Annals OR 134(1): 153-181 (2005) |
| 2003 |
| 7 |  | Tito Homem-de-Mello:
Variable-sample methods for stochastic optimization.
ACM Trans. Model. Comput. Simul. 13(2): 108-133 (2003) |
| 2002 |
| 6 |  | Tito Homem-de-Mello,
Reuven Y. Rubinstein:
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy.
Winter Simulation Conference 2002: 310-319 |
| 5 |  | Alexander Shapiro,
Tito Homem-de-Mello,
Joocheol Kim:
Conditioning of convex piecewise linear stochastic programs.
Math. Program. 94(1): 1-19 (2002) |
| 4 |  | Anton J. Kleywegt,
Alexander Shapiro,
Tito Homem-de-Mello:
The Sample Average Approximation Method for Stochastic Discrete Optimization.
SIAM Journal on Optimization 12(2): 479-502 (2002) |
| 2001 |
| 3 |  | Tito Homem-de-Mello:
Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems.
Math. Oper. Res. 26(4): 741-768 (2001) |
| 2000 |
| 2 |  | Alexander Shapiro,
Tito Homem-de-Mello:
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs.
SIAM Journal on Optimization 11(1): 70-86 (2000) |
| 1998 |
| 1 |  | Alexander Shapiro,
Tito Homem-de-Mello:
A simulation-based approach to two-stage stochastic programming with recourse.
Math. Program. 81: 301-325 (1998) |