Tito Homem-de-Mello

Eur. J. Oper. Res., 2024

Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization.

[BibT_eX]

[DOI]

CoRR, 2024

Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach.

[BibT_eX]

[DOI]

Esnil Guevara

Frédéric Babonneau

Comput. Ind. Eng., 2024

2022

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

[BibT_eX]

[DOI]

Hamed Rahimian

Güzin Bayraksan

SIAM J. Optim., 2022

Special Issue: Topics in Stochastic Programming.

[BibT_eX]

[DOI]

Milos Kopa

David P. Morton

Math. Program., 2022

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

[BibT_eX]

[DOI]

Qingxia Kong

Rodrigo Godoy-Barba

INFORMS J. Comput., 2022

2021

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

[BibT_eX]

[DOI]

Oper. Res. Lett., 2021

Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting.

[BibT_eX]

[DOI]

CoRR, 2021

A data-driven approach for a class of stochastic dynamic optimization problems.

[BibT_eX]

[DOI]

Thuener Silva

Davi Michel Valladão

Comput. Optim. Appl., 2021

2020

An ADMM algorithm for two-stage stochastic programming problems.

[BibT_eX]

[DOI]

Sebastián Arpón

Ann. Oper. Res., 2020

2019

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

[BibT_eX]

[DOI]

Hamed Rahimian

Güzin Bayraksan

Math. Program., 2019

Controlling risk and demand ambiguity in newsvendor models.

[BibT_eX]

[DOI]

Hamed Rahimian

Güzin Bayraksan

Eur. J. Oper. Res., 2019

Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices.

[BibT_eX]

[DOI]

Hélène Le Cadre

Olivier Beaude

Eur. J. Oper. Res., 2019

2018

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

[BibT_eX]

[DOI]

Sebastián Arpón

Math. Program., 2018

2017

An Optimal Path Model for the Risk-Averse Traveler.

[BibT_eX]

[DOI]

Leilei Zhang

Transp. Sci., 2017

2016

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

[BibT_eX]

[DOI]

Javiera Barrera

Eduardo Moreno

Gianpiero Canessa

Math. Program., 2016

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2016

2015

Learning and Pricing with Models That Do Not Explicitly Incorporate Competition.

[BibT_eX]

[DOI]

William L. Cooper

Oper. Res., 2015

2014

Stochastically weighted stochastic dominance concepts with an application in capital budgeting.

[BibT_eX]

[DOI]

Jian Hu

Sanjay Mehrotra

Eur. J. Oper. Res., 2014

2012

Sample average approximation of stochastic dominance constrained programs.

[BibT_eX]

[DOI]

Jian Hu

Sanjay Mehrotra

Math. Program., 2012

Newsvendor-type models with decision-dependent uncertainty.

[BibT_eX]

[DOI]

Soonhui Lee

Math. Methods Oper. Res., 2012

Improving fleet utilization for carriers by interval scheduling.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2012

Dynamic fleet scheduling with uncertain demand and customer flexibility.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2012

2010

Mathematical programming models for revenue management under customer choice.

[BibT_eX]

[DOI]

Lijian Chen

Eur. J. Oper. Res., 2010

Re-solving stochastic programming models for airline revenue management.

[BibT_eX]

[DOI]

Lijian Chen

Ann. Oper. Res., 2010

2009

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

[BibT_eX]

[DOI]

Sanjay Mehrotra

SIAM J. Optim., 2009

2008

On Rates of Convergence for Stochastic Optimization Problems Under Non--Independent and Identically Distributed Sampling.

[BibT_eX]

[DOI]

SIAM J. Optim., 2008

2007

Some Decomposition Methods for Revenue Management.

[BibT_eX]

[DOI]

William L. Cooper

Transp. Sci., 2007

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

[BibT_eX]

[DOI]

INFORMS J. Comput., 2007

2006

Models of the Spiral-Down Effect in Revenue Management.

[BibT_eX]

[DOI]

William L. Cooper

Oper. Res., 2006

Quasi-Monte Carlo strategies for stochastic optimization.

[BibT_eX]

[DOI]

Shane S. Drew

Proceedings of the Winter Simulation Conference WSC 2006, 2006

2005

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

[BibT_eX]

[DOI]

Krishna Chepuri

Ann. Oper. Res., 2005

Some large deviations results for Latin hypercube sampling.

[BibT_eX]

[DOI]

Shane S. Drew

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2003

Variable-sample methods for stochastic optimization.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2003

2002

The Sample Average Approximation Method for Stochastic Discrete Optimization.

[BibT_eX]

[DOI]

SIAM J. Optim., 2002

Conditioning of convex piecewise linear stochastic programs.

[BibT_eX]

[DOI]

Joocheol Kim

Math. Program., 2002

Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy.

[BibT_eX]

[DOI]

Reuven Y. Rubinstein

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001

Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems.

[BibT_eX]

[DOI]

Math. Oper. Res., 2001

2000

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

[BibT_eX]

[DOI]

SIAM J. Optim., 2000

1998

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

[BibT_eX]

[DOI]