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Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Hu, Jian; Homem-de-Mello, Tito; Mehrotra, Sanjay - In: European journal of operational research : EJOR 232 (2014) 3, pp. 572-583
Persistent link: https://www.econbiz.de/10010224961
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Optimal path problems with second-order stochastic dominance constraints
Nie, Yu; Wu, Xing; Homem-de-Mello, Tito - In: Networks and spatial economics : a journal of … 12 (2012) 4, pp. 561-587
Persistent link: https://www.econbiz.de/10009710834
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Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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An optimal path model for the risk-averse traveler
Zhang, Leilei; Homem-de-Mello, Tito - In: Transportation science : a journal of the Institute for … 51 (2017) 2, pp. 518-535
Persistent link: https://www.econbiz.de/10011689597
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An ADMM algorithm for two-stage stochastic programming problems
Arpón, Sebastián; Homem-de-Mello, Tito; Pagnoncelli, … - In: Operations research and systems : XVIII …, (pp. 559-582). 2020
Persistent link: https://www.econbiz.de/10012167917
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A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift
Gamboa, Carlos; Silva, Thuener; Valladão, Davi; … - In: Top : an official journal of the Spanish Society of … 28 (2020) 3, pp. 549-574
Persistent link: https://www.econbiz.de/10012305524
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A simulation optimization approach for the appointment scheduling problem with decision-dependent uncertainties
Homem-de-Mello, Tito; Kong, Qingxia; Godoy-Barba, Rodrigo - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 5, pp. 2845-2865
Persistent link: https://www.econbiz.de/10014325582
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Solving constrained consumption-investment problems by decomposition algorithms
Pagnoncelli, Bernardo K.; Homem-de-Mello, Tito; Lagos, Guido - In: European journal of operational research : EJOR 319 (2024) 1, pp. 292-302
Persistent link: https://www.econbiz.de/10015083722
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Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Cano Gamboa, Carlos Andrés; Valladão, Davi Michel; … - In: Operations research letters 49 (2021) 5, pp. 696-702
Persistent link: https://www.econbiz.de/10013207430