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Examining Option and Dual Supplier Strategies for Multi-Stage Stochastic Problems Under Demand Uncertainty and Supplier Disruptions

Redmond, Michael A.; Daskin, Mark; Levin, Abigail C. - 2023

Uncertainty is becoming a constant throughout the global supply chain as reliability of suppliers and fluctuations in demand are increasingly prevalent worries for companies today. To account for this uncertainty, it is vital to implement mitigation strategies, such as purchasing and exercising...

Persistent link: https://www.econbiz.de/10014360084

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

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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

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

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

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

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

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

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

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