A simulation-based approach to two-stage stochastic programming with recourse. - Alexander Shapiro 001; Tito Homem-de-Mello (Math. Program., 1998)

On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. - Alexander Shapiro 001; Tito Homem-de-Mello (SIAM J. Optim., 2000)

Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems. - Tito Homem-de-Mello (Math. Oper. Res., 2001)

Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy. - Tito Homem-de-Mello; Reuven Y. Rubinstein (WSC, 2002)

Conditioning of convex piecewise linear stochastic programs. - Alexander Shapiro 001; Tito Homem-de-Mello; Joocheol Kim (Math. Program., 2002)

The Sample Average Approximation Method for Stochastic Discrete Optimization. - Anton J. Kleywegt; Alexander Shapiro 001; Tito Homem-de-Mello (SIAM J. Optim., 2002)

Variable-sample methods for stochastic optimization. - Tito Homem-de-Mello (ACM Trans. Model. Comput. Simul., 2003)

Some large deviations results for Latin hypercube sampling. - Shane S. Drew; Tito Homem-de-Mello (WSC, 2005)

Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method. - Krishna Chepuri; Tito Homem-de-Mello (Ann. Oper. Res., 2005)

Quasi-Monte Carlo strategies for stochastic optimization. - Shane S. Drew; Tito Homem-de-Mello (WSC, 2006)

Models of the Spiral-Down Effect in Revenue Management. - William L. Cooper; Tito Homem-de-Mello; Anton J. Kleywegt (Oper. Res., 2006)

A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. - Tito Homem-de-Mello (INFORMS J. Comput., 2007)

Some Decomposition Methods for Revenue Management. - William L. Cooper; Tito Homem-de-Mello (Transp. Sci., 2007)

On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling. - Tito Homem-de-Mello (SIAM J. Optim., 2008)

A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints. - Tito Homem-de-Mello; Sanjay Mehrotra (SIAM J. Optim., 2009)

Re-solving stochastic programming models for airline revenue management. - Lijian Chen; Tito Homem-de-Mello (Ann. Oper. Res., 2010)

Mathematical programming models for revenue management under customer choice. - Lijian Chen; Tito Homem-de-Mello (Eur. J. Oper. Res., 2010)

Dynamic fleet scheduling with uncertain demand and customer flexibility. - Jonathan P. Turner; Soonhui Lee; Mark S. Daskin; Tito Homem-de-Mello; Karen R. Smilowitz (Comput. Manag. Sci., 2012)

Improving fleet utilization for carriers by interval scheduling. - Soonhui Lee; Jonathan P. Turner; Mark S. Daskin; Tito Homem-de-Mello; Karen R. Smilowitz (Eur. J. Oper. Res., 2012)

Newsvendor-type models with decision-dependent uncertainty. - Soonhui Lee; Tito Homem-de-Mello; Anton J. Kleywegt (Math. Methods Oper. Res., 2012)

Sample average approximation of stochastic dominance constrained programs. - Jian Hu; Tito Homem-de-Mello; Sanjay Mehrotra (Math. Program., 2012)

Stochastically weighted stochastic dominance concepts with an application in capital budgeting. - Jian Hu; Tito Homem-de-Mello; Sanjay Mehrotra (Eur. J. Oper. Res., 2014)

Learning and Pricing with Models That Do Not Explicitly Incorporate Competition. - William L. Cooper; Tito Homem-de-Mello; Anton J. Kleywegt (Oper. Res., 2015)

Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective. - Tito Homem-de-Mello; Bernardo K. Pagnoncelli (Eur. J. Oper. Res., 2016)

Chance-constrained problems and rare events: an importance sampling approach. - Javiera Barrera; Tito Homem-de-Mello; Eduardo Moreno 001; Bernardo K. Pagnoncelli; Gianpiero Canessa (Math. Program., 2016)

An Optimal Path Model for the Risk-Averse Traveler. - Leilei Zhang; Tito Homem-de-Mello (Transp. Sci., 2017)

Scenario reduction for stochastic programs with Conditional Value-at-Risk. - Sebastián Arpón; Tito Homem-de-Mello; Bernardo K. Pagnoncelli (Math. Program., 2018)

Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices. - Hélène Le Cadre; Bernardo K. Pagnoncelli; Tito Homem-de-Mello; Olivier Beaude (Eur. J. Oper. Res., 2019)

Controlling risk and demand ambiguity in newsvendor models. - Hamed Rahimian; Güzin Bayraksan; Tito Homem-de-Mello (Eur. J. Oper. Res., 2019)

Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. - Hamed Rahimian; Güzin Bayraksan; Tito Homem-de-Mello (Math. Program., 2019)

An ADMM algorithm for two-stage stochastic programming problems. - Sebastián Arpón; Tito Homem-de-Mello; Bernardo K. Pagnoncelli (Ann. Oper. Res., 2020)

A data-driven approach for a class of stochastic dynamic optimization problems. - Thuener Silva; Davi Michel Valladão; Tito Homem-de-Mello (Comput. Optim. Appl., 2021)

Decomposition methods for Wasserstein-based data-driven distributionally robust problems. - Carlos Andrés Gamboa; Davi Michel Valladão; Alexandre Street; Tito Homem-de-Mello (Oper. Res. Lett., 2021)

A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties. - Tito Homem-de-Mello; Qingxia Kong; Rodrigo Godoy-Barba (INFORMS J. Comput., 2022)

Special Issue: Topics in Stochastic Programming. - Tito Homem-de-Mello; Milos Kopa; David P. Morton (Math. Program., 2022)

Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance. - Hamed Rahimian; Güzin Bayraksan; Tito Homem-de-Mello (SIAM J. Optim., 2022)

Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach. - Esnil Guevara; Frédéric Babonneau; Tito Homem-de-Mello (Comput. Ind. Eng., 2024)

Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization. - Tito Homem-de-Mello; Juan Valencia; Felipe Lagos; Guido Lagos (CoRR, 2024)

Solving constrained consumption-investment problems by decomposition algorithms. - Bernardo K. Pagnoncelli; Tito Homem-de-Mello; Guido Lagos; Pablo Castañeda; Javier García (Eur. J. Oper. Res., 2024)

Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting. - Joaquim Dias Garcia; Alexandre Street; Tito Homem-de-Mello; Francisco D. Muñoz (Oper. Res., 2025)