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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

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

Scheduling Arrivals to a Stochastic Service Delivery System Using Copositive Cones

Kong, Qingxia - 2018

In this paper, we investigate a stochastic appointment scheduling problem in an outpatient clinic with a single doctor. The number of patients and their sequence of arrivals are fixed, and the scheduling problem is to determine an appointment time for each patient. The service durations of the...

Persistent link: https://www.econbiz.de/10012936107

Mathematical programming models for revenue management under customer choice

Chen, Lijian; Homem-de-Mello, Tito - In: European journal of operational research : EJOR 203 (2010) 2, pp. 294-305

Persistent link: https://www.econbiz.de/10003943699

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

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

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

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

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