Published/accepted papers:

NOTE: Some of the links below seem not to work with Mozilla Firefox. If you can't open a file, please try visiting this page with Internet Explorer. Sorry for the inconvenience.

T. Homem-de-Mello, "On Rates of Convergence for Stochastic Optimization Problems Under Non-I.I.D. Sampling",
to appear in SIAM Journal on Optimization.
Available at Optimization Online: http://www.optimization-online.org/DB_HTML/2006/04/1370.html

L. Chen and T. Homem-de-Mello, "Re-Solving Stochastic Programming Models for Airline Revenue Management",
to appear in Annals of Operations Research.
Available at Optimization Online: http://www.optimization-online.org/DB_HTML/2004/12/1025.html

W.L. Cooper and T. Homem-de-Mello, "Some Decomposition Methods for Revenue Management",
Transportation Science, Vol. 41, No. 3, 332-353 (2007). (full paper [pdf])

T. Homem-de-Mello,  "A Study on the Cross-Entropy Method for Rare Event Probability Estimation",
INFORMS Journal on Computing, Vol. 19, No. 3, 381-394 (2007). (full paper [pdf])  (click here for online appendix)

W.L. Cooper, T. Homem-de-Mello and A. Kleywegt, "Models of the Spiral-Down Effect in Revenue Management",
Operations Research, Vol. 54, No. 5, 968-987 (2006). (full paper [pdf]) (click here for online appendix)

L. Haerian, T. Homem-de-Mello and C. Mount-Campbell, "Modeling Revenue Yield of Reservation Systems That Use Nested Capacity Protection Strategies",
International Journal of Production Economics 104, 340-353 (2006). (full paper [pdf])

S. Drew and T. Homem-de-Mello, "Quasi-Monte Carlo Strategies For Stochastic Optimization",
Proceedings of the 2006 Winter Simulation Conference, L.F. Perrone, F.P. Wieland, J. Liu, B.G. Lawson, D.M. Nicol and R.M. Fujimoto, eds. (full paper [pdf])

S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling",
Proceedings of the 2005 Winter Simulation Conference, M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds. (full paper [pdf])

K. Chepuri and T. Homem-de-Mello, "Solving the Vehicle Routing Problem with Stochastic Demands using the Cross Entropy Method",
Annals of Operations Research 134, 153-181, 2005. (full paper [pdf])

T. Homem-de-Mello, "Variable-Sample Methods for Stochastic Optimization",
ACM Transactions on Modeling and Computer Simulation, Volume 13, Issue 2 (April 2003),  108-133. (full paper [pdf])

T. Homem-de-Mello and R.Y. Rubinstein, "Rare Event Probability Estimation Using Cross-Entropy",
Proceedings of the 2002 Winter Simulation Conference, E. Yucesan, C.-H. Chen, J. L. Snowdon, and J. M. Charnes (eds.), 310-319, 2002. (full paper [pdf])

A. Shapiro, T. Homem-de-Mello and J. Kim, "Conditioning of Convex Piecewise Linear Stochastic Programs",
Mathematical Programming 94:1-19 (2002). (full paper [pdf])

T. Homem-de-Mello, "Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems'',   
Mathematics of Operations Research, Vol. 26, No. 4, 741-768, 2001.  (full paper [pdf])

A. Kleywegt, A. Shapiro, and T. Homem-de-Mello, "The Sample Average Approximation Method for  Stochastic Discrete Optimization", 
SIAM Journal on Optimization, Vol. 12, No. 2, 479-502, 2001. (full paper [pdf])

A. Shapiro and T. Homem-de-Mello, "On Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs" 
SIAM Journal on Optimization, Vol. 11, No. 1, 70-86, 2000. (full paper [pdf])

T. Homem-de-Mello, A. Shapiro and M. Spearman, "Finding Optimal Material Release Times Using Simulation Based Optimization''
Management Science 1, 45 (1999), 86-102 (full paper [pdf])

A. Shapiro and T. Homem-de-Mello, "A Simulation-Based Approach to Two-Stage Stochastic Programming with Recourse'' 
Mathematical Programming, vol. 81, no. 3, 301-325, 1998. (full paper [pdf])

T. Homem-de-Mello and C. Humes Jr., "Instability of Manufacturing Systems with Decreasing Service Times''
Pesquisa Operacional (ed. by Operations Research Brazilian Society), vol. 11, no. 2, 17-27, 1991. 

Book chapter

T. Homem-de-Mello, "Monte Carlo Methods for Discrete Stochastic Optimization",
in Stochastic Optimization: Algorithms and Applications, S. Uryasev and P.M. Pardalos, eds., 95-117, Kluwer Academic Publishers, 2000.

Submitted papers/preprints:

S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling",
Manuscript, Department of Industrial Engineering and Management Sciences, Northwestern University, 2007,
submitted for publication. (full paper [pdf])

L. Chen and T. Homem-de-Mello, "An Alternative Discrete Choice Model by Customer Preferences",
Manuscript, Department of Industrial Engineering and Management Sciences, Northwestern University, 2007,
submitted for publication. (full paper [pdf])

T. Homem-de-Mello and C. Humes Jr., "Some Stability Conditions for Flexible Manufacturing Systems with No Set-up Times'',
Technical Report, Dept. of Computer Science, University of São Paulo, 1993. 

Theses/dissertations:

T. Homem-de-Mello, ``Simulation-Based Methods for Stochastic Optimization'' 
Ph.D. Thesis, Georgia Institute of Technology, 1998. 

T. Homem-de-Mello, ``A Contribution to the Study of Stability in Flexible Manufacturing Systems'', Master's Thesis (in Portuguese), University of São Paulo, Brazil, 1992. 

Return to home page