Tito Homem-De-Mello

Tito Homem-De-Mello

Ph.D in Industrial and Systems Engineering
Profesor Titular
Investigador
ESCUELA DE NEGOCIOS
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Tito Homem-De-Mello

Ph.D in Industrial and Systems Engineering
  • Ph.D in Industrial and Systems Engineering, Georgia Institute of Technology, Estados Unidos, 1998.

Académico jornada completa de la Escuela de Negocios en la Universidad Adolfo Ibañez (UAI) desde el año 2011. Antes de adjuntarse a la UAI, trabajó como profesor jornada completa en Northwestern University, Ohio State University,  y University of Illinois at Chicago, todas en E.E.U.U.

En la UAI, el Prof. Homem-de-Mello dicta cursos en gestión de operaciones a nivel de pregrado y posgrado, y cursos de análisis cuantitativo y “business analytics” para MBA. Realiza investigación en temas relacionados a la toma de decisiones bajo incertidumbre y gestión de riesgo, con aplicaciones en transportes, finanzas, energía y revenue management, habiendo trabajado con varias empresas en esas áreas.

El Dr. Homem-de-Mello tiene más de 40 publicaciones científicas en revistas internacionales, y ha sido investigador principal en numerosos proyectos de investigación (grants),  incluyendo proyectos del National Science Foundation  (E.E.U.U.), FONDECYT y Proyectos Anillo (Chile).  Participa regularmente de las conferencias internacionales, y ha participado como miembro del consejo directivo de algunas de las principales sociedades internacionales profesionales de su área.

Forecasting outside the Box</>

Homem-de-Mello, T., Valencia, J., Lagos, F. & Lagos, G., 2026, In: Mathematical Programming.

Ten challenges for mathematical modeling of the green-energy transition</>

Anderson, E., Ferris, M., Philpott, A., Anitescu, M., Cramton, P., Geng, S., Green, R., Homem-de-Mello, T., Huber, O., Leclère, V. & Sioshansi, R., dic. 2025, In: Current Sustainable/Renewable Energy Reports, 12, 1.

Integrated long-term energy planning with vehicle-to-grid for decarbonization of the Chilean energy system</>

Ferrada, F., Babonneau, F., Homem-de-Mello, T. & Jalil-Vega, F., sep. 2025, In: Journal of Cleaner Production, 523.

Application-Driven Learning</>

Dias Garcia, J., Street, A., Homem-De-Mello, T. & Muñoz, F., ene. 2025, In: Operations Research, 73, 1, p. 22-39.

Uncertainty dynamics in energy planning models</>

Guevara, E., Babonneau, F. & Homem-de-Mello, T., may. 2024, In: Computers and Industrial Engineering, 191.

Synthetic Simulation of Spatially-Correlated Streamflows</>

Chadwick, C., Babonneau, F., Homem-de-Mello, T. & Letelier, A., feb. 2024, In: Water Resources Research, 60, 2.

Solving constrained consumption–investment problems by decomposition algorithms</>

Pagnoncelli, B., Homem-de-Mello, T., Lagos, G., Castañeda, P. & García, J., 2024, In: European Journal of Operational Research, 319, 1, p. 292-302.

Measuring the impact of regional climate change on heating and cooling demand for the Chilean energy transition</>

Zavala, C., Babonneau, F. & Homem-de-Mello, T., nov. 2023, In: Journal of Cleaner Production, 428.

The role of hydrogen for deep decarbonization of energy systems</>

Ferrada, F., Babonneau, F., Homem-de-Mello, T. & Jalil-Vega, F., jun. 2023, In: Energy Policy, 177.

A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties</>

Homem-De-Mello, T., Kong, Q. & Godoy-Barba, R., sep. 2022, In: INFORMS Journal on Computing, 34, 5, p. 2845-2865.

Energy planning policies for residential and commercial sectors under ambitious global and local emissions objectives</>

Ferrada, F., Babonneau, F., Homem-de-Mello, T. & Jalil-Vega, F., may. 2022, In: Journal of Cleaner Production, 350.

A Robust Short-Term Oil Production under a Bow-Tie Uncertainty Set for the Gas Lift Performance Curve</>

Ramos, A., Gamboa, C., Valladão, D., Pagnoncelli, B., Homem-De-Mello, T., Vieira, B., Gutierrez, T. & Teixeira, A., feb. 2022, In: SPE Journal, 27, 1, p. 519-531.

EFFECTIVE SCENARIOS IN MULTISTAGE DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH A FOCUS ON TOTAL VARIATION DISTANCE</>

Rahimian, H., Bayraksan, G. & De-Mello, T., 2022, In: SIAM Journal on Optimization, 32, 3, p. 1698-1727.

Special Issue</>

Homem-de-Mello, T., Kopa, M. & Morton, D., 2022, In: Mathematical Programming, 191, 1.

A data-driven approach for a class of stochastic dynamic optimization problems</>

Silva, T., Valladão, D. & Homem-de-Mello, T., dic. 2021, In: Computational Optimization and Applications, 80, 3, p. 687-729.

Decomposition methods for Wasserstein-based data-driven distributionally robust problems</>

Gamboa, C., Valladão, D., Street, A. & Homem-de-Mello, T., sep. 2021, In: Operations Research Letters, 49, 5, p. 696-702.

Adaptive open-pit mining planning under geological uncertainty</>

Armstrong, M., Lagos, T., Emery, X., Homem-de-Mello, T., Lagos, G. & Sauré, D., ago. 2021, In: Resources Policy, 72.

A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift</>

Gamboa, C., Silva, T., Valladão, D., Pagnoncelli, B., Homem-de-Mello, T., Vieira, B. & Teixeira, A., oct. 2020, In: TOP, 28, 3, p. 549-574.

A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty</>

Guevara, E., Babonneau, F., Homem-de-Mello, T. & Moret, S., ago. 2020, In: Applied Energy, 271.

An ADMM algorithm for two-stage stochastic programming problems</>

Arpón, S., Homem-de-Mello, T. & Pagnoncelli, B., mar. 2020, In: Annals of Operations Research, 286, 1-2, p. 559-582.

A framework for adaptive open-pit mining planning under geological uncertainty</>

Lagos, T., Armstrong, M., Homem-de-Mello, T., Lagos, G. & Sauré, D., 2020, In: Optimization and Engineering, 23, 1, p. 111-146.

Controlling risk and demand ambiguity in newsvendor models</>

Rahimian, H., Bayraksan, G. & Homem-de-Mello, T., dic. 2019, In: European Journal of Operational Research, 279, 3, p. 854-868.

Identifying effective scenarios in distributionally robust stochastic programs with total variation distance</>

Rahimian, H., Bayraksan, G. & Homem-de-Mello, T., ene. 2019, In: Mathematical Programming, 173, 1-2, p. 393-430.

Designing coalition-based fair and stable pricing mechanisms under private information on consumers’ reservation prices</>

Le Cadre, H., Pagnoncelli, B., Homem-de-Mello, T. & Beaude, O., ene. 2019, In: European Journal of Operational Research, 272, 1, p. 270-291.

Scenario reduction for stochastic programs with Conditional Value-at-Risk</>

Arpón, S., Homem-de-Mello, T. & Pagnoncelli, B., jul. 2018, In: Mathematical Programming, 170, 1, p. 327-356.

An optimal path model for the risk-averse traveler</>

Zhang, L. & Homem-De-Mellob, T., 2017, In: Transportation Science, 51, 2, p. 518-535.

Chance-constrained problems and rare events</>

Barrera, J., Homem-de-Mello, T., Moreno, E., Pagnoncelli, B. & Canessa, G., may. 2016, In: Mathematical Programming, 157, 1, p. 153-189.

Finding Efficient and Environmentally Friendly Paths for Risk-Averse Freight Carriers</>

Li, Q., Nie, Y., Vallamsundar, S., Lin, J. & Homem-de-Mello, T., mar. 2016, In: Networks and Spatial Economics, 16, 1, p. 255-275.

Risk aversion in multistage stochastic programming</>

Homem-De-Mello, T. & Pagnoncelli, B., feb. 2016, In: European Journal of Operational Research, 249, 1, p. 188-199.

Learning and pricing with models that do not explicitly incorporate competition</>

Cooper, W., Homem-de-Mello, T. & Kleywegt, A., ene. 2015, In: Operations Research, 63, 1, p. 86-103.

Stochastic constraints and variance reduction techniques</>

Homem-De-Mello, T. & Bayraksan, G., 2015.

Stochastically weighted stochastic dominance concepts with an application in capital budgeting</>

Hu, J., Homem-De-Mello, T. & Mehrotra, S., feb. 2014, In: European Journal of Operational Research, 232, 3, p. 572-583.

Monte Carlo sampling-based methods for stochastic optimization</>

Homem-de-Mello, T. & Bayraksan, G., ene. 2014, In: Surveys in Operations Research and Management Science, 19, 1, p. 56-85.

Optimal Path Problems with Second-Order Stochastic Dominance Constraints</>

Nie, Y., Wu, X. & Homem-de-Mello, T., dic. 2012, In: Networks and Spatial Economics, 12, 4, p. 561-587.

Dynamic fleet scheduling with uncertain demand and customer flexibility</>

Turner, J., Lee, S., Daskin, M., Homem-de-Mello, T. & Smilowitz, K., nov. 2012, In: Computational Management Science, 9, 4, p. 459-481.

Newsvendor-type models with decision-dependent uncertainty</>

Lee, S., Homem-De-Mello, T. & Kleywegt, A., oct. 2012, In: Mathematical Methods of Operations Research, 76, 2, p. 189-221.

Sample average approximation of stochastic dominance constrained programs</>

Hu, J., Homem-De-Mello, T. & Mehrotra, S., jun. 2012, In: Mathematical Programming, 133, 1-2, p. 171-201.

Some Large Deviations Results for Latin Hypercube Sampling</>

Drew, S. & Homem-de-Mello, T., jun. 2012, In: Methodology and Computing in Applied Probability, 14, 2, p. 203-232.

Improving fleet utilization for carriers by interval scheduling</>

Lee, S., Turner, J., Daskin, M., Homem-De-Mello, T. & Smilowitz, K., abr. 2012, In: European Journal of Operational Research, 218, 1, p. 261-269.

Supply Chain broker operations</>

Huang, M., Homem-De-Mello, T., Smilowitz, K. & Driegert, B., dic. 2011, In: Transportation Research Record, 2224, p. 1-7.

Risk-adjusted budget allocation models with application in homeland security</>

Hu, J., Homem-De-Mello, T. & Mehrotra, S., dic. 2011, In: IIE Transactions (Institute of Industrial Engineers), 43, 12, p. 819-839.

Sampling strategies and stopping criteria for stochastic dual dynamic programming</>

Homem-De-Mello, T., De Matos, V. & Finardi, E., mar. 2011, In: Energy Systems, 2, 1, p. 1-31.

Mathematical programming models for revenue management under customer choice</>

Chen, L. & Homem-de-Mello, T., jun. 2010, In: European Journal of Operational Research, 203, 2, p. 294-305.

Re-solving stochastic programming models for airline revenue management</>

Chen, L. & Homem-de-Mello, T., 2010, In: Annals of Operations Research, 177, 1, p. 91-114.

A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints</>

Homem-De-mello, T. & Mehrotra, S., 2009, In: SIAM Journal on Optimization, 20, 3, p. 1250-1273.

On rates of convergence for stochastic optimization problems under non-independent and identically distributed sampling*</>

Homem-De-Mello, T., jun. 2008, In: SIAM Journal on Optimization, 19, 2, p. 524-551.

Some decomposition methods for revenue management</>

Cooper, W. & Homem-De-mello, T., ago. 2007, In: Transportation Science, 41, 3, p. 332-353.

A study on the cross-entropy method for rare-event probability estimation</>

Homem-de-Mello, T., 2007, In: INFORMS Journal on Computing, 19, 3, p. 381-394.

Modeling revenue yield of reservation systems that use nested capacity protection strategies</>

Haerian, L., Homem-de-Mello, T. & Mount-Campbell, C., dic. 2006, In: International Journal of Production Economics, 104, 2, p. 340-353.

Models of the spiral-down effect in revenue management</>

Cooper, W., Homem-de-Mello, T. & Kleywegt, A., sep. 2006, In: Operations Research, 54, 5, p. 968-987.

Solving the vehicle routing problem with stochastic demands using the cross-entropy method</>

Chepuri, K. & Homem-De-Mello, T., ene. 2005, In: Annals of Operations Research, 134, 1, p. 153-181.

Variable-Sample Methods for Stochastic Optimization</>

Homem-de-Mello, T., abr. 2003, In: ACM Transactions on Modeling and Computer Simulation, 13, 2, p. 108-133.

Conditioning of convex piecewise linear stochastic programs</>

Shapiro, A., Homem-De-Mello, T. & Kim, J., dic. 2002, In: Mathematical Programming, 94, 1, p. 1-19.

The sample average approximation method for stochastic discrete optimization</>

Kleywegt, A., Shapiro, A. & Homem-De-Mello, T., 2002, In: SIAM Journal on Optimization, 12, 2, p. 479-502.

Estimation of rare event probabilities using cross-entropy</>

Homem-de-Mello, T. & Rubinstein, R., 2002, In: Winter Simulation Conference Proceedings, 1, p. 310-319.

Estimation of derivatives of nonsmooth performance measures in regenerative systems</>

Homem-De-Mello, T., nov. 2001, In: Mathematics of Operations Research, 26, 4, p. 741-768.

On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs</>

Shapiro, A. & Homem-De-Mello, T., 2000, In: SIAM Journal on Optimization, 11, 1, p. 70-86.

Finding optimal material release times using simulation-based optimization</>

Homem-de-Mello, T., Shapiro, A. & Spearman, M., ene. 1999, In: Management Science, 45, 1, p. 86-102.

A simulation-based approach to two-stage stochastic programming with recourse</>

Shapiro, A. & Homem-de-Mello, T., may. 1998, In: Mathematical Programming, 81, 3, p. 301-325.