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Tito Brelaz Homem de Mello

Professor

Universidad Adolfo Ibanez

Santiago, Chile

Stochastic optimization and risk-based models (theory and applications), with applications to energy, transportation, finance and mine planning

Industrial and Systems Engineeering, GEORGIA INSTITUTE OF TECHNOLOGY. Estados Unidos, 1998
Applied Mathematics, UNIVERSIDADE DE SAO PAULO. Brasil, 1992
Computer Science, UNIVERSIDADE DE SAO PAULO. Brasil, 1987
Mathematics, GEORGIA INSTITUTE OF TECHNOLOGY. Estados Unidos, 1995

Assistant Professor Full Time

UNIVERSIDADE DE SAO PAULO

Sao Paulo, Brasil

1990 - 1993
Assistant Professor Full Time

OHIO STATE UNIVERSITY

Columbus, OH, Estados Unidos

1998 - 2003
Associate Professor Full Time

NORTHWESTERN UNIVERSITY

Evanston, IL, Chile

2003 - 2009
Visiting Associate Professor Full Time

UNIVERSITY OF ILLINOIS-CHICAGO

Chicago, IL, Estados Unidos

2009 - 2011
Professor Full Time

UNIVERSIDAD ADOLFO IBANEZ

Santiago, Chile

2011 - At present

OR Analyst Full Time

Aços Villares S/A

Sao Paulo, Brasil

1988 - 1990

Current students:

Co-advisor of M.Sc. students Nicolas Allendes, Pablo Flores, Rocio Oirastegui

Past students:
Constanza Zavala (M.Sc.), 2023 (co-advised)
Esnil Guevara (Ph.D.), 2022 (co-advised)
Arturo Fuentes (M.Sc.), 2022 (co-advised)
Agustin Letelier (M.Sc.), 2021 (co-advised)
Francisco Ferrada, 2021 (co-advised)
Sebastian Arpon (Ph.D.), 2018 (co-advised)
Rodrigo Godoy (M.Sc.), 2016 (co-advised)
Javier Garcia (M.Sc.), 2016 (co-advised)
Lijian Chen (Ph.D.), 2006
Shane Drew (Ph.D.), 2007
Jian Hu (Ph.D.) 2011
Krishna Chepuri (M.Sc.), 2003.
Alexander Nikolaev (M.Sc.), 2003.

Best Paper Award

Institute of Industrial Engineers

Estados Unidos, 2013

Best Applied Paper prize in Operations Engineering and Analysis, awarded by the journal IIE Transactions
Best Paper Award

INFORMS

Estados Unidos, 2007

Best Paper prize, awarded by the INFORMS Revenue Management and Pricing Section
George Nicholson Prize

INFORMS

Estados Unidos, 1998

International Student Paper Competition
Keynote Speaker

XXIII International Symposium on Mathematical Programming

Francia, 2018

Invited to be keynote speaker at the conference
Plenary Speaker

50th Brazilian Symposium on Operations Research

Brasil, 2018

Invited to be plenary speaker at the conference
Plenary Speaker

OPTIMA conference

Chile, 2017

Invited to be plenary speaker at the conference.


The role of hydrogen for deep decarbonization of energy systems: A Chilean case study Ferrada, Francisco; Babonneau, Frederic; Homem-de-Mello, Tito; Jalil-Vega, Francisca Article ISI SCOPUS ENERGY POLICY (2023)
A Robust Short-Term Oil Production under a Bow-Tie Uncertainty Set for the Gas Lift Performance Curve Ramos, André; Gamboa, Carlos; Valladão, Davi; Pagnoncelli, Bernardo K.; Homem-de-Mello, Tito; Vieira, Bruno; Gutierrez, Tomás; Teixeira, Alex Article ISI SCOPUS SPE JOURNAL (2022)
A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties Homem-de-Mello, Tito; Kong, Qingxia; Godoy-Barba, Rodrigo Article ISI SCOPUS INFORMS JOURNAL ON COMPUTING (2022)
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance Rahimian, Hamed; Bayraksan, Guzin; Homem-de-Mello, Tito Article ISI SCOPUS SIAM JOURNAL ON OPTIMIZATION (2022)
Energy planning policies for residential and commercial sectors under ambitious global and local emissions objectives: A Chilean case study Ferrada, Francisco; Babonneau, Frederic; Homem-de-Mello, Tito; Jalil-Vega, Francisca Article ISI SCOPUS JOURNAL OF CLEANER PRODUCTION (2022)
A data-driven approach for a class of stochastic dynamic optimization problems Thuener Silva; Davi Valladão; Homem-de-Mello, Tito Article ISI SCOPUS COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2021)
Adaptive open-pit mining planning under geological uncertainty Armstrong, Margaret; Lagos, Tomás; Emery, Xavier; Homem-de-Mello, Tito; Lagos, Guido; Sauré, Denis Article ISI SCOPUS Resources Policy (2021)
Decomposition methods for Wasserstein-based data-driven distributionally robust problems Gamboa, Carlos; Valladão, Davi; Street, Alexandre; Homem-de-Mello, Tito Article ISI SCOPUS OPERATIONS RESEARCH LETTERS (2021)
A framework for adaptive open-pit mining planning under geological uncertainty Lagos, Tomas; Armstrong, Margaret; Homem-de-Mello, Tito; Lagos, Guido; Saure, Denis Article ISI OPTIMIZATION AND ENGINEERING (2020)
A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty Guevara, Esnil; Babonneau, Frederic; Homem-de-Mello, Tito; Moret, Stefano Article ISI APPLIED ENERGY (2020)
A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift Gamboa C.; Silva T.; ValladÃ£o D.; Pagnoncelli B.K.; Homem-de-Mello T.; Vieira B.; Teixeira A. Article ISI SCOPUS TOP (2020)
An ADMM algorithm for two-stage stochastic programming problems ArpÃ³n S.; Homem-de-Mello T.; Pagnoncelli B.K. Article ISI SCOPUS ANNALS OF OPERATIONS RESEARCH (2020)
Controlling risk and demand ambiguity in newsvendor models Rahimian H.; Bayraksan G.; Homem-de-Mello T. Article ISI SCOPUS EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2019)
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 Article ISI SCOPUS EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2019)
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance Rahimian, Hamed; Bayraksan, Güzin; Homem-de-Mello, Tito Article ISI MATHEMATICAL PROGRAMMING (2019)
Scenario reduction for stochastic programs with Conditional Value-at-Risk Arpon, S; Homem-de-Mello, T; Pagnoncelli, B Article ISI SCOPUS MATHEMATICAL PROGRAMMING (2018)
An Optimal Path Model for the Risk-Averse Traveler Zhang L.; Homem-De-Mellob T. Article ISI SCOPUS TRANSPORTATION SCIENCE (2017)
Chance-constrained problems and rare events: an importance sampling approach Barrera, J; Homem-de-Mello, T; Moreno E.; Pagnoncelli, B.K.; Canessa, G. Article ISI SCOPUS MATHEMATICAL PROGRAMMING (2016)
Finding Efficient and Environmentally Friendly Paths for Risk-Averse Freight Carriers Li, Q.; Nie Y.M.; Vallamsundar S.; Lin, J; Homem-de-Mello, T Article ISI SCOPUS NETWORKS & SPATIAL ECONOMICS (2016)
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective Homem-de-Mello, T; Pagnoncelli, BK Article ISI SCOPUS EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2016)
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition Cooper, WL; Homem-de-Mello, T; Kleywegt, AJ Article ISI SCOPUS Operations Research (2015)
Monte Carlo sampling-based methods for stochastic optimization Homem de Mello, Tito; Bayraksan, Guzin Article SCOPUS Surveys in Operations Research and Management Science (2014)
Stochastically weighted stochastic dominance concepts with an application in capital budgeting Hu, J; Homem-de-Mello, T; Mehrotra S. Article ISI EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2014)
Dynamic fleet scheduling with uncertain demand and customer flexibility Turner, Jonathan P.; Lee, Soonhui; Daskin, Mark S.; Homem de Mello, Tito; Smilowitz, Karen Article Computational Management Science (2012)
Improving fleet utilization for carriers by interval scheduling Lee S.; Turner, J.; Daskin M.S.; Homem-de-Mello, T; Smilowitz K. Article ISI SCOPUS European Journal of Operational Research (2012)
Newsvendor-type models with decision-dependent uncertainty Lee S.; Homem-de-Mello, T; Kleywegt A.J. Article ISI SCOPUS Mathematical Methods of Operations Research (2012)
Optimal Path Problems with Second-Order Stochastic Dominance Constraints Nie, Yu; Wu, Xing; Homem de Mello, Tito Article ISI NETWORKS & SPATIAL ECONOMICS (2012)
Sample average approximation of stochastic dominance constrained programs HU JIAN; Homem de Mello, Tito; Mehrotra, Sanjay Article ISI MATHEMATICAL PROGRAMMING (2012)
Some Large Deviations Results for Latin Hypercube Sampling Drew, Shane S.; Homem-de-Mello, Tito Article ISI METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (2012)
Risk-adjusted budget allocation models with application in homeland security Hu, J; Homem-de-Mello, T; Mehrotra S. Article ISI SCOPUS IIE Transactions (Institute of Industrial Engineers) (2011)
Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling Homem de Mello, Tito; de Matos, Vitor L.; Finardi, Erlon C. Article Energy Systems (2011)
Supply Chain Broker Operations Network Perspective Huang, Michael; Homem-de-Mello, Tito; Smilowitz, Karen; Driegert, Bill Article ISI TRANSPORTATION RESEARCH RECORD (2011)
Mathematical programming models for revenue management under customer choice Chen, Lijian; Homem de Mello, Tito Article ISI EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2010)
Re-solving stochastic programming models for airline revenue management Chen, Lijian; Homem-de-Mello, Tito Article ISI ANNALS OF OPERATIONS RESEARCH (2010)
A CUTTING-SURFACE METHOD FOR UNCERTAIN LINEAR PROGRAMS WITH POLYHEDRAL STOCHASTIC DOMINANCE CONSTRAINTS Homem-de-Mello, Tito; Mehrotra, Sanjay Article ISI SIAM JOURNAL ON OPTIMIZATION (2009)
ON RATES OF CONVERGENCE FOR STOCHASTIC OPTIMIZATION PROBLEMS UNDER NON-INDEPENDENT AND IDENTICALLY DISTRIBUTED SAMPLING Homem-De-Mello, Tito Article ISI SIAM JOURNAL ON OPTIMIZATION (2008)
A study on the cross-entropy method for rare-event probability estimation Homem-de-Mello, Tito Article ISI INFORMS JOURNAL ON COMPUTING (2007)
Some decomposition methods for revenue management Cooper, William L.; Homem-de-Mello, Tito Article ISI TRANSPORTATION SCIENCE (2007)
Modeling revenue yield of reservation systems that use nested capacity protection strategies Haerian, Laila; Homem-de-Mello, Tito; Mount-Campbell, Clark A. Article ISI INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS (2006)
Models of the spiral-down effect in revenue management Cooper, William L.; Homem-de-Mello, Tito; Kleywegt, Anton J. Article ISI OPERATIONS RESEARCH (2006)
Solving the vehicle routing problem with stochastic demands using the cross-entropy method Chepuri, K; Homem-de-Mello, T Article ISI ANNALS OF OPERATIONS RESEARCH (2005)
Variable-sample methods for stochastic optimization Homem de Mello, Tito Article ACM Transactions on Modeling and Computer Simulation (2003)
Conditioning of convex piecewise linear stochastic programs Shapiro, A; Homem-De-Mello, T; Kim, J Article ISI MATHEMATICAL PROGRAMMING (2002)
Estimation of derivatives of nonsmooth performance measures in regenerative systems Homem-de-Mello, T Article ISI MATHEMATICS OF OPERATIONS RESEARCH (2001)
The sample average approximation method for stochastic discrete optimization Kleywegt, AJ; Shapiro, A; Homem-De-Mello, T Article ISI SIAM JOURNAL ON OPTIMIZATION (2001)
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs Shapiro, A; Homem-De-Mello, T Article ISI SIAM JOURNAL ON OPTIMIZATION (2000)
Finding optimal material release times using simulation-based optimization Homem-de-Mello, T; Shapiro, A; Spearman, ML Article ISI MANAGEMENT SCIENCE (1999)
A simulation-based approach to two-stage stochastic programming with recourse Shapiro, A; Homem-de-Mello, T Article ISI MATHEMATICAL PROGRAMMING (1998)


Monte Carlo Methods for Discrete Stochastic Optimization Homem de Mello, Tito BookSection (2001)


Stochastic constraints and variance reduction techniques Homem-de-Mello, T; Bayraksan, G BookWhole SCOPUS International Series in Operations Research and Management Science (2015)


Integrating predictive and prescriptive approaches in stochastic optimization Homem-de-Mello, Tito Proyecto (2022)
Adapting to the uncertainties and risks of climate change: Advanced methods and models for energy systems and markets Homem-de-Mello, Tito; Moreno, Eduardo; Barrera, Javiera; Olivares, Daniel; Cominetti, Roberto; Jalil-Vega, Francisca Proyecto (2020)
GEMA: Improving energy management in micro grids with storage via stochastic optimization and machine learning Rodrigo Carrasco Proyecto (2020)
Stochastic Optimization Models for Short-Term Oil Production Davi Valladão; Tito Homem de Mello; Bernardo Pagnoncelli; Thuener Silva Proyecto (2018)
Distributionally Robust Models for Multi-Stage Stochastic Optimization Problems Tito Homem-de-Mello Proyecto (2017)
Optimización a gran escala e incertidumbre=> desafíos en planificación minera estratégica, un enfoque interdisciplinario. PIA (ACT1407) Proyecto 2016-2018 Inv. Principal
Centralized versus Decentralized Energy Management in a Stochastic Setting Electricité de France (0) Proyecto 2014-2016 Investigador(a)
MODELS AND STRATEGIES FOR MULTI-STAGE STOCHASTIC PROGRAMS WITH RISK CONTROL FONDECYT (1120244) Proyecto 2012-2016 Inv. Responsable
Mathematical Modeling for Industrial and Management Science Applications FONDECYT (ACT-88) Proyecto 2011-2012 Investigador(a)
Freight Routing for Efficient, Sustainable and Reliable Travel National Center for Freight and Infrastructure Research and Education (0) Proyecto 2010-2012 Inv. Principal
Optimization Algorithms for Problems with Stochastic Dominance Constraints National Science Foundation (CMMI-0727532) Proyecto 2007-2010 Inv. Principal
Model Accuracy and Learning in Revenue Management and Dynamic Pricing National Science Foundation (0700161) Proyecto 2006-2010 Inv. Principal