Man

Tito Brelaz Homem de Mello

Professor

Universidad Adolfo Ibanez

Santiago, Chile

Líneas de Investigación


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

Educación

  •  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

Experiencia Académica

  •   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 - A la fecha

Experiencia Profesional

  •   OR Analyst Full Time

    Aços Villares S/A

    Sao Paulo, Brasil

    1988 - 1990

Formación de Capital Humano


Current students:

Co-advisor of Ph.D. student Esnil Guevara

Past students:
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.


Premios y Distinciones

  •   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.


 

Article (40)

A framework for adaptive open-pit mining planning under geological uncertainty
A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty
A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift
An ADMM algorithm for two-stage stochastic programming problems
Controlling risk and demand ambiguity in newsvendor models
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
Scenario reduction for stochastic programs with Conditional Value-at-Risk
An Optimal Path Model for the Risk-Averse Traveler
Chance-constrained problems and rare events: an importance sampling approach
Finding Efficient and Environmentally Friendly Paths for Risk-Averse Freight Carriers
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition
Monte Carlo sampling-based methods for stochastic optimization
Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Dynamic fleet scheduling with uncertain demand and customer flexibility
Improving fleet utilization for carriers by interval scheduling
Newsvendor-type models with decision-dependent uncertainty
Optimal Path Problems with Second-Order Stochastic Dominance Constraints
Sample average approximation of stochastic dominance constrained programs
Some Large Deviations Results for Latin Hypercube Sampling
Risk-adjusted budget allocation models with application in homeland security
Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling
Supply Chain Broker Operations Network Perspective
Mathematical programming models for revenue management under customer choice
Re-solving stochastic programming models for airline revenue management
A CUTTING-SURFACE METHOD FOR UNCERTAIN LINEAR PROGRAMS WITH POLYHEDRAL STOCHASTIC DOMINANCE CONSTRAINTS
ON RATES OF CONVERGENCE FOR STOCHASTIC OPTIMIZATION PROBLEMS UNDER NON-INDEPENDENT AND IDENTICALLY DISTRIBUTED SAMPLING
A study on the cross-entropy method for rare-event probability estimation
Some decomposition methods for revenue management
Modeling revenue yield of reservation systems that use nested capacity protection strategies
Models of the spiral-down effect in revenue management
Solving the vehicle routing problem with stochastic demands using the cross-entropy method
Variable-sample methods for stochastic optimization
Conditioning of convex piecewise linear stochastic programs
Estimation of derivatives of nonsmooth performance measures in regenerative systems
The sample average approximation method for stochastic discrete optimization
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
Finding optimal material release times using simulation-based optimization
A simulation-based approach to two-stage stochastic programming with recourse

BookSection (1)

Monte Carlo Methods for Discrete Stochastic Optimization

BookWhole (1)

Stochastic constraints and variance reduction techniques

Proyecto (11)

Adapting to the uncertainties and risks of climate change: Advanced methods and models for energy systems and markets
GEMA: Improving energy management in micro grids with storage via stochastic optimization and machine learning
Stochastic Optimization Models for Short-Term Oil Production
Distributionally Robust Models for Multi-Stage Stochastic Optimization Problems
Optimización a gran escala e incertidumbre=> desafíos en planificación minera estratégica, un enfoque interdisciplinario.
Centralized versus Decentralized Energy Management in a Stochastic Setting
MODELS AND STRATEGIES FOR MULTI-STAGE STOCHASTIC PROGRAMS WITH RISK CONTROL
Mathematical Modeling for Industrial and Management Science Applications
Freight Routing for Efficient, Sustainable and Reliable Travel
Optimization Algorithms for Problems with Stochastic Dominance Constraints
Model Accuracy and Learning in Revenue Management and Dynamic Pricing
46
Tito Brelaz

Professor

School of Business

Universidad Adolfo Ibanez

Santiago, Chile

4
Bernardo Pagnoncelli

Associate Professor

Business School

Universidad Adolfo Ibáñez

Santiago, Chile

1
Eduardo Moreno

Full Professor

Faculty of Engineering and Sciences

Universidad Adolfo Ibañez

Peñalolen, Chile

1
Javiera Barrera

Profesora Asociada

FACULTAD DE INGENIERÍA Y CIENCIAS

Universidad Adolfo Ibañez

Santiago, Chile

1
Guido Lagos

Profesor Asistente

Facultad de Ingeniería y Ciencias

Universidad Adolfo Ibánez

Viña del Mar, Chile