| 2007 | ||
|---|---|---|
| 10 | Tito Homem-de-Mello: A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS Journal on Computing 19(3): 381-394 (2007) | |
| 9 | William L. Cooper, Tito Homem-de-Mello: Some Decomposition Methods for Revenue Management. Transportation Science 41(3): 332-353 (2007) | |
| 2006 | ||
| 8 | Shane S. Drew, Tito Homem-de-Mello: Quasi-Monte Carlo strategies for stochastic optimization. Winter Simulation Conference 2006: 774-782 | |
| 7 | William L. Cooper, Tito Homem-de-Mello, Anton J. Kleywegt: Models of the Spiral-Down Effect in Revenue Management. Operations Research 54(5): 968-987 (2006) | |
| 2005 | ||
| 6 | Shane S. Drew, Tito Homem-de-Mello: Some large deviations results for Latin hypercube sampling. Winter Simulation Conference 2005: 673-681 | |
| 5 | Krishna Chepuri, Tito Homem-de-Mello: Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method. Annals OR 134(1): 153-181 (2005) | |
| 2003 | ||
| 4 | Tito Homem-de-Mello: Variable-sample methods for stochastic optimization. ACM Trans. Model. Comput. Simul. 13(2): 108-133 (2003) | |
| 2002 | ||
| 3 | Tito Homem-de-Mello, Reuven Y. Rubinstein: Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy. Winter Simulation Conference 2002: 310-319 | |
| 2001 | ||
| 2 | Tito Homem-de-Mello: Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems. Math. Oper. Res. 26(4): 741-768 (2001) | |
| 1998 | ||
| 1 | Alexander Shapiro, Tito Homem-de-Mello: A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81: 301-325 (1998) | |
| 1 | Krishna Chepuri | [5] |
| 2 | William L. Cooper | [7] [9] |
| 3 | Shane S. Drew | [6] [8] |
| 4 | Anton J. Kleywegt | [7] |
| 5 | Reuven Y. Rubinstein | [3] |
| 6 | Alexander Shapiro | [1] |