Miguel A. Lejeune

59 papers C 1Journal 58
YearRankTypeTitle / Venue / Authors
2026 J jnl
Distributionally robust fractional optimization of probability of exceedance.
J. Glob. Optim.
Miguel A. Lejeune, Nguyen Hoang Nam
2026 J jnl
Distributionally robust optimal uncertainty quantification under Phi-divergence ambiguity.
Eur. J. Oper. Res.
Nguyen Hoang Nam, Miguel A. Lejeune
2025 J jnl
Drone-Delivery Network for Opioid Overdose: Nonlinear Integer Queueing-Optimization Models and Methods.
Oper. Res.
Miguel A. Lejeune, Wenbo Ma
2025 J jnl
Relaxations for probabilistically constrained stochastic programming problems: review and extensions.
Ann. Oper. Res.
Miguel A. Lejeune, A. Prékopa
2025 J jnl
Risk-Adaptive Local Decision Rules.
Oper. Res.
Johannes O. Royset, Miguel A. Lejeune
2024 J jnl
Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity.
J. Optim. Theory Appl.
Zhengyang Fan, Ran Ji, Miguel A. Lejeune
2024 J jnl
Profit-based unit commitment models with price-responsive decision-dependent uncertainty.
Eur. J. Oper. Res.
Miguel A. Lejeune, Payman Dehghanian, Wenbo Ma
2023 J jnl
Liquidity-constrained index tracking optimization models.
Ann. Oper. Res.
Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune
2023 J jnl
Multi-Agent Search for a Moving and Camouflaging Target.
CoRR
Miguel A. Lejeune, Johannes O. Royset, Wenbo Ma
2023 J jnl
On the Use of Mobile Power Sources in Distribution Networks Under Endogenous Uncertainty.
IEEE Trans. Control. Netw. Syst.
Jinshun Su, Dmitry Anokhin, Payman Dehghanian, Miguel A. Lejeune
2023 J jnl
Risk-Adaptive Local Decision Rules.
CoRR
Johannes O. Royset, Miguel A. Lejeune
2022 J jnl
Data-driven project portfolio selection: Decision-dependent stochastic programming formulations with reliability and time to market requirements.
Comput. Oper. Res.
Janne Kettunen, Miguel A. Lejeune
2022 J jnl
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics.
INFORMS J. Comput.
Nilay Noyan, Gábor Rudolf, Miguel A. Lejeune
2022 J jnl
Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests.
INFORMS J. Comput.
Janiele Custodio, Miguel A. Lejeune
2021 J jnl
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs.
INFORMS J. Comput.
Roya Karimi, Jianqiang Cheng, Miguel A. Lejeune
2021 J jnl
Data-Driven Optimization of Reward-Risk Ratio Measures.
INFORMS J. Comput.
Ran Ji, Miguel A. Lejeune
2021 J jnl
Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.
J. Glob. Optim.
Ran Ji, Miguel A. Lejeune
2020 J jnl
A Distributionally Robust Area Under Curve Maximization Model.
CoRR
Wenbo Ma, Miguel A. Lejeune
2020 J jnl
A distributionally robust area under curve maximization model.
Oper. Res. Lett.
Wenbo Ma, Miguel A. Lejeune
2020 J jnl
Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities.
IEEE Access
Benjamin Wormuth, Shiyuan Wang, Payman Dehghanian, Masoud Barati, Abouzar Estebsari, Tiago Pascoal Filomena, Mohammad Heidari Kapourchali, Miguel A. Lejeune
2020 J jnl
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution.
Manag. Sci.
So Yeon Chun, Miguel A. Lejeune
2020 J jnl
Technical Note - Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations.
Oper. Res.
Janne Kettunen, Miguel A. Lejeune
2019 J jnl
Note on "A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning".
Eur. J. Oper. Res.
Janiele Custodio, Miguel A. Lejeune, Antonio Zavaleta
2019 J jnl
Planning Online Advertising Using Gini Indices.
Oper. Res.
Miguel A. Lejeune, John G. Turner
2019 J jnl
Recent advances in the theory and practice of Logical Analysis of Data.
Eur. J. Oper. Res.
Miguel A. Lejeune, Vadim V. Lozin, Irina Lozina, Ahmed Ragab, Soumaya Yacout
2019 J jnl
Resource deployment and donation allocation for epidemic outbreaks.
Ann. Oper. Res.
Azrah A. Anparasan, Miguel A. Lejeune
2018 J jnl
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting.
Comput. Manag. Sci.
Miguel A. Lejeune, Janne Kettunen
2018 J jnl
Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times.
Manag. Sci.
Miguel A. Lejeune, François Margot
2018 J jnl
Data laboratory for supply chain response models during epidemic outbreaks.
Ann. Oper. Res.
Azrah A. Anparasan, Miguel A. Lejeune
2018 J jnl
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints.
Ann. Oper. Res.
Ran Ji, Miguel A. Lejeune
2017 C conf
Dynamic portfolio optimization with risk-aversion adjustment utilizing technical indicators.
FUSION
Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad
2017 J jnl
Managing Reliability and Stability Risks in Forest Harvesting.
Manuf. Serv. Oper. Manag.
Miguel A. Lejeune, Janne Kettunen
2017 J jnl
Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria.
Ann. Oper. Res.
Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad
2016 J jnl
Erratum to: Threshold Boolean form for joint probabilistic constraints with random technology matrix.
Math. Program.
Alexander Kogan, Miguel A. Lejeune, James R. Luedtke
2016 J jnl
Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization.
Eur. J. Oper. Res.
Miguel A. Lejeune, Siqian Shen
2016 J jnl
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities.
Oper. Res.
Miguel A. Lejeune, François Margot
2014 J jnl
Public facility location using dispersion, population, and equity criteria.
Eur. J. Oper. Res.
Rajan Batta, Miguel A. Lejeune, Srinivas Y. Prasad
2014 J jnl
Threshold Boolean form for joint probabilistic constraints with random technology matrix.
Math. Program.
Alexander Kogan, Miguel A. Lejeune
2014 J jnl
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs.
J. Optim. Theory Appl.
Tiago Pascoal Filomena, Miguel A. Lejeune
2013 J jnl
Construction of Risk-Averse Enhanced Index Funds.
INFORMS J. Comput.
Miguel A. Lejeune, Gülay Samatli-Paç
2013 J jnl
Effectiveness-equity models for facility location problems on tree networks.
Networks
Miguel A. Lejeune, Srinivas Y. Prasad
2013 J jnl
Probabilistic modeling of multiperiod service levels.
Eur. J. Oper. Res.
Miguel A. Lejeune
2012 J jnl
A logical analysis of banks' financial strength ratings.
Expert Syst. Appl.
Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune
2012 J jnl
Game Theoretical Approach for Reliable Enhanced Indexation.
Decis. Anal.
Miguel A. Lejeune
2012 J jnl
Pattern definition of the p-efficiency concept.
Ann. Oper. Res.
Miguel A. Lejeune
2012 J jnl
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems.
Oper. Res.
Miguel A. Lejeune
2012 J jnl
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments.
Oper. Res. Lett.
Tiago Pascoal Filomena, Miguel A. Lejeune
2011 J jnl
Optimization for simulation: LAD accelerator.
Ann. Oper. Res.
Miguel A. Lejeune, François Margot
2011 J jnl
Reverse-engineering country risk ratings: a combinatorial non-recursive model.
Ann. Oper. Res.
Peter Ladislaw Hammer, Alexander Kogan, Miguel A. Lejeune
2010 J jnl
MIP reformulations of the probabilistic set covering problem.
Math. Program.
Anureet Saxena, Vineet Goyal, Miguel A. Lejeune
2010 J jnl
Mathematical programming approaches for generating p-efficient points.
Eur. J. Oper. Res.
Miguel A. Lejeune, Nilay Noyan
2009 J jnl
An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints.
Oper. Res.
Pierre Bonami, Miguel A. Lejeune
2008 J jnl
Integer programming solution approach for inventory-production-distribution problems with direct shipments.
Int. Trans. Oper. Res.
Miguel A. Lejeune, François Margot
2008 J jnl
Preprocessing techniques and column generation algorithms for stochastically efficient demand.
J. Oper. Res. Soc.
Miguel A. Lejeune
2008 J jnl
Showcase Scheduling at Fred Astaire East Side Dance Studio.
Interfaces
Miguel A. Lejeune, Nevena Yakova
2007 J jnl
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems.
Oper. Res.
Miguel A. Lejeune, Andrzej Ruszczynski
2006 J jnl
A variable neighborhood decomposition search method for supply chain management planning problems.
Eur. J. Oper. Res.
Miguel A. Lejeune
2006 J jnl
Modeling country risk ratings using partial orders.
Eur. J. Oper. Res.
Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune
2003 J jnl
Heuristic optimization of experimental designs.
Eur. J. Oper. Res.
Miguel A. Lejeune