Miguel A. Lejeune
Orcid: 0000-0001-6952-7212
According to our database1,
Miguel A. Lejeune
authored at least 53 papers
between 2001 and 2024.
Collaborative distances:
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Bibliography
2024
Profit-based unit commitment models with price-responsive decision-dependent uncertainty.
Eur. J. Oper. Res., 2024
2023
On the Use of Mobile Power Sources in Distribution Networks Under Endogenous Uncertainty.
IEEE Trans. Control. Netw. Syst., December, 2023
Ann. Oper. Res., November, 2023
2022
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics.
INFORMS J. Comput., 2022
INFORMS J. Comput., 2022
Data-driven project portfolio selection: Decision-dependent stochastic programming formulations with reliability and time to market requirements.
Comput. Oper. Res., 2022
2021
Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.
J. Glob. Optim., 2021
INFORMS J. Comput., 2021
2020
Oper. Res. Lett., 2020
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution.
Manag. Sci., 2020
Technical Note - Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations.
Oper. Res., 2020
Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities.
IEEE Access, 2020
2019
Eur. J. Oper. Res., 2019
Note on "A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning".
Eur. J. Oper. Res., 2019
Ann. Oper. Res., 2019
2018
Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times.
Manag. Sci., 2018
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting.
Comput. Manag. Sci., 2018
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints.
Ann. Oper. Res., 2018
Ann. Oper. Res., 2018
2017
Manuf. Serv. Oper. Manag., 2017
Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria.
Ann. Oper. Res., 2017
Dynamic portfolio optimization with risk-aversion adjustment utilizing technical indicators.
Proceedings of the 20th International Conference on Information Fusion, 2017
2016
Erratum to: Threshold Boolean form for joint probabilistic constraints with random technology matrix.
Math. Program., 2016
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities.
Oper. Res., 2016
Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization.
Eur. J. Oper. Res., 2016
2014
Threshold Boolean form for joint probabilistic constraints with random technology matrix.
Math. Program., 2014
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs.
J. Optim. Theory Appl., 2014
Eur. J. Oper. Res., 2014
2013
Networks, 2013
2012
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments.
Oper. Res. Lett., 2012
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems.
Oper. Res., 2012
2011
Ann. Oper. Res., 2011
2010
Eur. J. Oper. Res., 2010
2009
An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints.
Oper. Res., 2009
2008
Preprocessing techniques and column generation algorithms for stochastically efficient demand.
J. Oper. Res. Soc., 2008
Integer programming solution approach for inventory-production-distribution problems with direct shipments.
Int. Trans. Oper. Res., 2008
2007
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems.
Oper. Res., 2007
2006
A variable neighborhood decomposition search method for supply chain management planning problems.
Eur. J. Oper. Res., 2006
2003
2001