Miguel A. Lejeune

Orcid: 0000-0001-6952-7212

According to our database1, Miguel A. Lejeune authored at least 53 papers between 2001 and 2024.

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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

Liquidity-constrained index tracking optimization models.
Ann. Oper. Res., November, 2023

Risk-Adaptive Local Decision Rules.
CoRR, 2023

Multi-Agent Search for a Moving and Camouflaging Target.
CoRR, 2023

2022
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics.
INFORMS J. Comput., 2022

Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests.
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

A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs.
INFORMS J. Comput., 2021

Data-Driven Optimization of Reward-Risk Ratio Measures.
INFORMS J. Comput., 2021

2020
A distributionally robust area under curve maximization model.
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
Planning Online Advertising Using Gini Indices.
Oper. Res., 2019

Recent advances in the theory and practice of Logical Analysis of Data.
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

Resource deployment and donation allocation for epidemic outbreaks.
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

Data laboratory for supply chain response models during epidemic outbreaks.
Ann. Oper. Res., 2018

2017
Managing Reliability and Stability Risks in Forest Harvesting.
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

Public facility location using dispersion, population, and equity criteria.
Eur. J. Oper. Res., 2014

2013
Effectiveness-equity models for facility location problems on tree networks.
Networks, 2013

Construction of Risk-Averse Enhanced Index Funds.
INFORMS J. Comput., 2013

Probabilistic modeling of multiperiod service levels.
Eur. J. Oper. Res., 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

A logical analysis of banks' financial strength ratings.
Expert Syst. Appl., 2012

Game Theoretical Approach for Reliable Enhanced Indexation.
Decis. Anal., 2012

Pattern definition of the p-efficiency concept.
Ann. Oper. Res., 2012

2011
Optimization for simulation: LAD accelerator.
Ann. Oper. Res., 2011

Reverse-engineering country risk ratings: a combinatorial non-recursive model.
Ann. Oper. Res., 2011

2010
MIP reformulations of the probabilistic set covering problem.
Math. Program., 2010

Mathematical programming approaches for generating p-efficient points.
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

Showcase Scheduling at Fred Astaire East Side Dance Studio.
Interfaces, 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

Modeling country risk ratings using partial orders.
Eur. J. Oper. Res., 2006

2003
Heuristic optimization of experimental designs.
Eur. J. Oper. Res., 2003

2001
Measuring the impact of data mining on churn management.
Internet Res., 2001


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