Miguel A. Lejeune

According to our database, Miguel A. Lejeune authored at least 52 papers between 2001 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

On the Use of Mobile Power Sources in Distribution Networks Under Endogenous Uncertainty.

Jinshun Su, Dmitry Anokhin, Payman Dehghanian, Miguel A. Lejeune

IEEE Trans. Control. Netw. Syst., December, 2023

Liquidity-constrained index tracking optimization models.

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune

Ann. Oper. Res., November, 2023

Risk-Adaptive Local Decision Rules.

Johannes O. Royset, Miguel A. Lejeune

CoRR, 2023

Multi-Agent Search for a Moving and Camouflaging Target.

Miguel A. Lejeune, Johannes O. Royset, Wenbo Ma

CoRR, 2023

2022

Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics.

Nilay Noyan, Gábor Rudolf, Miguel A. Lejeune

INFORMS J. Comput., 2022

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

Janiele Custodio, Miguel A. Lejeune

INFORMS J. Comput., 2022

Data-driven project portfolio selection: Decision-dependent stochastic programming formulations with reliability and time to market requirements.

Janne Kettunen, Miguel A. Lejeune

Comput. Oper. Res., 2022

2021

Data-driven distributionally robust chance-constrained optimization with Wasserstein metric.

Ran Ji, Miguel A. Lejeune

J. Glob. Optim., 2021

A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs.

Roya Karimi, Jianqiang Cheng, Miguel A. Lejeune

INFORMS J. Comput., 2021

Data-Driven Optimization of Reward-Risk Ratio Measures.

Ran Ji, Miguel A. Lejeune

INFORMS J. Comput., 2021

2020

A distributionally robust area under curve maximization model.

Wenbo Ma, Miguel A. Lejeune

Oper. Res. Lett., 2020

Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution.

So Yeon Chun, Miguel A. Lejeune

Manag. Sci., 2020

Technical Note - Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations.

Janne Kettunen, Miguel A. Lejeune

Oper. Res., 2020

Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities.

Benjamin Wormuth, Shiyuan Wang, Payman Dehghanian, Masoud Barati, Abouzar Estebsari, Tiago Pascoal Filomena, Mohammad Heidari Kapourchali, Miguel A. Lejeune

IEEE Access, 2020

2019

Planning Online Advertising Using Gini Indices.

Miguel A. Lejeune, John G. Turner

Oper. Res., 2019

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

Miguel A. Lejeune, Vadim V. Lozin, Irina Lozina, Ahmed Ragab, Soumaya Yacout

Eur. J. Oper. Res., 2019

Note on "A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning".

Janiele Custodio, Miguel A. Lejeune, Antonio Zavaleta

Eur. J. Oper. Res., 2019

Resource deployment and donation allocation for epidemic outbreaks.

Azrah A. Anparasan, Miguel A. Lejeune

Ann. Oper. Res., 2019

2018

Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times.

Miguel A. Lejeune, François Margot

Manag. Sci., 2018

A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting.

Miguel A. Lejeune, Janne Kettunen

Comput. Manag. Sci., 2018

Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints.

Ran Ji, Miguel A. Lejeune

Ann. Oper. Res., 2018

Data laboratory for supply chain response models during epidemic outbreaks.

Azrah A. Anparasan, Miguel A. Lejeune

Ann. Oper. Res., 2018

2017

Managing Reliability and Stability Risks in Forest Harvesting.

Miguel A. Lejeune, Janne Kettunen

Manuf. Serv. Oper. Manag., 2017

Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria.

Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad

Ann. Oper. Res., 2017

Dynamic portfolio optimization with risk-aversion adjustment utilizing technical indicators.

Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad

Proceedings of the 20th International Conference on Information Fusion, 2017

2016

Erratum to: Threshold Boolean form for joint probabilistic constraints with random technology matrix.

Alexander Kogan, Miguel A. Lejeune, James R. Luedtke

Math. Program., 2016

Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities.

Miguel A. Lejeune, François Margot

Oper. Res., 2016

Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization.

Miguel A. Lejeune, Siqian Shen

Eur. J. Oper. Res., 2016

2014

Threshold Boolean form for joint probabilistic constraints with random technology matrix.

Alexander Kogan, Miguel A. Lejeune

Math. Program., 2014

Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs.

Tiago Pascoal Filomena, Miguel A. Lejeune

J. Optim. Theory Appl., 2014

Public facility location using dispersion, population, and equity criteria.

Rajan Batta, Miguel A. Lejeune, Srinivas Y. Prasad

Eur. J. Oper. Res., 2014

2013

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

Miguel A. Lejeune, Srinivas Y. Prasad

Networks, 2013

Construction of Risk-Averse Enhanced Index Funds.

Miguel A. Lejeune, Gülay Samatli-Paç

INFORMS J. Comput., 2013

Probabilistic modeling of multiperiod service levels.

Miguel A. Lejeune

Eur. J. Oper. Res., 2013

2012

Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments.

Tiago Pascoal Filomena, Miguel A. Lejeune

Oper. Res. Lett., 2012

Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems.

Miguel A. Lejeune

Oper. Res., 2012

A logical analysis of banks' financial strength ratings.

Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune

Expert Syst. Appl., 2012

Game Theoretical Approach for Reliable Enhanced Indexation.

Miguel A. Lejeune

Decis. Anal., 2012

Pattern definition of the p-efficiency concept.

Miguel A. Lejeune

Ann. Oper. Res., 2012

2011

Optimization for simulation: LAD accelerator.

Miguel A. Lejeune, François Margot

Ann. Oper. Res., 2011

Reverse-engineering country risk ratings: a combinatorial non-recursive model.

Peter Ladislaw Hammer, Alexander Kogan, Miguel A. Lejeune

Ann. Oper. Res., 2011

2010

MIP reformulations of the probabilistic set covering problem.

Anureet Saxena, Vineet Goyal, Miguel A. Lejeune

Math. Program., 2010

Mathematical programming approaches for generating p-efficient points.

Miguel A. Lejeune, Nilay Noyan

Eur. J. Oper. Res., 2010

2009

An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints.

Pierre Bonami, Miguel A. Lejeune

Oper. Res., 2009

2008

Preprocessing techniques and column generation algorithms for stochastically efficient demand.

Miguel A. Lejeune

J. Oper. Res. Soc., 2008

Integer programming solution approach for inventory-production-distribution problems with direct shipments.

Miguel A. Lejeune, François Margot

Int. Trans. Oper. Res., 2008

Showcase Scheduling at Fred Astaire East Side Dance Studio.

Miguel A. Lejeune, Nevena Yakova

Interfaces, 2008

2007

An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems.

Miguel A. Lejeune, Andrzej Ruszczynski

Oper. Res., 2007

2006

A variable neighborhood decomposition search method for supply chain management planning problems.

Miguel A. Lejeune

Eur. J. Oper. Res., 2006

Modeling country risk ratings using partial orders.

Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune

Eur. J. Oper. Res., 2006

2003

Heuristic optimization of experimental designs.

Miguel A. Lejeune

Eur. J. Oper. Res., 2003

2001

Measuring the impact of data mining on churn management.

Miguel A. P. M. Lejeune

Internet Res., 2001