Miguel A. Lejeune

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 30

Top Topics

Portfolio Optimization

Facility Location

Stochastic Programming

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

INFORMS J. Comput.

Publications

Miguel A. Lejeune, Payman Dehghanian, Wenbo Ma
Profit-based unit commitment models with price-responsive decision-dependent uncertainty. Eur. J. Oper. Res. 314 (3) (2024)
Jinshun Su, Dmitry Anokhin, Payman Dehghanian, Miguel A. Lejeune
On the Use of Mobile Power Sources in Distribution Networks Under Endogenous Uncertainty. IEEE Trans. Control. Netw. Syst. 10 (4) (2023)
Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune
Liquidity-constrained index tracking optimization models. Ann. Oper. Res. 330 (1) (2023)
Miguel A. Lejeune, Johannes O. Royset, Wenbo Ma
Multi-Agent Search for a Moving and Camouflaging Target. CoRR (2023)
Johannes O. Royset, Miguel A. Lejeune
Risk-Adaptive Local Decision Rules. CoRR (2023)
Janne Kettunen, Miguel A. Lejeune
Data-driven project portfolio selection: Decision-dependent stochastic programming formulations with reliability and time to market requirements. Comput. Oper. Res. 143 (2022)
Nilay Noyan, Gábor Rudolf, Miguel A. Lejeune
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics. INFORMS J. Comput. 34 (2) (2022)
Janiele Custodio, Miguel A. Lejeune
Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests. INFORMS J. Comput. 34 (1) (2022)
Ran Ji, Miguel A. Lejeune
Data-Driven Optimization of Reward-Risk Ratio Measures. INFORMS J. Comput. 33 (3) (2021)
Ran Ji, Miguel A. Lejeune
Data-driven distributionally robust chance-constrained optimization with Wasserstein metric. J. Glob. Optim. 79 (4) (2021)
Roya Karimi, Jianqiang Cheng, Miguel A. Lejeune
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs. INFORMS J. Comput. 33 (3) (2021)
Benjamin Wormuth, Shiyuan Wang, Payman Dehghanian, Masoud Barati, Abouzar Estebsari, Tiago Pascoal Filomena, Mohammad Heidari Kapourchali, Miguel A. Lejeune
Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities. IEEE Access 8 (2020)
Wenbo Ma, Miguel A. Lejeune
A Distributionally Robust Area Under Curve Maximization Model. CoRR (2020)
Wenbo Ma, Miguel A. Lejeune
A distributionally robust area under curve maximization model. Oper. Res. Lett. 48 (4) (2020)
Janne Kettunen, Miguel A. Lejeune
Technical Note - Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations. Oper. Res. 68 (5) (2020)
So Yeon Chun, Miguel A. Lejeune
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Manag. Sci. 66 (8) (2020)
Miguel A. Lejeune, Vadim V. Lozin, Irina Lozina, Ahmed Ragab, Soumaya Yacout
Recent advances in the theory and practice of Logical Analysis of Data. Eur. J. Oper. Res. 275 (1) (2019)
Azrah A. Anparasan, Miguel A. Lejeune
Resource deployment and donation allocation for epidemic outbreaks. Ann. Oper. Res. 283 (1-2) (2019)
Janiele Custodio, Miguel A. Lejeune, Antonio Zavaleta
Note on "A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning". Eur. J. Oper. Res. 275 (2) (2019)
Miguel A. Lejeune, John G. Turner
Planning Online Advertising Using Gini Indices. Oper. Res. 67 (5) (2019)
Ran Ji, Miguel A. Lejeune
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. Ann. Oper. Res. 262 (2) (2018)
Miguel A. Lejeune, François Margot
Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times. Manag. Sci. 64 (12) (2018)
Azrah A. Anparasan, Miguel A. Lejeune
Data laboratory for supply chain response models during epidemic outbreaks. Ann. Oper. Res. 270 (1-2) (2018)
Miguel A. Lejeune, Janne Kettunen
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting. Comput. Manag. Sci. 15 (3-4) (2018)
Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad
Dynamic portfolio optimization with risk-aversion adjustment utilizing technical indicators. FUSION (2017)
Miguel A. Lejeune, Janne Kettunen
Managing Reliability and Stability Risks in Forest Harvesting. Manuf. Serv. Oper. Manag. 19 (4) (2017)
Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad
Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. Ann. Oper. Res. 248 (1-2) (2017)
Miguel A. Lejeune, Siqian Shen
Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization. Eur. J. Oper. Res. 252 (2) (2016)
Miguel A. Lejeune, François Margot
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities. Oper. Res. 64 (4) (2016)
Alexander Kogan, Miguel A. Lejeune, James R. Luedtke
Erratum to: Threshold Boolean form for joint probabilistic constraints with random technology matrix. Math. Program. 155 (1-2) (2016)
Tiago Pascoal Filomena, Miguel A. Lejeune
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs. J. Optim. Theory Appl. 161 (1) (2014)
Alexander Kogan, Miguel A. Lejeune
Threshold Boolean form for joint probabilistic constraints with random technology matrix. Math. Program. 147 (1-2) (2014)
Rajan Batta, Miguel A. Lejeune, Srinivas Y. Prasad
Public facility location using dispersion, population, and equity criteria. Eur. J. Oper. Res. 234 (3) (2014)
Miguel A. Lejeune, Gülay Samatli-Paç
Construction of Risk-Averse Enhanced Index Funds. INFORMS J. Comput. 25 (4) (2013)
Miguel A. Lejeune
Probabilistic modeling of multiperiod service levels. Eur. J. Oper. Res. 230 (2) (2013)
Miguel A. Lejeune, Srinivas Y. Prasad
Effectiveness-equity models for facility location problems on tree networks. Networks 62 (4) (2013)
Miguel A. Lejeune
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems. Oper. Res. 60 (6) (2012)
Miguel A. Lejeune
Pattern definition of the p-efficiency concept. Ann. Oper. Res. 200 (1) (2012)
Miguel A. Lejeune
Game Theoretical Approach for Reliable Enhanced Indexation. Decis. Anal. 9 (2) (2012)
Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune
A logical analysis of banks' financial strength ratings. Expert Syst. Appl. 39 (9) (2012)
Tiago Pascoal Filomena, Miguel A. Lejeune
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments. Oper. Res. Lett. 40 (3) (2012)
Miguel A. Lejeune, François Margot
Optimization for simulation: LAD accelerator. Ann. Oper. Res. 188 (1) (2011)
Peter Ladislaw Hammer, Alexander Kogan, Miguel A. Lejeune
Reverse-engineering country risk ratings: a combinatorial non-recursive model. Ann. Oper. Res. 188 (1) (2011)
Miguel A. Lejeune, Nilay Noyan
Mathematical programming approaches for generating p-efficient points. Eur. J. Oper. Res. 207 (2) (2010)
Anureet Saxena, Vineet Goyal, Miguel A. Lejeune
MIP reformulations of the probabilistic set covering problem. Math. Program. 121 (1) (2010)
Pierre Bonami, Miguel A. Lejeune
An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints. Oper. Res. 57 (3) (2009)
Miguel A. Lejeune, Nevena Yakova
Showcase Scheduling at Fred Astaire East Side Dance Studio. Interfaces 38 (3) (2008)
Miguel A. Lejeune
Preprocessing techniques and column generation algorithms for stochastically efficient demand. J. Oper. Res. Soc. 59 (9) (2008)
Miguel A. Lejeune, François Margot
Integer programming solution approach for inventory-production-distribution problems with direct shipments. Int. Trans. Oper. Res. 15 (3) (2008)
Miguel A. Lejeune, Andrzej Ruszczynski
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems. Oper. Res. 55 (2) (2007)
Miguel A. Lejeune
A variable neighborhood decomposition search method for supply chain management planning problems. Eur. J. Oper. Res. 175 (2) (2006)
Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune
Modeling country risk ratings using partial orders. Eur. J. Oper. Res. 175 (2) (2006)
Miguel A. Lejeune
Heuristic optimization of experimental designs. Eur. J. Oper. Res. 147 (3) (2003)