Person:245518

Available identifiers

zbMath Open lejeune.miguel-aMaRDI QIDQ245518

List of research outcomes

Publication	Date of Publication	Type
Distributionally robust portfolio optimization under marginal and copula ambiguity	2024-12-27	Paper
Profit-based unit commitment models with price-responsive decision-dependent uncertainty	2024-06-17	Paper
Liquidity-constrained index tracking optimization models	2024-02-08	Paper
Multi-Agent Search for a Moving and Camouflaging Target	2023-09-05	Paper
An Integer L-shaped Method for Dynamic Order Dispatching in Autonomous Last-Mile Delivery with Demand Uncertainty	2022-08-18	Paper
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics	2022-06-30	Paper
Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests	2022-06-28	Paper
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs	2022-06-27	Paper
Data-Driven Optimization of Reward-Risk Ratio Measures	2022-06-27	Paper
Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements	2022-06-22	Paper
Distributionally robust portfolio optimization with linearized STARR performance measure	2022-04-05	Paper
Data-driven distributionally robust chance-constrained optimization with Wasserstein metric	2021-04-28	Paper
A distributionally robust area under curve maximization model	2021-04-07	Paper
Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations	2021-01-19	Paper
Data laboratory for supply chain response models during epidemic outbreaks	2019-03-06	Paper
Note on ``A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning	2019-01-28	Paper
Recent advances in the theory and practice of logical analysis of data	2019-01-18	Paper
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints	2018-10-31	Paper
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting	2018-10-29	Paper
Game Theoretical Approach for Reliable Enhanced Indexation	2018-10-24	Paper
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry	2017-09-08	Paper
Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria	2017-03-07	Paper
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities	2016-10-31	Paper
Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization	2016-10-07	Paper
Effectiveness-equity models for facility location problems on tree networks	2016-06-10	Paper
Erratum to: ``Threshold Boolean form for joint probabilistic constraints with random technology matrix	2016-02-23	Paper
Probabilistic modeling of multiperiod service levels	2015-07-28	Paper
Portfolio Optimization with Combinatorial and Downside Return Constraints	2015-02-06	Paper
Public facility location using dispersion, population, and equity criteria	2015-02-03	Paper
Threshold Boolean form for joint probabilistic constraints with random technology matrix	2014-10-17	Paper
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs	2014-06-30	Paper
A VaR Black–Litterman model for the construction of absolute return fund-of-funds	2013-03-14	Paper
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems	2013-03-12	Paper
Pattern definition of the \(p\)-efficiency concept	2013-01-15	Paper
Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments	2012-08-17	Paper
Optimization for simulation: LAD accelerator	2011-11-17	Paper
Mathematical programming approaches for generating \(p\)-efficient points	2010-09-09	Paper
MIP reformulations of the probabilistic set covering problem	2010-02-19	Paper
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems	2009-08-13	Paper
Integer programming solution approach for inventory‐production–distribution problems with direct shipments	2008-05-29	Paper
Modeling country risk ratings using partial orders	2006-10-27	Paper
Heuristic optimization of experimental designs.	2003-05-19	Paper
Drone-Delivery Network for Opioid Overdose -- Nonlinear Integer Queueing-Optimization Models and Methods	N/A	Paper

Research outcomes over time

This page was built for person: Miguel A. Lejeune