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Miguel A. Lejeune - MaRDI portal

Miguel A. Lejeune

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Person:245518

Available identifiers

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List of research outcomes





PublicationDate of PublicationType
Distributionally robust portfolio optimization under marginal and copula ambiguity2024-12-27Paper
Profit-based unit commitment models with price-responsive decision-dependent uncertainty2024-06-17Paper
Liquidity-constrained index tracking optimization models2024-02-08Paper
Multi-Agent Search for a Moving and Camouflaging Target2023-09-05Paper
An Integer L-shaped Method for Dynamic Order Dispatching in Autonomous Last-Mile Delivery with Demand Uncertainty2022-08-18Paper
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics2022-06-30Paper
Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests2022-06-28Paper
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs2022-06-27Paper
Data-Driven Optimization of Reward-Risk Ratio Measures2022-06-27Paper
Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements2022-06-22Paper
Distributionally robust portfolio optimization with linearized STARR performance measure2022-04-05Paper
Data-driven distributionally robust chance-constrained optimization with Wasserstein metric2021-04-28Paper
A distributionally robust area under curve maximization model2021-04-07Paper
Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations2021-01-19Paper
Data laboratory for supply chain response models during epidemic outbreaks2019-03-06Paper
Note on ``A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning2019-01-28Paper
Recent advances in the theory and practice of logical analysis of data2019-01-18Paper
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints2018-10-31Paper
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting2018-10-29Paper
Game Theoretical Approach for Reliable Enhanced Indexation2018-10-24Paper
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry2017-09-08Paper
Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria2017-03-07Paper
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities2016-10-31Paper
Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization2016-10-07Paper
Effectiveness-equity models for facility location problems on tree networks2016-06-10Paper
Erratum to: ``Threshold Boolean form for joint probabilistic constraints with random technology matrix2016-02-23Paper
Probabilistic modeling of multiperiod service levels2015-07-28Paper
Portfolio Optimization with Combinatorial and Downside Return Constraints2015-02-06Paper
Public facility location using dispersion, population, and equity criteria2015-02-03Paper
Threshold Boolean form for joint probabilistic constraints with random technology matrix2014-10-17Paper
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs2014-06-30Paper
A VaR Black–Litterman model for the construction of absolute return fund-of-funds2013-03-14Paper
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems2013-03-12Paper
Pattern definition of the \(p\)-efficiency concept2013-01-15Paper
Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments2012-08-17Paper
Optimization for simulation: LAD accelerator2011-11-17Paper
Mathematical programming approaches for generating \(p\)-efficient points2010-09-09Paper
MIP reformulations of the probabilistic set covering problem2010-02-19Paper
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems2009-08-13Paper
Integer programming solution approach for inventory‐production–distribution problems with direct shipments2008-05-29Paper
Modeling country risk ratings using partial orders2006-10-27Paper
Heuristic optimization of experimental designs.2003-05-19Paper
Drone-Delivery Network for Opioid Overdose -- Nonlinear Integer Queueing-Optimization Models and MethodsN/APaper

Research outcomes over time

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